TBFG vs. SWAN
TBFG (The Brinsmere Fund - Growth ETF) and SWAN (Amplify BlackSwan Growth & Treasury Core ETF) are both exchange-traded funds - TBFG is a Tactical Allocation fund actively managed by Brinsmere, while SWAN is a Diversified Portfolio fund tracking the S-Network BlackSwan Core Index. TBFG is actively managed, while SWAN is passively managed. Over the past year, TBFG returned 19.72% vs 11.48% for SWAN. Their correlation of 0.85 means they have usually moved in the same direction. TBFG charges 0.42%/yr vs 0.49%/yr for SWAN.
Performance
TBFG vs. SWAN - Performance Comparison
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Returns By Period
In the year-to-date period, TBFG achieves a 9.50% return, which is significantly higher than SWAN's 4.02% return.
TBFG
- 1D
- 0.68%
- 1M
- 0.21%
- 6M
- 5.88%
- YTD
- 9.50%
- 1Y
- 19.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.56%
SWAN
- 1D
- 1.36%
- 1M
- 0.05%
- 6M
- 3.61%
- YTD
- 4.02%
- 1Y
- 11.48%
- 3Y*
- 12.25%
- 5Y*
- 2.16%
- 10Y*
- —
- ALL TIME*
- 6.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $325.45K | $262.32K | $362.67K | |
| $89.67K | $50.96K | $145.54K |
TBFG vs. SWAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TBFG The Brinsmere Fund - Growth ETF | 9.50% | 14.56% | 10.20% |
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 4.02% | 13.93% | 13.87% |
Correlation
The correlation between TBFG and SWAN is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2024 | 0.85 |
The correlation between TBFG and SWAN has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.
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Return for Risk
TBFG vs. SWAN — Risk / Return Rank
TBFG
SWAN
TBFG vs. SWAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Brinsmere Fund - Growth ETF (TBFG) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN). 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 | SWAN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.20 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 1.64 | +0.96 |
| Martin ratioReturn relative to average drawdown | 10.51 | 5.79 | +4.72 |
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Drawdowns
TBFG vs. SWAN - Drawdown Comparison
The maximum TBFG drawdown since its inception was -13.43%, smaller than the maximum SWAN drawdown of -31.04%. Use the drawdown chart below to compare losses from any high point for TBFG and SWAN.
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Drawdown Indicators
| TBFG | SWAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.43% | -31.04% | +17.61% |
Max Drawdown (1Y)Largest decline over 1 year | -7.63% | -7.05% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.04% | — |
Current DrawdownCurrent decline from peak | -1.13% | -1.73% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -8.74% | +7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.99% | -0.11% |
Volatility
TBFG vs. SWAN - Volatility Comparison
The Brinsmere Fund - Growth ETF (TBFG) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN) have volatilities of 3.21% and 3.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TBFG | SWAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 3.18% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 8.27% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.87% | 10.21% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.14% | 11.49% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.14% | 12.46% | -1.32% |
TBFG vs. SWAN - Expense Ratio Comparison
TBFG has a 0.42% expense ratio, which is lower than SWAN's 0.49% expense ratio.
Dividends
TBFG vs. SWAN - Dividend Comparison
TBFG's dividend yield for the trailing twelve months is around 2.40%, less than SWAN's 3.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 3.21% | 2.86% | 2.54% | 2.98% | 2.12% | 5.04% | 1.64% | 3.69% | 0.29% |
TBFG The Brinsmere Fund - Growth ETF | 2.40% | 2.65% | 2.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TBFG and SWAN have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TBFG has higher volatility (3.21%) compared to SWAN (3.18%). In terms of maximum drawdown, TBFG dropped -13.43% vs SWAN's -31.04%.
On 1-year performance, TBFG leads with 19.72% vs 11.48% for SWAN. On fees, TBFG is cheaper at 0.42% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TBFG has performed better with a 19.72% return vs 11.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TBFG is cheaper with a 0.42% expense ratio, compared with 0.49% for SWAN.
SWAN has the higher dividend yield at 3.21%, compared with 2.40% for TBFG.
TBFG is categorized as Tactical Allocation, while SWAN is Diversified Portfolio. They also come from different issuers: Brinsmere and Amplify. Their fees differ too: 0.42% for TBFG and 0.49% for SWAN.
TBFG currently has the higher Sharpe Ratio (1.83 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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