DGEFX vs. SPYI

In the year-to-date period, DGEFX achieves a 6.65% return, which is significantly higher than SPYI's 1.48% return.

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DGEFX has a 0.92% expense ratio, which is higher than SPYI's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Destinations Equity Income Fund (DGEFX) and NEOS S&P 500 High Income ETF (SPYI). 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.

The current DGEFX Sharpe Ratio is 1.16, which is higher than the SPYI Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DGEFX and SPYI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DGEFX's dividend yield for the trailing twelve months is around 2.49%, less than SPYI's 12.54% yield.

The maximum DGEFX drawdown since its inception was -36.34%, which is greater than SPYI's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for DGEFX and SPYI.

Destinations Equity Income Fund (DGEFX) and NEOS S&P 500 High Income ETF (SPYI) have volatilities of 3.14% and 3.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.