TUGN vs. TEPAX

Last updated Jun 5, 2026

TUGN (STF Tactical Growth & Income ETF) and TEPAX (American Funds Tax-Exempt Preservation Portfolio) are both funds - TUGN is a Diversified Portfolio fund actively managed by STF, while TEPAX is a Municipal Bonds fund managed by American Funds. Over the past 3 years, TUGN returned 22.62%/yr vs 3.42%/yr for TEPAX. At a 0.08 correlation, their price movements are largely independent. TUGN charges 0.65%/yr vs 0.34%/yr for TEPAX.

Performance

TUGN vs. TEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STF Tactical Growth & Income ETF (TUGN) and American Funds Tax-Exempt Preservation Portfolio (TEPAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TUGN achieves a 18.98% return, which is significantly higher than TEPAX's 0.81% return.

TUGN

• 1D: -0.32%
• 1M: 9.47%
• YTD: 18.98%
• 6M: 18.02%
• 1Y: 36.01%
• 3Y*: 22.62%
• 5Y*: —
• 10Y*: —

TEPAX

• 1D: 0.00%
• 1M: 0.42%
• YTD: 0.81%
• 6M: 1.09%
• 1Y: 4.12%
• 3Y*: 3.42%
• 5Y*: 1.23%
• 10Y*: 1.54%

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

TUGN vs. TEPAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TUGN STF Tactical Growth & Income ETF	18.98%	19.11%	18.44%	34.84%	-18.78%
TEPAX American Funds Tax-Exempt Preservation Portfolio	0.81%	4.36%	2.14%	3.63%	1.43%

Correlation

The correlation between TUGN and TEPAX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (All Time) Calculated using the full available price history since May 20, 2022	0.08

Return for Risk

TUGN vs. TEPAX — 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: 57
TUGN Martin Ratio Rank: 56

TEPAX

TEPAX Risk / Return Rank: 69
TEPAX Sharpe Ratio Rank: 90
TEPAX Sortino Ratio Rank: 90
TEPAX Omega Ratio Rank: 96
TEPAX Calmar Ratio Rank: 39
TEPAX Martin Ratio Rank: 32

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. TEPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth & Income ETF (TUGN) and American Funds Tax-Exempt Preservation Portfolio (TEPAX). 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	TEPAX	Difference
Sharpe ratio: Return per unit of total volatility	2.37	3.01	-0.63
Sortino ratio: Return per unit of downside risk	3.11	4.45	-1.34
Omega ratio: Gain probability vs. loss probability	1.42	1.85	-0.43
Calmar ratio: Return relative to maximum drawdown	2.79	2.33	+0.46
Martin ratio: Return relative to average drawdown	9.73	7.18	+2.55
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. TEPAX - Sharpe Ratio Comparison

The current TUGN Sharpe Ratio is 2.37, which is comparable to the TEPAX Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of TUGN and TEPAX, 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	TEPAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.37	3.01	-0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.63	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	0.85	+0.11

Drawdowns

TUGN vs. TEPAX - Drawdown Comparison

The maximum TUGN drawdown since its inception was -23.45%, which is greater than TEPAX's maximum drawdown of -7.13%. Use the drawdown chart below to compare losses from any high point for TUGN and TEPAX.

Drawdown Indicators

	TUGN	TEPAX	Difference
Max Drawdown Largest peak-to-trough decline	-23.45%	-7.13%	-16.32%
Max Drawdown (1Y) Largest decline over 1 year	-12.96%	-1.82%	-11.14%
Max Drawdown (3Y) Largest decline over 3 years	-21.60%	-2.23%	-19.37%
Max Drawdown (5Y) Largest decline over 5 years	—	-7.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-7.13%	—
Current Drawdown Current decline from peak	-0.61%	-0.80%	+0.19%
Average Drawdown Average peak-to-trough decline	-6.42%	-1.24%	-5.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	0.59%	+3.12%

Volatility

TUGN vs. TEPAX - Volatility Comparison

STF Tactical Growth & Income ETF (TUGN) has a higher volatility of 5.28% compared to American Funds Tax-Exempt Preservation Portfolio (TEPAX) at 0.57%. This indicates that TUGN's price experiences larger fluctuations and is considered to be riskier than TEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TUGN	TEPAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.28%	0.57%	+4.71%
Volatility (6M) Calculated over the trailing 6-month period	11.62%	1.14%	+10.48%
Volatility (1Y) Calculated over the trailing 1-year period	15.24%	1.41%	+13.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.03%	1.95%	+15.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.03%	2.07%	+14.96%

TUGN vs. TEPAX - Expense Ratio Comparison

TUGN has a 0.65% expense ratio, which is higher than TEPAX's 0.34% expense ratio.

Dividends

TUGN vs. TEPAX - Dividend Comparison

TUGN's dividend yield for the trailing twelve months is around 10.53%, more than TEPAX's 2.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TEPAX American Funds Tax-Exempt Preservation Portfolio	2.38%	2.39%	2.44%	1.96%	1.11%	0.87%	1.44%	1.79%	1.72%	1.79%	2.22%	2.36%
TUGN STF Tactical Growth & Income ETF	10.53%	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 TEPAX in my portfolio?

TUGN and TEPAX have a correlation of 0.15, 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 TEPAX?

TUGN has higher volatility (5.28%) compared to TEPAX (0.57%). In terms of maximum drawdown, TUGN dropped -23.45% vs TEPAX's -7.13%.

Which has better risk-adjusted returns?

TEPAX currently has the higher Sharpe Ratio (3.01 vs 2.37), 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.