TUGN vs. AVMA

Last updated Jun 24, 2026

TUGN (STF Tactical Growth & Income ETF) and AVMA (Avantis Moderate Allocation ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past year, TUGN returned 31.29% vs 22.59% for AVMA. A 0.72 correlation means they provide meaningful diversification when combined. TUGN charges 0.65%/yr vs 0.21%/yr for AVMA.

Performance

TUGN vs. AVMA - Performance Comparison

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

Returns By Period

In the year-to-date period, TUGN achieves a 15.79% return, which is significantly higher than AVMA's 10.12% return.

TUGN

• 1D: -1.93%
• 1M: 0.55%
• YTD: 15.79%
• 6M: 14.77%
• 1Y: 31.29%
• 3Y*: 20.91%
• 5Y*: —
• 10Y*: —

AVMA

• 1D: -0.99%
• 1M: 0.64%
• YTD: 10.12%
• 6M: 9.66%
• 1Y: 22.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TUGN vs. AVMA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TUGN STF Tactical Growth & Income ETF	15.79%	19.11%	18.44%	7.80%
AVMA Avantis Moderate Allocation ETF	10.12%	16.72%	10.01%	8.36%

Correlation

The correlation between TUGN and AVMA is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023	0.72

The correlation between TUGN and AVMA has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.

Return for Risk

TUGN vs. AVMA — Risk / Return Rank

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

TUGN

TUGN Risk / Return Rank: 55
TUGN Sharpe Ratio Rank: 59
TUGN Sortino Ratio Rank: 55
TUGN Omega Ratio Rank: 59
TUGN Calmar Ratio Rank: 52
TUGN Martin Ratio Rank: 51

AVMA

AVMA Risk / Return Rank: 79
AVMA Sharpe Ratio Rank: 80
AVMA Sortino Ratio Rank: 83
AVMA Omega Ratio Rank: 81
AVMA Calmar Ratio Rank: 74
AVMA Martin Ratio Rank: 80

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.

TUGN vs. AVMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth & Income ETF (TUGN) and Avantis Moderate Allocation ETF (AVMA). 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	AVMA	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.41	-0.54
Sortino ratio: Return per unit of downside risk	2.48	3.44	-0.96
Omega ratio: Gain probability vs. loss probability	1.34	1.45	-0.11
Calmar ratio: Return relative to maximum drawdown	2.43	3.54	-1.12
Martin ratio: Return relative to average drawdown	8.24	14.86	-6.62

TUGN vs. AVMA - Sharpe Ratio Comparison

The current TUGN Sharpe Ratio is 1.87, which is comparable to the AVMA Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of TUGN and AVMA, 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

TUGN vs. AVMA - Drawdown Comparison

The maximum TUGN drawdown since its inception was -23.45%, which is greater than AVMA's maximum drawdown of -11.81%. Use the drawdown chart below to compare losses from any high point for TUGN and AVMA.

Drawdown Indicators

	TUGN	AVMA	Difference
Max Drawdown Largest peak-to-trough decline	-23.45%	-11.81%	-11.64%
Max Drawdown (1Y) Largest decline over 1 year	-12.96%	-6.40%	-6.56%
Max Drawdown (3Y) Largest decline over 3 years	-21.60%	—	—
Current Drawdown Current decline from peak	-3.27%	-1.21%	-2.06%
Average Drawdown Average peak-to-trough decline	-6.38%	-1.54%	-4.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.80%	1.52%	+2.28%

Volatility

TUGN vs. AVMA - Volatility Comparison

STF Tactical Growth & Income ETF (TUGN) has a higher volatility of 8.01% compared to Avantis Moderate Allocation ETF (AVMA) at 3.43%. This indicates that TUGN's price experiences larger fluctuations and is considered to be riskier than AVMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TUGN	AVMA	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.01%	3.43%	+4.58%
Volatility (6M) Calculated over the trailing 6-month period	13.65%	7.61%	+6.04%
Volatility (1Y) Calculated over the trailing 1-year period	16.81%	9.41%	+7.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.32%	10.36%	+6.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.32%	10.36%	+6.96%

TUGN vs. AVMA - Expense Ratio Comparison

TUGN has a 0.65% expense ratio, which is higher than AVMA's 0.21% expense ratio.

Dividends

TUGN vs. AVMA - Dividend Comparison

TUGN's dividend yield for the trailing twelve months is around 10.82%, more than AVMA's 3.03% yield.

Position	TTM	2025	2024	2023	2022
AVMA Avantis Moderate Allocation ETF	3.03%	2.21%	2.28%	1.11%	0.00%
TUGN STF Tactical Growth & Income ETF	10.82%	11.50%	11.84%	10.83%	7.58%

Frequently Asked Questions

Can I hold both TUGN and AVMA in my portfolio?

TUGN and AVMA have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TUGN or AVMA?

TUGN has higher volatility (8.01%) compared to AVMA (3.43%). In terms of maximum drawdown, TUGN dropped -23.45% vs AVMA's -11.81%.

Which ETF is better, TUGN or AVMA?

On 1-year performance, TUGN leads with 31.29% vs 22.59% for AVMA. On fees, AVMA is cheaper at 0.21% per year. On volatility, AVMA has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TUGN or AVMA?

Over the 1-year period, TUGN has performed better with a 31.29% return vs 22.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TUGN or AVMA?

AVMA is cheaper with a 0.21% expense ratio, compared with 0.65% for TUGN.

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

TUGN has the higher dividend yield at 10.82%, compared with 3.03% for AVMA.

What is the main difference between TUGN and AVMA?

They also come from different issuers: STF and Avantis. Their fees differ too: 0.65% for TUGN and 0.21% for AVMA.

Which has better risk-adjusted returns?

AVMA currently has the higher Sharpe Ratio (2.41 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.