TBFG vs. SFTX

Last updated Jul 14, 2026

TBFG (The Brinsmere Fund - Growth ETF) and SFTX (Horizon International Managed Risk ETF) are both Tactical Allocation funds. Both are actively managed. Their correlation of 0.92 suggests significant overlap in exposure. TBFG charges 0.42%/yr vs 0.82%/yr for SFTX.

Performance

TBFG vs. SFTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Brinsmere Fund - Growth ETF (TBFG) and Horizon International Managed Risk ETF (SFTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TBFG achieves a 8.76% return, which is significantly lower than SFTX's 17.62% return.

TBFG

• 1D: -0.86%
• 1M: -0.57%
• 6M: 5.98%
• YTD: 8.76%
• 1Y: 18.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SFTX

• 1D: -1.69%
• 1M: -3.63%
• 6M: 11.92%
• YTD: 17.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TBFG vs. SFTX - Yearly Performance Comparison

	2026 (YTD)	2025
TBFG The Brinsmere Fund - Growth ETF	8.76%	1.05%
SFTX Horizon International Managed Risk ETF	17.62%	1.61%

Correlation

The correlation between TBFG and SFTX is 0.92, 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 Dec 3, 2025	0.92

Return for Risk

TBFG vs. SFTX — Risk / Return Rank

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

TBFG

TBFG Risk / Return Rank: 67
TBFG Sharpe Ratio Rank: 69
TBFG Sortino Ratio Rank: 67
TBFG Omega Ratio Rank: 69
TBFG Calmar Ratio Rank: 62
TBFG Martin Ratio Rank: 71

SFTX

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

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.

TBFG vs. SFTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Brinsmere Fund - Growth ETF (TBFG) and Horizon International Managed Risk ETF (SFTX). 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.

	TBFG	SFTX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	—	—
Sortino ratio: Return per unit of downside risk	2.45	—	—
Omega ratio: Gain probability vs. loss probability	1.32	—	—
Calmar ratio: Return relative to maximum drawdown	2.45	—	—
Martin ratio: Return relative to average drawdown	10.19	—	—

Drawdowns

TBFG vs. SFTX - Drawdown Comparison

The maximum TBFG drawdown since its inception was -13.43%, which is greater than SFTX's maximum drawdown of -12.75%. Use the drawdown chart below to compare losses from any high point for TBFG and SFTX.

Drawdown Indicators

	TBFG	SFTX	Difference
Max Drawdown Largest peak-to-trough decline	-13.43%	-12.75%	-0.68%
Max Drawdown (1Y) Largest decline over 1 year	-7.63%	—	—
Current Drawdown Current decline from peak	-1.80%	-4.81%	+3.01%
Average Drawdown Average peak-to-trough decline	-1.61%	-2.75%	+1.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	—	—

Volatility

Volatility by Period

	TBFG	SFTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.13%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.65%	22.56%	-11.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.15%	22.56%	-11.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.15%	22.56%	-11.41%

TBFG vs. SFTX - Expense Ratio Comparison

TBFG has a 0.42% expense ratio, which is lower than SFTX's 0.82% expense ratio.

Dividends

TBFG vs. SFTX - Dividend Comparison

TBFG's dividend yield for the trailing twelve months is around 2.41%, more than SFTX's 0.21% yield.

Position	TTM	2025	2024
SFTX Horizon International Managed Risk ETF	0.21%	0.25%	0.00%
TBFG The Brinsmere Fund - Growth ETF	2.41%	2.65%	2.43%

Frequently Asked Questions

Can I hold both TBFG and SFTX in my portfolio?

With a correlation of 0.92, TBFG and SFTX 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, TBFG or SFTX?

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, TBFG or SFTX?

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

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

TBFG has the higher dividend yield at 2.41%, compared with 0.21% for SFTX.

What is the main difference between TBFG and SFTX?

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