TUGN vs. CLSM

Last updated Jun 4, 2026

TUGN (STF Tactical Growth & Income ETF) and CLSM (Cabana Target Leading Sector Moderate ETF) are both exchange-traded funds - TUGN is a Diversified Portfolio fund actively managed by STF, while CLSM is a Tactical Allocation fund tracking the Actively Managed. TUGN is actively managed, while CLSM is passively managed. Over the past 3 years, TUGN returned 22.84%/yr vs 13.75%/yr for CLSM. A 0.64 correlation means they provide meaningful diversification when combined. TUGN charges 0.65%/yr vs 0.82%/yr for CLSM.

Performance

TUGN vs. CLSM - Performance Comparison

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

Returns By Period

In the year-to-date period, TUGN achieves a 19.35% return, which is significantly lower than CLSM's 20.45% return.

TUGN

• 1D: -0.29%
• 1M: 11.07%
• YTD: 19.35%
• 6M: 17.92%
• 1Y: 36.99%
• 3Y*: 22.84%
• 5Y*: —
• 10Y*: —

CLSM

• 1D: -0.38%
• 1M: 9.23%
• YTD: 20.45%
• 6M: 20.19%
• 1Y: 34.21%
• 3Y*: 13.75%
• 5Y*: —
• 10Y*: —

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

TUGN vs. CLSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TUGN STF Tactical Growth & Income ETF	19.35%	19.11%	18.44%	34.84%	-18.78%
CLSM Cabana Target Leading Sector Moderate ETF	20.45%	15.32%	1.87%	3.78%	-4.18%

Correlation

The correlation between TUGN and CLSM is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (All Time) Calculated using the full available price history since May 20, 2022	0.64

Over the past year, TUGN and CLSM have become more correlated (0.87) than their long-term average of 0.64, meaning their price movements have been converging.

TUGN vs. CLSM - Sectors Allocation Comparison

Sectors	TUGN	CLSM
Technology	53.8%	51.8%
Communication Services	15.6%	5.5%
Consumer Cyclical	11.8%	4.4%
Consumer Defensive	7.9%	34.8%
Healthcare	4.3%	1.4%
Industrials	3.2%	1.0%
Utilities	1.3%	0.5%
Basic Materials	1.2%	0.4%
Energy	0.7%	0.2%
Financial Services	0.2%	0.1%
Real Estate	0.1%	0.0%

Return for Risk

TUGN vs. CLSM — Risk / Return Rank

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

TUGN

TUGN Risk / Return Rank: 66
TUGN Sharpe Ratio Rank: 74
TUGN Sortino Ratio Rank: 69
TUGN Omega Ratio Rank: 71
TUGN Calmar Ratio Rank: 58
TUGN Martin Ratio Rank: 57

CLSM

CLSM Risk / Return Rank: 82
CLSM Sharpe Ratio Rank: 83
CLSM Sortino Ratio Rank: 80
CLSM Omega Ratio Rank: 83
CLSM Calmar Ratio Rank: 80
CLSM 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.

TUGN vs. CLSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth & Income ETF (TUGN) and Cabana Target Leading Sector Moderate ETF (CLSM). 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.

	TUGN	CLSM	Difference
Sharpe ratio: Return per unit of total volatility	2.44	2.71	-0.27
Sortino ratio: Return per unit of downside risk	3.19	3.58	-0.40
Omega ratio: Gain probability vs. loss probability	1.43	1.50	-0.07
Calmar ratio: Return relative to maximum drawdown	2.87	4.04	-1.18
Martin ratio: Return relative to average drawdown	10.00	16.72	-6.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TUGN vs. CLSM - Sharpe Ratio Comparison

The current TUGN Sharpe Ratio is 2.44, which is comparable to the CLSM Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of TUGN and CLSM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TUGN	CLSM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	2.71	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.97	0.35	+0.62

Drawdowns

TUGN vs. CLSM - Drawdown Comparison

The maximum TUGN drawdown since its inception was -23.45%, smaller than the maximum CLSM drawdown of -27.77%. Use the drawdown chart below to compare losses from any high point for TUGN and CLSM.

Drawdown Indicators

	TUGN	CLSM	Difference
Max Drawdown Largest peak-to-trough decline	-23.45%	-27.77%	+4.32%
Max Drawdown (1Y) Largest decline over 1 year	-12.96%	-8.50%	-4.46%
Max Drawdown (3Y) Largest decline over 3 years	-21.60%	-14.60%	-7.00%
Current Drawdown Current decline from peak	-0.29%	-0.38%	+0.09%
Average Drawdown Average peak-to-trough decline	-6.43%	-16.49%	+10.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	2.05%	+1.66%

Volatility

TUGN vs. CLSM - Volatility Comparison

STF Tactical Growth & Income ETF (TUGN) has a higher volatility of 5.26% compared to Cabana Target Leading Sector Moderate ETF (CLSM) at 3.58%. This indicates that TUGN's price experiences larger fluctuations and is considered to be riskier than CLSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TUGN	CLSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	3.58%	+1.68%
Volatility (6M) Calculated over the trailing 6-month period	11.63%	10.54%	+1.09%
Volatility (1Y) Calculated over the trailing 1-year period	15.25%	12.70%	+2.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.03%	12.47%	+4.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.03%	12.47%	+4.56%

TUGN vs. CLSM - Expense Ratio Comparison

TUGN has a 0.65% expense ratio, which is lower than CLSM's 0.82% expense ratio.

Dividends

TUGN vs. CLSM - Dividend Comparison

TUGN's dividend yield for the trailing twelve months is around 10.50%, more than CLSM's 0.75% yield.

Position	TTM	2025	2024	2023	2022	2021
CLSM Cabana Target Leading Sector Moderate ETF	0.75%	0.90%	2.13%	2.58%	3.17%	0.59%
TUGN STF Tactical Growth & Income ETF	10.50%	11.50%	11.84%	10.83%	7.58%	0.00%

Frequently Asked Questions

Can I hold both TUGN and CLSM in my portfolio?

TUGN and CLSM have a correlation of 0.87, 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 CLSM?

TUGN has higher volatility (5.26%) compared to CLSM (3.58%). In terms of maximum drawdown, TUGN dropped -23.45% vs CLSM's -27.77%.

Which ETF is better, TUGN or CLSM?

On 3-year performance, TUGN leads with 22.84% vs 13.75% for CLSM. On fees, TUGN is cheaper at 0.65% per year. On volatility, CLSM has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TUGN or CLSM?

Over the 3-year period, TUGN has performed better with a 22.84% return vs 13.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TUGN or CLSM?

TUGN is cheaper with a 0.65% expense ratio, compared with 0.82% for CLSM.

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

TUGN has the higher dividend yield at 10.50%, compared with 0.75% for CLSM.

What is the main difference between TUGN and CLSM?

TUGN is categorized as Diversified Portfolio, while CLSM is Tactical Allocation. They also come from different issuers: STF and Cabana. Their fees differ too: 0.65% for TUGN and 0.82% for CLSM.

Which has better risk-adjusted returns?

CLSM currently has the higher Sharpe Ratio (2.71 vs 2.44), 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.