TUG vs. QVOY

Last updated Apr 1, 2026

Compare and contrast key facts about STF Tactical Growth ETF (TUG) and Q3 All-Season Active Rotation ETF (QVOY).

TUG and QVOY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TUG is an actively managed fund by STF. It was launched on May 18, 2022. QVOY is an actively managed fund by Q3. It was launched on Dec 6, 2022.

Performance

TUG vs. QVOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STF Tactical Growth ETF (TUG) and Q3 All-Season Active Rotation ETF (QVOY). The values are adjusted to include any dividend payments, if applicable.

TUG vs. QVOY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TUG STF Tactical Growth ETF	-6.31%	20.43%	19.37%	38.24%	-2.11%
QVOY Q3 All-Season Active Rotation ETF	4.39%	16.45%	1.55%	17.19%	-0.53%

Returns By Period

In the year-to-date period, TUG achieves a -6.31% return, which is significantly lower than QVOY's 4.39% return.

TUG

• 1D: 3.35%
• 1M: -4.80%
• YTD: -6.31%
• 6M: -3.64%
• 1Y: 22.12%
• 3Y*: 17.38%
• 5Y*: —
• 10Y*: —

QVOY

• 1D: 0.47%
• 1M: -6.52%
• YTD: 4.39%
• 6M: 7.32%
• 1Y: 26.27%
• 3Y*: 12.71%
• 5Y*: —
• 10Y*: —

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

TUG vs. QVOY - Expense Ratio Comparison

TUG has a 0.65% expense ratio, which is lower than QVOY's 1.30% expense ratio.

QVOY

Q3 All-Season Active Rotation ETF

TUG

STF Tactical Growth ETF

Return for Risk

TUG vs. QVOY — Risk / Return Rank

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

TUG

TUG Risk / Return Rank: 62
TUG Sharpe Ratio Rank: 57
TUG Sortino Ratio Rank: 61
TUG Omega Ratio Rank: 58
TUG Calmar Ratio Rank: 71
TUG Martin Ratio Rank: 65

QVOY

QVOY Risk / Return Rank: 80
QVOY Sharpe Ratio Rank: 78
QVOY Sortino Ratio Rank: 76
QVOY Omega Ratio Rank: 75
QVOY Calmar Ratio Rank: 87
QVOY Martin Ratio Rank: 83

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.

TUG vs. QVOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth ETF (TUG) and Q3 All-Season Active Rotation ETF (QVOY). 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.

	TUG	QVOY	Difference
Sharpe ratio Return per unit of total volatility	1.01	1.48	-0.47
Sortino ratio Return per unit of downside risk	1.57	1.96	-0.38
Omega ratio Gain probability vs. loss probability	1.22	1.29	-0.07
Calmar ratio Return relative to maximum drawdown	1.83	2.75	-0.92
Martin ratio Return relative to average drawdown	6.55	9.60	-3.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TUG vs. QVOY - Sharpe Ratio Comparison

The current TUG Sharpe Ratio is 1.01, which is lower than the QVOY Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of TUG and QVOY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TUG	QVOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	1.48	-0.47
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.78	-0.03

Correlation

The correlation between TUG and QVOY is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TUG vs. QVOY - Dividend Comparison

TUG's dividend yield for the trailing twelve months is around 1.83%, less than QVOY's 8.91% yield.

	TTM	2025	2024	2023	2022
TUG STF Tactical Growth ETF	1.83%	1.75%	4.97%	1.34%	1.14%
QVOY Q3 All-Season Active Rotation ETF	8.91%	9.30%	10.88%	6.03%	0.46%

Drawdowns

TUG vs. QVOY - Drawdown Comparison

The maximum TUG drawdown since its inception was -22.27%, which is greater than QVOY's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for TUG and QVOY.

Drawdown Indicators

	TUG	QVOY	Difference
Max Drawdown Largest peak-to-trough decline	-22.27%	-17.05%	-5.22%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-9.69%	-2.62%
Current Drawdown Current decline from peak	-9.37%	-6.95%	-2.42%
Average Drawdown Average peak-to-trough decline	-4.45%	-3.77%	-0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.44%	2.78%	+0.66%

Volatility

TUG vs. QVOY - Volatility Comparison

STF Tactical Growth ETF (TUG) has a higher volatility of 6.53% compared to Q3 All-Season Active Rotation ETF (QVOY) at 6.16%. This indicates that TUG's price experiences larger fluctuations and is considered to be riskier than QVOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TUG	QVOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.53%	6.16%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	13.00%	13.84%	-0.84%
Volatility (1Y) Calculated over the trailing 1-year period	22.07%	17.85%	+4.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.08%	15.04%	+3.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.08%	15.04%	+3.04%