TEPAX vs. TUGN
Compare and contrast key facts about American Funds Tax-Exempt Preservation Portfolio (TEPAX) and STF Tactical Growth & Income ETF (TUGN).
TEPAX is managed by American Funds. It was launched on May 17, 2012. TUGN is an actively managed fund by STF. It was launched on May 18, 2022.
Performance
TEPAX vs. TUGN - Performance Comparison
Loading graphics...
TEPAX vs. TUGN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TEPAX American Funds Tax-Exempt Preservation Portfolio | -0.02% | 4.36% | 2.14% | 3.63% | 1.43% |
TUGN STF Tactical Growth & Income ETF | -5.39% | 19.11% | 18.44% | 34.84% | -18.78% |
Returns By Period
In the year-to-date period, TEPAX achieves a -0.02% return, which is significantly higher than TUGN's -5.39% return.
TEPAX
- 1D
- 0.10%
- 1M
- -1.42%
- YTD
- -0.02%
- 6M
- 0.67%
- 1Y
- 3.50%
- 3Y*
- 2.87%
- 5Y*
- 1.14%
- 10Y*
- 1.51%
TUGN
- 1D
- 1.32%
- 1M
- -3.51%
- YTD
- -5.39%
- 6M
- -5.46%
- 1Y
- 20.45%
- 3Y*
- 17.15%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TEPAX vs. TUGN - Expense Ratio Comparison
TEPAX has a 0.34% expense ratio, which is lower than TUGN's 0.65% expense ratio.
Return for Risk
TEPAX vs. TUGN — Risk / Return Rank
TEPAX
TUGN
TEPAX vs. TUGN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Tax-Exempt Preservation Portfolio (TEPAX) and STF Tactical Growth & Income ETF (TUGN). 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.
| TEPAX | TUGN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 0.95 | +0.80 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.49 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.22 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.66 | +0.19 |
Martin ratioReturn relative to average drawdown | 7.26 | 5.49 | +1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TEPAX | TUGN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 0.95 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.61 | +0.22 |
Correlation
The correlation between TEPAX and TUGN is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TEPAX vs. TUGN - Dividend Comparison
TEPAX's dividend yield for the trailing twelve months is around 2.40%, less than TUGN's 12.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEPAX American Funds Tax-Exempt Preservation Portfolio | 2.40% | 2.39% | 2.44% | 1.96% | 1.11% | 0.87% | 1.44% | 1.79% | 1.72% | 1.79% | 2.22% | 2.36% |
TUGN STF Tactical Growth & Income ETF | 12.59% | 11.50% | 11.84% | 10.83% | 7.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TEPAX vs. TUGN - Drawdown Comparison
The maximum TEPAX drawdown since its inception was -7.13%, smaller than the maximum TUGN drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for TEPAX and TUGN.
Loading graphics...
Drawdown Indicators
| TEPAX | TUGN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.13% | -23.45% | +16.32% |
Max Drawdown (1Y)Largest decline over 1 year | -2.07% | -12.96% | +10.89% |
Max Drawdown (5Y)Largest decline over 5 years | -7.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -7.13% | — | — |
Current DrawdownCurrent decline from peak | -1.62% | -9.08% | +7.46% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -6.65% | +5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 3.91% | -3.38% |
Volatility
TEPAX vs. TUGN - Volatility Comparison
The current volatility for American Funds Tax-Exempt Preservation Portfolio (TEPAX) is 0.62%, while STF Tactical Growth & Income ETF (TUGN) has a volatility of 5.99%. This indicates that TEPAX experiences smaller price fluctuations and is considered to be less risky than TUGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TEPAX | TUGN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.62% | 5.99% | -5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 0.99% | 11.81% | -10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.14% | 21.57% | -19.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.93% | 17.01% | -15.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.06% | 17.01% | -14.95% |