TUG vs. TUGN

Last updated Jun 23, 2026

TUG (STF Tactical Growth ETF) and TUGN (STF Tactical Growth & Income ETF) are both Diversified Portfolio funds from STF. Both are actively managed. Over the past 3 years, TUG returned 22.83%/yr vs 21.70%/yr for TUGN. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.65% expense ratio.

Performance

TUG vs. TUGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STF Tactical Growth ETF (TUG) and STF Tactical Growth & Income ETF (TUGN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TUG achieves a 19.27% return, which is significantly higher than TUGN's 18.07% return.

TUG

• 1D: -0.41%
• 1M: 3.10%
• YTD: 19.27%
• 6M: 18.51%
• 1Y: 39.11%
• 3Y*: 22.83%
• 5Y*: —
• 10Y*: —

TUGN

• 1D: -0.57%
• 1M: 2.52%
• YTD: 18.07%
• 6M: 17.69%
• 1Y: 35.45%
• 3Y*: 21.70%
• 5Y*: —
• 10Y*: —

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

TUG vs. TUGN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TUG STF Tactical Growth ETF	19.27%	20.43%	19.37%	38.24%	-12.62%
TUGN STF Tactical Growth & Income ETF	18.07%	19.11%	18.44%	34.84%	-18.78%

Correlation

The correlation between TUG and TUGN is 0.96 - 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 (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.93

The correlation between TUG and TUGN has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

Return for Risk

TUG vs. TUGN — Risk / Return Rank

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

TUG

TUG Risk / Return Rank: 67
TUG Sharpe Ratio Rank: 72
TUG Sortino Ratio Rank: 65
TUG Omega Ratio Rank: 67
TUG Calmar Ratio Rank: 66
TUG Martin Ratio Rank: 66

TUGN

TUGN Risk / Return Rank: 62
TUGN Sharpe Ratio Rank: 68
TUGN Sortino Ratio Rank: 62
TUGN Omega Ratio Rank: 66
TUGN Calmar Ratio Rank: 57
TUGN Martin Ratio Rank: 56

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. TUGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth ETF (TUG) 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.

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	TUGN	Difference
Sharpe ratio: Return per unit of total volatility	2.24	2.13	+0.10
Sortino ratio: Return per unit of downside risk	2.91	2.79	+0.12
Omega ratio: Gain probability vs. loss probability	1.39	1.38	0.00
Calmar ratio: Return relative to maximum drawdown	3.19	2.75	+0.44
Martin ratio: Return relative to average drawdown	11.76	9.36	+2.41

TUG vs. TUGN - Sharpe Ratio Comparison

The current TUG Sharpe Ratio is 2.24, which is comparable to the TUGN Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of TUG and TUGN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TUG vs. TUGN - Drawdown Comparison

The maximum TUG drawdown since its inception was -22.27%, smaller than the maximum TUGN drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for TUG and TUGN.

Drawdown Indicators

	TUG	TUGN	Difference
Max Drawdown Largest peak-to-trough decline	-22.27%	-23.45%	+1.18%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-12.96%	+0.65%
Max Drawdown (3Y) Largest decline over 3 years	-22.27%	-21.60%	-0.67%
Current Drawdown Current decline from peak	-1.38%	-1.37%	-0.01%
Average Drawdown Average peak-to-trough decline	-4.30%	-6.39%	+2.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.33%	3.80%	-0.47%

Volatility

TUG vs. TUGN - Volatility Comparison

STF Tactical Growth ETF (TUG) and STF Tactical Growth & Income ETF (TUGN) have volatilities of 8.04% and 7.74%, 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.

Volatility by Period

	TUG	TUGN	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.04%	7.74%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	14.01%	13.50%	+0.51%
Volatility (1Y) Calculated over the trailing 1-year period	17.61%	16.72%	+0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.28%	17.30%	+0.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.28%	17.30%	+0.98%

TUG vs. TUGN - Expense Ratio Comparison

Both TUG and TUGN have an expense ratio of 0.65%.

Dividends

TUG vs. TUGN - Dividend Comparison

TUG's dividend yield for the trailing twelve months is around 1.44%, less than TUGN's 10.61% yield.

Position	TTM	2025	2024	2023	2022
TUG STF Tactical Growth ETF	1.44%	1.75%	4.97%	1.34%	1.14%
TUGN STF Tactical Growth & Income ETF	10.61%	11.50%	11.84%	10.83%	7.58%

Frequently Asked Questions

Can I hold both TUG and TUGN in my portfolio?

With a correlation of 0.96, TUG and TUGN 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.

Which is riskier, TUG or TUGN?

TUG has higher volatility (8.04%) compared to TUGN (7.74%). In terms of maximum drawdown, TUG dropped -22.27% vs TUGN's -23.45%.

Which ETF is better, TUG or TUGN?

On 3-year performance, TUG leads with 22.83% vs 21.70% for TUGN. Both ETFs have the same 0.65% expense ratio. On volatility, TUGN has been the lower-risk option at 7.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TUG or TUGN?

Over the 3-year period, TUG has performed better with a 22.83% return vs 21.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TUG or TUGN?

TUG and TUGN have the same expense ratio: 0.65% per year.

Which ETF pays a higher dividend yield, TUG or TUGN?

TUGN has the higher dividend yield at 10.61%, compared with 1.44% for TUG.

Which has better risk-adjusted returns?

TUG currently has the higher Sharpe Ratio (2.24 vs 2.13), 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.