PRTO vs. TBFG

Last updated Jul 12, 2026

PRTO (RCN Pareto Strategic Allocation ETF) and TBFG (The Brinsmere Fund - Growth ETF) are both Tactical Allocation funds. Both are actively managed. Their correlation of 0.93 suggests significant overlap in exposure. PRTO charges 0.82%/yr vs 0.42%/yr for TBFG.

Performance

PRTO vs. TBFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RCN Pareto Strategic Allocation ETF (PRTO) and The Brinsmere Fund - Growth ETF (TBFG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PRTO

• 1D: -0.16%
• 1M: 0.30%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TBFG

• 1D: 0.31%
• 1M: 0.68%
• 6M: 7.41%
• YTD: 9.69%
• 1Y: 19.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRTO vs. TBFG - Yearly Performance Comparison

	2026 (YTD)
PRTO RCN Pareto Strategic Allocation ETF	8.62%
TBFG The Brinsmere Fund - Growth ETF	10.39%

Correlation

The correlation between PRTO and TBFG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 25, 2026	0.93

Return for Risk

PRTO vs. TBFG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRTO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TBFG

TBFG Risk / Return Rank: 70
TBFG Sharpe Ratio Rank: 71
TBFG Sortino Ratio Rank: 70
TBFG Omega Ratio Rank: 71
TBFG Calmar Ratio Rank: 64
TBFG Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRTO vs. TBFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RCN Pareto Strategic Allocation ETF (PRTO) and The Brinsmere Fund - Growth ETF (TBFG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PRTO	TBFG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.82	—
Sortino ratio: Return per unit of downside risk	—	2.54	—
Omega ratio: Gain probability vs. loss probability	—	1.34	—
Calmar ratio: Return relative to maximum drawdown	—	2.53	—
Martin ratio: Return relative to average drawdown	—	10.53	—

Drawdowns

PRTO vs. TBFG - Drawdown Comparison

The maximum PRTO drawdown since its inception was -4.46%, smaller than the maximum TBFG drawdown of -13.43%. Use the drawdown chart below to compare losses from any high point for PRTO and TBFG.

Drawdown Indicators

	PRTO	TBFG	Difference
Max Drawdown Largest peak-to-trough decline	-4.46%	-13.43%	+8.97%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.63%	—
Current Drawdown Current decline from peak	-1.77%	-0.95%	-0.82%
Average Drawdown Average peak-to-trough decline	-1.01%	-1.61%	+0.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.83%	—

Volatility

Volatility by Period

	PRTO	TBFG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.97%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.09%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.56%	10.59%	+4.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	11.14%	+4.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.56%	11.14%	+4.42%

PRTO vs. TBFG - Expense Ratio Comparison

PRTO has a 0.82% expense ratio, which is higher than TBFG's 0.42% expense ratio.

Dividends

PRTO vs. TBFG - Dividend Comparison

PRTO has not paid dividends to shareholders, while TBFG's dividend yield for the trailing twelve months is around 2.39%.

Position	TTM	2025	2024
PRTO RCN Pareto Strategic Allocation ETF	0.00%	0.00%	0.00%
TBFG The Brinsmere Fund - Growth ETF	2.39%	2.65%	2.43%

Frequently Asked Questions

Can I hold both PRTO and TBFG in my portfolio?

With a correlation of 0.93, PRTO and TBFG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, PRTO or TBFG?

On fees, TBFG is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRTO or TBFG?

TBFG is cheaper with a 0.42% expense ratio, compared with 0.82% for PRTO.

Which ETF pays a higher dividend yield, PRTO or TBFG?

TBFG has the higher dividend yield at 2.39%, compared with 0.00% for PRTO.

What is the main difference between PRTO and TBFG?

They also come from different issuers: Tidal and The Brinsmere Funds. Their fees differ too: 0.82% for PRTO and 0.42% for TBFG.