AAUS vs. NFXS

Last updated Jun 24, 2026

AAUS (Alpha Architect US Equity ETF) and NFXS (Direxion Daily NFLX Bear 1X Shares) are both exchange-traded funds - AAUS is a Large Cap Blend Equities fund actively managed by Alpha Architect, while NFXS is a Inverse Equities fund actively managed by Direxion. Both are actively managed. At a correlation of -0.20, they often move in opposite directions. AAUS charges 0.15%/yr vs 1.03%/yr for NFXS.

Performance

AAUS vs. NFXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect US Equity ETF (AAUS) and Direxion Daily NFLX Bear 1X Shares (NFXS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AAUS achieves a 6.59% return, which is significantly lower than NFXS's 24.21% return.

AAUS

• 1D: -1.26%
• 1M: -1.70%
• YTD: 6.59%
• 6M: 5.76%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NFXS

• 1D: 0.09%
• 1M: 21.28%
• YTD: 24.21%
• 6M: 24.00%
• 1Y: 64.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AAUS vs. NFXS - Yearly Performance Comparison

	2026 (YTD)	2025
AAUS Alpha Architect US Equity ETF	6.59%	10.11%
NFXS Direxion Daily NFLX Bear 1X Shares	24.21%	25.75%

Correlation

The correlation between AAUS and NFXS is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	-0.20

Return for Risk

AAUS vs. NFXS — Risk / Return Rank

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

AAUS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NFXS

NFXS Risk / Return Rank: 55
NFXS Sharpe Ratio Rank: 65
NFXS Sortino Ratio Rank: 60
NFXS Omega Ratio Rank: 68
NFXS Calmar Ratio Rank: 45
NFXS Martin Ratio Rank: 39

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.

AAUS vs. NFXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect US Equity ETF (AAUS) and Direxion Daily NFLX Bear 1X Shares (NFXS). 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.

	AAUS	NFXS	Difference
Sharpe ratio: Return per unit of total volatility	—	1.91	—
Sortino ratio: Return per unit of downside risk	—	2.55	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	2.06	—
Martin ratio: Return relative to average drawdown	—	5.64	—

Drawdowns

AAUS vs. NFXS - Drawdown Comparison

The maximum AAUS drawdown since its inception was -9.13%, smaller than the maximum NFXS drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for AAUS and NFXS.

Drawdown Indicators

	AAUS	NFXS	Difference
Max Drawdown Largest peak-to-trough decline	-9.13%	-50.37%	+41.24%
Max Drawdown (1Y) Largest decline over 1 year	—	-31.31%	—
Current Drawdown Current decline from peak	-3.36%	-12.88%	+9.52%
Average Drawdown Average peak-to-trough decline	-1.37%	-31.93%	+30.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.45%	—

Volatility

Volatility by Period

	AAUS	NFXS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.74%	—
Volatility (6M) Calculated over the trailing 6-month period	—	26.22%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.91%	33.81%	-20.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.91%	34.65%	-21.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.91%	34.65%	-21.74%

AAUS vs. NFXS - Expense Ratio Comparison

AAUS has a 0.15% expense ratio, which is lower than NFXS's 1.03% expense ratio.

Dividends

AAUS vs. NFXS - Dividend Comparison

AAUS's dividend yield for the trailing twelve months is around 0.35%, less than NFXS's 3.23% yield.

Position	TTM	2025	2024
AAUS Alpha Architect US Equity ETF	0.35%	0.37%	0.00%
NFXS Direxion Daily NFLX Bear 1X Shares	3.23%	3.53%	0.87%

Frequently Asked Questions

Can I hold both AAUS and NFXS in my portfolio?

AAUS and NFXS have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AAUS or NFXS?

On fees, AAUS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AAUS or NFXS?

AAUS is cheaper with a 0.15% expense ratio, compared with 1.03% for NFXS.

Which ETF pays a higher dividend yield, AAUS or NFXS?

NFXS has the higher dividend yield at 3.23%, compared with 0.35% for AAUS.

What is the main difference between AAUS and NFXS?

AAUS is categorized as Large Cap Blend Equities, while NFXS is Inverse Equities. They also come from different issuers: Alpha Architect and Direxion. Their fees differ too: 0.15% for AAUS and 1.03% for NFXS.