TUGN vs. SCHD
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 Shelton, 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 18.97%/yr vs 14.19%/yr for SCHD. Their 0.35 correlation means their historical movements had little consistent relationship. TUGN charges 0.65%/yr vs 0.06%/yr for SCHD.
Performance
TUGN vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, TUGN achieves a 13.24% return, which is significantly lower than SCHD's 24.03% return.
TUGN
- 1D
- 0.66%
- 1M
- -2.22%
- 6M
- 12.66%
- YTD
- 13.24%
- 1Y
- 23.97%
- 3Y*
- 18.97%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.24%
SCHD
- 1D
- 0.18%
- 1M
- 3.33%
- 6M
- 14.09%
- YTD
- 24.03%
- 1Y
- 31.54%
- 3Y*
- 14.19%
- 5Y*
- 9.54%
- 10Y*
- 12.76%
- ALL TIME*
- 13.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $786.88M | $715.86M | $685.58M | |
| $660.87K | $739.29K | $807.07K |
TUGN vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TUGN STF Tactical Growth & Income ETF | 13.24% | 19.11% | 18.44% | 34.84% | -18.78% |
SCHD Schwab U.S. Dividend Equity ETF | 24.03% | 4.34% | 11.66% | 4.54% | 2.87% |
Correlation
The correlation between TUGN and SCHD is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 19, 2022 | 0.35 |
Over the past year, the correlation between TUGN and SCHD has dropped to 0.05 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
TUGN vs. SCHD — Risk / Return Rank
TUGN
SCHD
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 ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.51 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 6.74 | -5.10 |
| Martin ratioReturn relative to average drawdown | 5.22 | 17.01 | -11.79 |
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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.
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Drawdown Indicators
| TUGN | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.40% | -1.24% | -4.16% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -3.30% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 1.82% | +2.23% |
Volatility
TUGN vs. SCHD - Volatility Comparison
STF Tactical Growth & Income ETF (TUGN) has a higher volatility of 5.97% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. 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.
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Volatility by Period
| TUGN | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 4.11% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 14.78% | 8.11% | +6.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 11.13% | +6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 14.39% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 16.72% | +0.69% |
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 11.52%, more than SCHD's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 3.13% | 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 | 11.52% | 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
TUGN and SCHD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TUGN has higher volatility (5.97%) compared to SCHD (4.11%). In terms of maximum drawdown, TUGN dropped -23.45% vs SCHD's -33.37%.
On 3-year performance, TUGN leads with 18.97% vs 14.19% for SCHD. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 4.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TUGN has performed better with a 18.97% return vs 14.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHD is cheaper with a 0.06% expense ratio, compared with 0.65% for TUGN.
TUGN has the higher dividend yield at 11.52%, compared with 3.13% for SCHD.
TUGN is categorized as Diversified Portfolio, while SCHD is Dividend. They also come from different issuers: Shelton and Charles Schwab. Their fees differ too: 0.65% for TUGN and 0.06% for SCHD.
SCHD currently has the higher Sharpe Ratio (2.81 vs 1.18), 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.
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