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TOGA vs. WAGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOGA vs. WAGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tremblant Global ETF (TOGA) and Pabrai Wagons ETF (WAGN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TOGA

1D
2.41%
1M
2.70%
6M
-7.11%
YTD
-7.11%
1Y
-7.82%
3Y*
5Y*
10Y*

WAGN

1D
-0.29%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOGA vs. WAGN - Yearly Performance Comparison


2026 (YTD)
TOGA
Tremblant Global ETF
2.67%
WAGN
Pabrai Wagons ETF
-1.29%

Correlation

The correlation between TOGA and WAGN is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 30, 2026

1.00

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Return for Risk

TOGA vs. WAGN — Risk / Return Rank

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

TOGA
TOGA Risk / Return Rank: 66
Overall Rank
TOGA Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TOGA Sortino Ratio Rank: 66
Sortino Ratio Rank
TOGA Omega Ratio Rank: 66
Omega Ratio Rank
TOGA Calmar Ratio Rank: 77
Calmar Ratio Rank
TOGA Martin Ratio Rank: 77
Martin Ratio Rank

WAGN

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.

TOGA vs. WAGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tremblant Global ETF (TOGA) and Pabrai Wagons ETF (WAGN). 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.


TOGAWAGNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.96

Calmar ratioReturn relative to maximum drawdown

-0.28

Martin ratioReturn relative to average drawdown

-0.58

TOGA vs. WAGN - Sharpe Ratio Comparison


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Drawdowns

TOGA vs. WAGN - Drawdown Comparison

The maximum TOGA drawdown since its inception was -28.50%, which is greater than WAGN's maximum drawdown of -1.29%. Use the drawdown chart below to compare losses from any high point for TOGA and WAGN.


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Drawdown Indicators


TOGAWAGNDifference

Max Drawdown

Largest peak-to-trough decline

-28.50%

-1.29%

-27.21%

Max Drawdown (1Y)

Largest decline over 1 year

-28.50%

Current Drawdown

Current decline from peak

-12.87%

-1.29%

-11.58%

Average Drawdown

Average peak-to-trough decline

-6.81%

-1.15%

-5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.44%

Volatility

TOGA vs. WAGN - Volatility Comparison


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Volatility by Period


TOGAWAGNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

Volatility (6M)

Calculated over the trailing 6-month period

17.64%

Volatility (1Y)

Calculated over the trailing 1-year period

21.26%

8.04%

+13.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.17%

8.04%

+13.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.17%

8.04%

+13.13%

TOGA vs. WAGN - Expense Ratio Comparison

TOGA has a 0.69% expense ratio, which is lower than WAGN's 0.90% expense ratio.


Dividends

TOGA vs. WAGN - Dividend Comparison

Neither TOGA nor WAGN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, TOGA and WAGN 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.

On fees, TOGA is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TOGA is cheaper with a 0.69% expense ratio, compared with 0.90% for WAGN.

TOGA and WAGN have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Tremblant Advisors and Pabrai. Their fees differ too: 0.69% for TOGA and 0.90% for WAGN.

Portfolio Optimizer

Find the right allocation for TOGA and WAGN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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