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BTCI vs. SPAXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCI vs. SPAXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Bitcoin High Income ETF (BTCI) and Fidelity Government Money Market Fund (SPAXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCI achieves a -25.54% return, which is significantly lower than SPAXX's 1.37% return.


BTCI

1D
-2.32%
1M
-16.42%
YTD
-25.54%
6M
-25.93%
1Y
-34.62%
3Y*
5Y*
10Y*

SPAXX

1D
0.00%
1M
0.28%
YTD
1.37%
6M
1.67%
1Y
3.66%
3Y*
2.42%
5Y*
1.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCI vs. SPAXX - Yearly Performance Comparison


2026 (YTD)20252024
BTCI
NEOS Bitcoin High Income ETF
-25.54%-1.09%26.12%
SPAXX
Fidelity Government Money Market Fund
1.37%3.96%0.72%

Correlation

The correlation between BTCI and SPAXX is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2024

-0.02

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Return for Risk

BTCI vs. SPAXX — Risk / Return Rank

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

BTCI
BTCI Risk / Return Rank: 22
Overall Rank
BTCI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCI Sortino Ratio Rank: 33
Sortino Ratio Rank
BTCI Omega Ratio Rank: 33
Omega Ratio Rank
BTCI Calmar Ratio Rank: 33
Calmar Ratio Rank
BTCI Martin Ratio Rank: 22
Martin Ratio Rank

SPAXX

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

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.

BTCI vs. SPAXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Bitcoin High Income ETF (BTCI) and Fidelity Government Money Market Fund (SPAXX). 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.


BTCISPAXXDifference
Sharpe ratioReturn per unit of total volatility

-4.53

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.86

Calmar ratioReturn relative to maximum drawdown

-0.74

Martin ratioReturn relative to average drawdown

-1.31

BTCI vs. SPAXX - Sharpe Ratio Comparison

The current BTCI Sharpe Ratio is -0.89, which is lower than the SPAXX Sharpe Ratio of 3.65. The chart below compares the historical Sharpe Ratios of BTCI and SPAXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTCI vs. SPAXX - Drawdown Comparison

The maximum BTCI drawdown since its inception was -47.16%, which is greater than SPAXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BTCI and SPAXX.


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Drawdown Indicators


BTCISPAXXDifference

Max Drawdown

Largest peak-to-trough decline

-47.16%

0.00%

-47.16%

Max Drawdown (1Y)

Largest decline over 1 year

-47.16%

0.00%

-47.16%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Current Drawdown

Current decline from peak

-44.94%

0.00%

-44.94%

Average Drawdown

Average peak-to-trough decline

-15.92%

0.00%

-15.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.71%

0.00%

+26.71%

Volatility

BTCI vs. SPAXX - Volatility Comparison

NEOS Bitcoin High Income ETF (BTCI) has a higher volatility of 12.11% compared to Fidelity Government Money Market Fund (SPAXX) at 0.28%. This indicates that BTCI's price experiences larger fluctuations and is considered to be riskier than SPAXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCISPAXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.11%

0.28%

+11.83%

Volatility (6M)

Calculated over the trailing 6-month period

31.18%

0.66%

+30.52%

Volatility (1Y)

Calculated over the trailing 1-year period

39.53%

1.03%

+38.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.31%

0.69%

+39.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.31%

0.69%

+39.62%

BTCI vs. SPAXX - Expense Ratio Comparison

BTCI has a 0.99% expense ratio, which is higher than SPAXX's 0.42% expense ratio.


Dividends

BTCI vs. SPAXX - Dividend Comparison

BTCI's dividend yield for the trailing twelve months is around 48.02%, more than SPAXX's 3.59% yield.


PositionTTM202520242023
BTCI
NEOS Bitcoin High Income ETF
48.02%36.46%6.76%0.00%
SPAXX
Fidelity Government Money Market Fund
3.59%3.88%1.53%0.41%

Frequently Asked Questions


BTCI and SPAXX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCI has higher volatility (12.11%) compared to SPAXX (0.28%). In terms of maximum drawdown, BTCI dropped -47.16% vs SPAXX's 0.00%.

SPAXX currently has the higher Sharpe Ratio (3.65 vs -0.89), 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.

Portfolio Optimizer

Find the right allocation for BTCI and SPAXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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