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CSHI vs. VMFXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

CSHI vs. VMFXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neos Enhanced Income Cash Alternative ETF (CSHI) and Vanguard Federal Money Market Fund (VMFXX). The values are adjusted to include any dividend payments, if applicable.

8.00%9.00%10.00%11.00%12.00%13.00%JuneJulyAugustSeptemberOctoberNovember
13.18%
11.17%
CSHI
VMFXX

Returns By Period

In the year-to-date period, CSHI achieves a 5.02% return, which is significantly higher than VMFXX's 4.46% return.


CSHI

YTD

5.02%

1M

0.50%

6M

2.93%

1Y

5.72%

5Y (annualized)

N/A

10Y (annualized)

N/A

VMFXX

YTD

4.46%

1M

0.41%

6M

2.64%

1Y

5.39%

5Y (annualized)

2.34%

10Y (annualized)

1.57%

Key characteristics


CSHIVMFXX
Sharpe Ratio5.723.63
Ulcer Index0.04%0.00%
Daily Std Dev1.00%1.48%
Max Drawdown-0.40%0.00%
Current Drawdown0.00%0.00%

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CSHI vs. VMFXX - Expense Ratio Comparison

CSHI has a 0.38% expense ratio, which is higher than VMFXX's 0.00% expense ratio.


CSHI
Neos Enhanced Income Cash Alternative ETF
Expense ratio chart for CSHI: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VMFXX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Correlation

-0.50.00.51.0-0.1

The correlation between CSHI and VMFXX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Risk-Adjusted Performance

CSHI vs. VMFXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neos Enhanced Income Cash Alternative ETF (CSHI) and Vanguard Federal Money Market Fund (VMFXX). 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 CSHI, currently valued at 5.65, compared to the broader market0.002.004.006.005.653.63
The chart of Sortino ratio for CSHI, currently valued at 9.54, compared to the broader market-2.000.002.004.006.008.0010.0012.009.54
The chart of Omega ratio for CSHI, currently valued at 2.93, compared to the broader market0.501.001.502.002.503.002.93
The chart of Calmar ratio for CSHI, currently valued at 14.03, compared to the broader market0.005.0010.0015.0014.03
The chart of Martin ratio for CSHI, currently valued at 136.39, compared to the broader market0.0020.0040.0060.0080.00100.00136.39
CSHI
VMFXX

The current CSHI Sharpe Ratio is 5.72, which is higher than the VMFXX Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of CSHI and VMFXX, 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 Ratio3.004.005.006.007.008.00JuneJulyAugustSeptemberOctoberNovember
5.65
3.63
CSHI
VMFXX

Dividends

CSHI vs. VMFXX - Dividend Comparison

CSHI's dividend yield for the trailing twelve months is around 5.80%, more than VMFXX's 5.24% yield.


TTM20232022202120202019201820172016201520142013
CSHI
Neos Enhanced Income Cash Alternative ETF
5.80%6.15%1.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VMFXX
Vanguard Federal Money Market Fund
5.24%4.97%1.54%0.01%0.45%2.12%1.61%0.50%0.00%0.00%0.00%0.01%

Drawdowns

CSHI vs. VMFXX - Drawdown Comparison

The maximum CSHI drawdown since its inception was -0.40%, which is greater than VMFXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CSHI and VMFXX. For additional features, visit the drawdowns tool.


-0.40%-0.30%-0.20%-0.10%0.00%JuneJulyAugustSeptemberOctoberNovember00
CSHI
VMFXX

Volatility

CSHI vs. VMFXX - Volatility Comparison

The current volatility for Neos Enhanced Income Cash Alternative ETF (CSHI) is 0.14%, while Vanguard Federal Money Market Fund (VMFXX) has a volatility of 0.41%. This indicates that CSHI experiences smaller price fluctuations and is considered to be less risky than VMFXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.20%0.40%0.60%0.80%JuneJulyAugustSeptemberOctoberNovember
0.14%
0.41%
CSHI
VMFXX