TUGN vs. SCHD

Last updated Jun 23, 2026

TUGN (STF Tactical Growth & Income ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - TUGN is a Diversified Portfolio fund actively managed by STF, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. TUGN is actively managed, while SCHD is passively managed. Over the past 3 years, TUGN returned 21.70%/yr vs 14.45%/yr for SCHD. At a 0.38 correlation, their price movements are largely independent. TUGN charges 0.65%/yr vs 0.06%/yr for SCHD.

Performance

TUGN vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STF Tactical Growth & Income ETF (TUGN) and Schwab U.S. Dividend Equity ETF (SCHD). 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 18.07% return and SCHD slightly lower at 17.24%.

TUGN

• 1D: -0.57%
• 1M: 2.52%
• YTD: 18.07%
• 6M: 17.69%
• 1Y: 35.45%
• 3Y*: 21.70%
• 5Y*: —
• 10Y*: —

SCHD

• 1D: 0.09%
• 1M: -2.86%
• YTD: 17.24%
• 6M: 16.44%
• 1Y: 24.06%
• 3Y*: 14.45%
• 5Y*: 8.77%
• 10Y*: 12.68%

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

TUGN vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TUGN STF Tactical Growth & Income ETF	18.07%	19.11%	18.44%	34.84%	-18.78%
SCHD Schwab U.S. Dividend Equity ETF	17.24%	4.34%	11.66%	4.54%	2.87%

Correlation

The correlation between TUGN and SCHD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.38

Over the past year, the correlation between TUGN and SCHD has dropped to 0.16 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

Return for Risk

TUGN vs. SCHD — Risk / Return Rank

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

TUGN

TUGN Risk / Return Rank: 62
TUGN Sharpe Ratio Rank: 68
TUGN Sortino Ratio Rank: 62
TUGN Omega Ratio Rank: 66
TUGN Calmar Ratio Rank: 57
TUGN Martin Ratio Rank: 56

SCHD

SCHD Risk / Return Rank: 76
SCHD Sharpe Ratio Rank: 70
SCHD Sortino Ratio Rank: 79
SCHD Omega Ratio Rank: 68
SCHD Calmar Ratio Rank: 90
SCHD Martin Ratio Rank: 71

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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth & Income ETF (TUGN) and Schwab U.S. Dividend Equity ETF (SCHD). 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	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	2.13	2.18	-0.05
Sortino ratio: Return per unit of downside risk	2.79	3.34	-0.55
Omega ratio: Gain probability vs. loss probability	1.38	1.39	-0.01
Calmar ratio: Return relative to maximum drawdown	2.75	5.24	-2.49
Martin ratio: Return relative to average drawdown	9.36	12.71	-3.35

TUGN vs. SCHD - Sharpe Ratio Comparison

The current TUGN Sharpe Ratio is 2.13, which is comparable to the SCHD Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of TUGN and SCHD, 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. SCHD - Drawdown Comparison

The maximum TUGN drawdown since its inception was -23.45%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TUGN and SCHD.

Drawdown Indicators

	TUGN	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-23.45%	-33.37%	+9.92%
Max Drawdown (1Y) Largest decline over 1 year	-12.96%	-4.61%	-8.35%
Max Drawdown (3Y) Largest decline over 3 years	-21.60%	-16.13%	-5.47%
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-1.37%	-2.86%	+1.49%
Average Drawdown Average peak-to-trough decline	-6.39%	-3.31%	-3.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.80%	1.90%	+1.90%

Volatility

TUGN vs. SCHD - Volatility Comparison

STF Tactical Growth & Income ETF (TUGN) has a higher volatility of 7.74% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that TUGN's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TUGN	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.74%	3.58%	+4.16%
Volatility (6M) Calculated over the trailing 6-month period	13.50%	7.74%	+5.76%
Volatility (1Y) Calculated over the trailing 1-year period	16.72%	11.09%	+5.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.30%	14.36%	+2.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.30%	16.73%	+0.57%

TUGN vs. SCHD - Expense Ratio Comparison

TUGN has a 0.65% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

TUGN vs. SCHD - Dividend Comparison

TUGN's dividend yield for the trailing twelve months is around 10.61%, more than SCHD's 3.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHD Schwab U.S. Dividend Equity ETF	3.31%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
TUGN STF Tactical Growth & Income ETF	10.61%	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

Can I hold both TUGN and SCHD in my portfolio?

TUGN and SCHD have a correlation of 0.16, 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 SCHD?

TUGN has higher volatility (7.74%) compared to SCHD (3.58%). In terms of maximum drawdown, TUGN dropped -23.45% vs SCHD's -33.37%.

Which ETF is better, TUGN or SCHD?

On 3-year performance, TUGN leads with 21.70% vs 14.45% for SCHD. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD 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 SCHD?

Over the 3-year period, TUGN has performed better with a 21.70% return vs 14.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TUGN or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.65% for TUGN.

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

TUGN has the higher dividend yield at 10.61%, compared with 3.31% for SCHD.

What is the main difference between TUGN and SCHD?

TUGN is categorized as Diversified Portfolio, while SCHD is Dividend. They also come from different issuers: STF and Charles Schwab. Their fees differ too: 0.65% for TUGN and 0.06% for SCHD.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.18 vs 2.13), 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.