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BALI vs. FEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BALI and FEPI is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BALI vs. FEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Advantage Large Cap Income ETF (BALI) and REX FANG & Innovation Equity Premium Income ETF (FEPI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.85%
5.47%
BALI
FEPI

Key characteristics

Sharpe Ratio

BALI:

2.42

FEPI:

1.11

Sortino Ratio

BALI:

3.16

FEPI:

1.49

Omega Ratio

BALI:

1.46

FEPI:

1.21

Calmar Ratio

BALI:

3.28

FEPI:

1.27

Martin Ratio

BALI:

14.61

FEPI:

4.56

Ulcer Index

BALI:

1.74%

FEPI:

3.96%

Daily Std Dev

BALI:

10.52%

FEPI:

16.24%

Max Drawdown

BALI:

-7.74%

FEPI:

-14.17%

Current Drawdown

BALI:

-2.10%

FEPI:

-3.25%

Returns By Period

In the year-to-date period, BALI achieves a 24.40% return, which is significantly higher than FEPI's 16.27% return.


BALI

YTD

24.40%

1M

0.24%

6M

8.84%

1Y

25.03%

5Y*

N/A

10Y*

N/A

FEPI

YTD

16.27%

1M

0.51%

6M

4.43%

1Y

17.09%

5Y*

N/A

10Y*

N/A

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BALI vs. FEPI - Expense Ratio Comparison

BALI has a 0.35% expense ratio, which is lower than FEPI's 0.65% expense ratio.


FEPI
REX FANG & Innovation Equity Premium Income ETF
Expense ratio chart for FEPI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for BALI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

BALI vs. FEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Advantage Large Cap Income ETF (BALI) and REX FANG & Innovation Equity Premium Income ETF (FEPI). 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.


Sharpe ratio
The chart of Sharpe ratio for BALI, currently valued at 2.42, compared to the broader market0.002.004.002.421.05
The chart of Sortino ratio for BALI, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.003.161.42
The chart of Omega ratio for BALI, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.20
The chart of Calmar ratio for BALI, currently valued at 3.28, compared to the broader market0.005.0010.0015.003.281.21
The chart of Martin ratio for BALI, currently valued at 14.61, compared to the broader market0.0020.0040.0060.0080.00100.0014.614.31
BALI
FEPI

The current BALI Sharpe Ratio is 2.42, which is higher than the FEPI Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of BALI and FEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
2.42
1.05
BALI
FEPI

Dividends

BALI vs. FEPI - Dividend Comparison

BALI's dividend yield for the trailing twelve months is around 7.01%, less than FEPI's 26.66% yield.


TTM2023
BALI
Blackrock Advantage Large Cap Income ETF
7.01%2.13%
FEPI
REX FANG & Innovation Equity Premium Income ETF
26.66%4.21%

Drawdowns

BALI vs. FEPI - Drawdown Comparison

The maximum BALI drawdown since its inception was -7.74%, smaller than the maximum FEPI drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for BALI and FEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.10%
-3.25%
BALI
FEPI

Volatility

BALI vs. FEPI - Volatility Comparison

The current volatility for Blackrock Advantage Large Cap Income ETF (BALI) is 3.56%, while REX FANG & Innovation Equity Premium Income ETF (FEPI) has a volatility of 4.85%. This indicates that BALI experiences smaller price fluctuations and is considered to be less risky than FEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.56%
4.85%
BALI
FEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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