TUG vs. AOA
TUG (STF Tactical Growth ETF) and AOA (iShares Core 80/20 Aggressive Allocation ETF) are both Diversified Portfolio funds. TUG is actively managed, while AOA is passively managed. Over the past 3 years, TUG returned 21.48%/yr vs 16.65%/yr for AOA. Their correlation of 0.81 suggests significant overlap in exposure. TUG charges 0.65%/yr vs 0.15%/yr for AOA.
Performance
TUG vs. AOA - Performance Comparison
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Returns By Period
In the year-to-date period, TUG achieves a 15.37% return, which is significantly higher than AOA's 8.15% return.
TUG
- 1D
- -0.33%
- 1M
- -0.27%
- YTD
- 15.37%
- 6M
- 13.66%
- 1Y
- 31.40%
- 3Y*
- 21.48%
- 5Y*
- —
- 10Y*
- —
AOA
- 1D
- -0.03%
- 1M
- -0.21%
- YTD
- 8.15%
- 6M
- 7.34%
- 1Y
- 20.12%
- 3Y*
- 16.65%
- 5Y*
- 8.70%
- 10Y*
- 10.74%
TUG vs. AOA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TUG STF Tactical Growth ETF | 15.37% | 20.43% | 19.37% | 38.24% | -12.62% |
AOA iShares Core 80/20 Aggressive Allocation ETF | 8.15% | 19.59% | 13.55% | 18.27% | -1.37% |
Correlation
The correlation between TUG and AOA is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 19, 2022 | 0.81 |
The correlation between TUG and AOA has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
TUG vs. AOA — Risk / Return Rank
TUG
AOA
TUG vs. AOA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth ETF (TUG) and iShares Core 80/20 Aggressive Allocation ETF (AOA). 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.
| TUG | AOA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.46 | +0.10 |
| Martin ratioReturn relative to average drawdown | 9.38 | 10.68 | -1.30 |
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Drawdowns
TUG vs. AOA - Drawdown Comparison
The maximum TUG drawdown since its inception was -22.27%, smaller than the maximum AOA drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for TUG and AOA.
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Drawdown Indicators
| TUG | AOA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.27% | -28.38% | +6.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -8.20% | -4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -22.27% | -12.94% | -9.33% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.62% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.38% | — |
Current DrawdownCurrent decline from peak | -4.60% | -2.11% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -4.04% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 1.89% | +1.47% |
Volatility
TUG vs. AOA - Volatility Comparison
STF Tactical Growth ETF (TUG) has a higher volatility of 8.62% compared to iShares Core 80/20 Aggressive Allocation ETF (AOA) at 4.43%. This indicates that TUG's price experiences larger fluctuations and is considered to be riskier than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TUG | AOA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.62% | 4.43% | +4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.26% | 9.33% | +4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 11.24% | +6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 13.08% | +5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 13.51% | +4.81% |
TUG vs. AOA - Expense Ratio Comparison
TUG has a 0.65% expense ratio, which is higher than AOA's 0.15% expense ratio.
Dividends
TUG vs. AOA - Dividend Comparison
TUG's dividend yield for the trailing twelve months is around 1.49%, less than AOA's 2.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOA iShares Core 80/20 Aggressive Allocation ETF | 2.08% | 2.18% | 2.30% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.26% | 2.15% |
TUG STF Tactical Growth ETF | 1.49% | 1.75% | 4.97% | 1.34% | 1.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TUG and AOA have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TUG has higher volatility (8.62%) compared to AOA (4.43%). In terms of maximum drawdown, TUG dropped -22.27% vs AOA's -28.38%.
On 3-year performance, TUG leads with 21.48% vs 16.65% for AOA. On fees, AOA is cheaper at 0.15% per year. On volatility, AOA has been the lower-risk option at 4.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TUG has performed better with a 21.48% return vs 16.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOA is cheaper with a 0.15% expense ratio, compared with 0.65% for TUG.
AOA has the higher dividend yield at 2.08%, compared with 1.49% for TUG.
They also come from different issuers: STF and iShares. Their fees differ too: 0.65% for TUG and 0.15% for AOA.
AOA currently has the higher Sharpe Ratio (1.81 vs 1.77), 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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