TUGN vs. GAA
Compare and contrast key facts about STF Tactical Growth & Income ETF (TUGN) and Cambria Global Asset Allocation ETF (GAA).
TUGN and GAA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TUGN is an actively managed fund by STF. It was launched on May 18, 2022. GAA is an actively managed fund by Cambria. It was launched on Dec 9, 2014.
Performance
TUGN vs. GAA - Performance Comparison
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TUGN vs. GAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TUGN STF Tactical Growth & Income ETF | -5.39% | 19.11% | 18.44% | 34.84% | -18.78% |
GAA Cambria Global Asset Allocation ETF | 4.83% | 18.76% | 6.67% | 7.65% | -2.09% |
Returns By Period
In the year-to-date period, TUGN achieves a -5.39% return, which is significantly lower than GAA's 4.83% return.
TUGN
- 1D
- 1.32%
- 1M
- -3.51%
- YTD
- -5.39%
- 6M
- -5.46%
- 1Y
- 20.45%
- 3Y*
- 17.15%
- 5Y*
- —
- 10Y*
- —
GAA
- 1D
- 0.91%
- 1M
- -2.65%
- YTD
- 4.83%
- 6M
- 8.44%
- 1Y
- 20.85%
- 3Y*
- 12.32%
- 5Y*
- 6.47%
- 10Y*
- 7.46%
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TUGN vs. GAA - Expense Ratio Comparison
TUGN has a 0.65% expense ratio, which is higher than GAA's 0.41% expense ratio.
Return for Risk
TUGN vs. GAA — Risk / Return Rank
TUGN
GAA
TUGN vs. GAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth & Income ETF (TUGN) and Cambria Global Asset Allocation ETF (GAA). 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 | GAA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 2.03 | -1.07 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.70 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.38 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.87 | -1.21 |
Martin ratioReturn relative to average drawdown | 5.49 | 11.69 | -6.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TUGN | GAA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 2.03 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.61 | 0.00 |
Correlation
The correlation between TUGN and GAA is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TUGN vs. GAA - Dividend Comparison
TUGN's dividend yield for the trailing twelve months is around 12.59%, more than GAA's 3.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TUGN STF Tactical Growth & Income ETF | 12.59% | 11.50% | 11.84% | 10.83% | 7.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GAA Cambria Global Asset Allocation ETF | 3.74% | 4.24% | 3.88% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.01% | 2.36% | 2.82% | 2.49% |
Drawdowns
TUGN vs. GAA - Drawdown Comparison
The maximum TUGN drawdown since its inception was -23.45%, smaller than the maximum GAA drawdown of -26.57%. Use the drawdown chart below to compare losses from any high point for TUGN and GAA.
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Drawdown Indicators
| TUGN | GAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -26.57% | +3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -7.18% | -5.78% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.57% | — |
Current DrawdownCurrent decline from peak | -9.08% | -3.40% | -5.68% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -3.90% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 1.76% | +2.15% |
Volatility
TUGN vs. GAA - Volatility Comparison
STF Tactical Growth & Income ETF (TUGN) has a higher volatility of 5.99% compared to Cambria Global Asset Allocation ETF (GAA) at 3.81%. This indicates that TUGN's price experiences larger fluctuations and is considered to be riskier than GAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TUGN | GAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 3.81% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 7.24% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 10.34% | +11.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 11.27% | +5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 11.05% | +5.96% |