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ARMW vs. FYEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARMW vs. FYEE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill ARM WeeklyPay ETF (ARMW) and Fidelity Yield Enhanced Equity ETF (FYEE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARMW achieves a 297.09% return, which is significantly higher than FYEE's 5.23% return.


ARMW

1D
-13.02%
1M
22.00%
YTD
297.09%
6M
286.26%
1Y
3Y*
5Y*
10Y*

FYEE

1D
-1.18%
1M
-0.71%
YTD
5.23%
6M
4.69%
1Y
21.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARMW vs. FYEE - Yearly Performance Comparison


2026 (YTD)2025
ARMW
Roundhill ARM WeeklyPay ETF
297.09%-41.28%
FYEE
Fidelity Yield Enhanced Equity ETF
5.23%4.30%

Correlation

The correlation between ARMW and FYEE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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Return for Risk

ARMW vs. FYEE — Risk / Return Rank

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

ARMW

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


FYEE
FYEE Risk / Return Rank: 6868
Overall Rank
FYEE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FYEE Sortino Ratio Rank: 6262
Sortino Ratio Rank
FYEE Omega Ratio Rank: 7474
Omega Ratio Rank
FYEE Calmar Ratio Rank: 6161
Calmar Ratio Rank
FYEE Martin Ratio Rank: 7777
Martin Ratio Rank
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.

ARMW vs. FYEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill ARM WeeklyPay ETF (ARMW) and Fidelity Yield Enhanced Equity ETF (FYEE). 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.


ARMWFYEEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

2.86

Martin ratioReturn relative to average drawdown

14.01

ARMW vs. FYEE - Sharpe Ratio Comparison


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Drawdowns

ARMW vs. FYEE - Drawdown Comparison

The maximum ARMW drawdown since its inception was -48.47%, which is greater than FYEE's maximum drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for ARMW and FYEE.


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Drawdown Indicators


ARMWFYEEDifference

Max Drawdown

Largest peak-to-trough decline

-48.47%

-18.79%

-29.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

Current Drawdown

Current decline from peak

-20.08%

-1.97%

-18.11%

Average Drawdown

Average peak-to-trough decline

-25.29%

-2.23%

-23.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

Volatility

ARMW vs. FYEE - Volatility Comparison


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Volatility by Period


ARMWFYEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

94.74%

10.30%

+84.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.74%

13.93%

+80.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.74%

13.93%

+80.81%

ARMW vs. FYEE - Expense Ratio Comparison

ARMW has a 0.99% expense ratio, which is higher than FYEE's 0.28% expense ratio.


Dividends

ARMW vs. FYEE - Dividend Comparison

ARMW's dividend yield for the trailing twelve months is around 25.98%, more than FYEE's 8.63% yield.


PositionTTM20252024
ARMW
Roundhill ARM WeeklyPay ETF
25.98%16.38%0.00%
FYEE
Fidelity Yield Enhanced Equity ETF
8.63%7.08%5.45%

Frequently Asked Questions


ARMW and FYEE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FYEE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FYEE is cheaper with a 0.28% expense ratio, compared with 0.99% for ARMW.

ARMW has the higher dividend yield at 25.98%, compared with 8.63% for FYEE.

They also come from different issuers: Roundhill Investments and Fidelity. Their fees differ too: 0.99% for ARMW and 0.28% for FYEE.

Portfolio Optimizer

Find the right allocation for ARMW and FYEE

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