TUGN vs. DRAI

Last updated Jun 4, 2026

TUGN (STF Tactical Growth & Income ETF) and DRAI (Draco Evolution AI ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past year, TUGN returned 36.99% vs 41.96% for DRAI. Their correlation of 0.82 suggests significant overlap in exposure. TUGN charges 0.65%/yr vs 1.50%/yr for DRAI.

Performance

TUGN vs. DRAI - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with TUGN having a 19.35% return and DRAI slightly lower at 18.51%.

TUGN

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

DRAI

• 1D: -0.50%
• 1M: 7.63%
• YTD: 18.51%
• 6M: 16.55%
• 1Y: 41.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TUGN vs. DRAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TUGN STF Tactical Growth & Income ETF	19.35%	19.11%	-0.02%
DRAI Draco Evolution AI ETF	18.51%	33.68%	-7.70%

Correlation

The correlation between TUGN and DRAI is 0.84, 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	0.84
Correlation (All Time) Calculated using the full available price history since Jul 11, 2024	0.82

The correlation between TUGN and DRAI has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.

TUGN vs. DRAI - Sectors Allocation Comparison

Sectors	TUGN	DRAI
Technology	53.8%	45.2%
Communication Services	15.6%	10.9%
Consumer Cyclical	11.8%	10.1%
Consumer Defensive	7.9%	5.3%
Healthcare	4.3%	7.0%
Industrials	3.2%	6.6%
Utilities	1.3%	1.8%
Basic Materials	1.2%	1.7%
Energy	0.7%	2.4%
Financial Services	0.2%	7.9%
Real Estate	0.1%	1.3%

Return for Risk

TUGN vs. DRAI — 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

DRAI

DRAI Risk / Return Rank: 87
DRAI Sharpe Ratio Rank: 88
DRAI Sortino Ratio Rank: 86
DRAI Omega Ratio Rank: 88
DRAI Calmar Ratio Rank: 91
DRAI Martin Ratio Rank: 82

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. DRAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth & Income ETF (TUGN) and Draco Evolution AI ETF (DRAI). 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	DRAI	Difference
Sharpe ratio: Return per unit of total volatility	2.44	2.95	-0.51
Sortino ratio: Return per unit of downside risk	3.19	3.91	-0.73
Omega ratio: Gain probability vs. loss probability	1.43	1.55	-0.12
Calmar ratio: Return relative to maximum drawdown	2.87	5.84	-2.97
Martin ratio: Return relative to average drawdown	10.00	16.23	-6.24
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. DRAI - Sharpe Ratio Comparison

The current TUGN Sharpe Ratio is 2.44, which is comparable to the DRAI Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of TUGN and DRAI, 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	DRAI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	2.95	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.97	1.33	-0.36

Drawdowns

TUGN vs. DRAI - Drawdown Comparison

The maximum TUGN drawdown since its inception was -23.45%, which is greater than DRAI's maximum drawdown of -13.69%. Use the drawdown chart below to compare losses from any high point for TUGN and DRAI.

Drawdown Indicators

	TUGN	DRAI	Difference
Max Drawdown Largest peak-to-trough decline	-23.45%	-13.69%	-9.76%
Max Drawdown (1Y) Largest decline over 1 year	-12.96%	-7.22%	-5.74%
Max Drawdown (3Y) Largest decline over 3 years	-21.60%	—	—
Current Drawdown Current decline from peak	-0.29%	-0.50%	+0.21%
Average Drawdown Average peak-to-trough decline	-6.43%	-4.08%	-2.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	2.59%	+1.12%

Volatility

TUGN vs. DRAI - Volatility Comparison

STF Tactical Growth & Income ETF (TUGN) and Draco Evolution AI ETF (DRAI) have volatilities of 5.26% and 5.23%, 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

	TUGN	DRAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	5.23%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	11.63%	9.87%	+1.76%
Volatility (1Y) Calculated over the trailing 1-year period	15.25%	14.37%	+0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.03%	16.75%	+0.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.03%	16.75%	+0.28%

TUGN vs. DRAI - Expense Ratio Comparison

TUGN has a 0.65% expense ratio, which is lower than DRAI's 1.50% expense ratio.

Dividends

TUGN vs. DRAI - Dividend Comparison

TUGN's dividend yield for the trailing twelve months is around 10.50%, more than DRAI's 1.30% yield.

Position	TTM	2025	2024	2023	2022
DRAI Draco Evolution AI ETF	1.30%	1.48%	2.18%	0.00%	0.00%
TUGN STF Tactical Growth & Income ETF	10.50%	11.50%	11.84%	10.83%	7.58%

Frequently Asked Questions

Can I hold both TUGN and DRAI in my portfolio?

TUGN and DRAI have a correlation of 0.84, 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 DRAI?

TUGN has higher volatility (5.26%) compared to DRAI (5.23%). In terms of maximum drawdown, TUGN dropped -23.45% vs DRAI's -13.69%.

Which ETF is better, TUGN or DRAI?

On 1-year performance, DRAI leads with 41.96% vs 36.99% for TUGN. On fees, TUGN is cheaper at 0.65% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TUGN or DRAI?

Over the 1-year period, DRAI has performed better with a 41.96% return vs 36.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TUGN or DRAI?

TUGN is cheaper with a 0.65% expense ratio, compared with 1.50% for DRAI.

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

TUGN has the higher dividend yield at 10.50%, compared with 1.30% for DRAI.

What is the main difference between TUGN and DRAI?

They also come from different issuers: STF and Draco Evolution. Their fees differ too: 0.65% for TUGN and 1.50% for DRAI.

Which has better risk-adjusted returns?

DRAI currently has the higher Sharpe Ratio (2.95 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.