TUGN vs. AOR
TUGN (STF Tactical Growth & Income ETF) and AOR (iShares Core 60/40 Balanced Allocation ETF) are both Diversified Portfolio funds. TUGN is actively managed, while AOR is passively managed. Over the past 3 years, TUGN returned 20.91%/yr vs 13.59%/yr for AOR. A 0.75 correlation means they provide meaningful diversification when combined. TUGN charges 0.65%/yr vs 0.15%/yr for AOR.
Performance
TUGN vs. AOR - Performance Comparison
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Returns By Period
In the year-to-date period, TUGN achieves a 15.79% return, which is significantly higher than AOR's 6.31% return.
TUGN
- 1D
- -1.93%
- 1M
- 0.55%
- YTD
- 15.79%
- 6M
- 14.77%
- 1Y
- 31.29%
- 3Y*
- 20.91%
- 5Y*
- —
- 10Y*
- —
AOR
- 1D
- -1.18%
- 1M
- -0.01%
- YTD
- 6.31%
- 6M
- 5.96%
- 1Y
- 17.17%
- 3Y*
- 13.59%
- 5Y*
- 6.73%
- 10Y*
- 8.54%
TUGN vs. AOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TUGN STF Tactical Growth & Income ETF | 15.79% | 19.11% | 18.44% | 34.84% | -18.78% |
AOR iShares Core 60/40 Balanced Allocation ETF | 6.31% | 16.44% | 10.68% | 15.75% | -2.33% |
Correlation
The correlation between TUGN and AOR is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 19, 2022 | 0.75 |
The correlation between TUGN and AOR has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
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Return for Risk
TUGN vs. AOR — Risk / Return Rank
TUGN
AOR
TUGN vs. AOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth & Income ETF (TUGN) and iShares Core 60/40 Balanced Allocation ETF (AOR). 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.
| TUGN | AOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 2.60 | -0.17 |
| Martin ratioReturn relative to average drawdown | 8.24 | 11.13 | -2.88 |
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Drawdowns
TUGN vs. AOR - Drawdown Comparison
The maximum TUGN drawdown since its inception was -23.45%, roughly equal to the maximum AOR drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for TUGN and AOR.
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Drawdown Indicators
| TUGN | AOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -24.44% | +0.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -6.64% | -6.32% |
Max Drawdown (3Y)Largest decline over 3 years | -21.60% | -9.77% | -11.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.95% | — |
Current DrawdownCurrent decline from peak | -3.27% | -1.53% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -6.38% | -3.47% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 1.55% | +2.25% |
Volatility
TUGN vs. AOR - Volatility Comparison
STF Tactical Growth & Income ETF (TUGN) has a higher volatility of 8.01% compared to iShares Core 60/40 Balanced Allocation ETF (AOR) at 3.61%. This indicates that TUGN's price experiences larger fluctuations and is considered to be riskier than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TUGN | AOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 3.61% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.65% | 7.49% | +6.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.81% | 8.96% | +7.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 10.64% | +6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 10.66% | +6.66% |
TUGN vs. AOR - Expense Ratio Comparison
TUGN has a 0.65% expense ratio, which is higher than AOR's 0.15% expense ratio.
Dividends
TUGN vs. AOR - Dividend Comparison
TUGN's dividend yield for the trailing twelve months is around 10.82%, more than AOR's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOR iShares Core 60/40 Balanced Allocation ETF | 2.49% | 2.55% | 2.66% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% |
TUGN STF Tactical Growth & Income ETF | 10.82% | 11.50% | 11.84% | 10.83% | 7.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TUGN and AOR have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TUGN has higher volatility (8.01%) compared to AOR (3.61%). In terms of maximum drawdown, TUGN dropped -23.45% vs AOR's -24.44%.
On 3-year performance, TUGN leads with 20.91% vs 13.59% for AOR. On fees, AOR is cheaper at 0.15% per year. On volatility, AOR has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TUGN has performed better with a 20.91% return vs 13.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOR is cheaper with a 0.15% expense ratio, compared with 0.65% for TUGN.
TUGN has the higher dividend yield at 10.82%, compared with 2.49% for AOR.
They also come from different issuers: STF and iShares. Their fees differ too: 0.65% for TUGN and 0.15% for AOR.
AOR currently has the higher Sharpe Ratio (1.93 vs 1.87), 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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