DYTA vs. GINX

Last updated Apr 1, 2026

Compare and contrast key facts about SGI Dynamic Tactical ETF (DYTA) and SGI Enhanced Global Income ETF (GINX).

DYTA and GINX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYTA is an actively managed fund by Summit Global Investments. It was launched on Mar 29, 2023. GINX is an actively managed fund by Summit Global Investments. It was launched on Feb 28, 2024.

Performance

DYTA vs. GINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Dynamic Tactical ETF (DYTA) and SGI Enhanced Global Income ETF (GINX). The values are adjusted to include any dividend payments, if applicable.

DYTA vs. GINX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DYTA SGI Dynamic Tactical ETF	-4.29%	6.95%	8.53%
GINX SGI Enhanced Global Income ETF	4.85%	25.06%	5.69%

Returns By Period

In the year-to-date period, DYTA achieves a -4.29% return, which is significantly lower than GINX's 4.85% return.

DYTA

• 1D: 3.05%
• 1M: -5.52%
• YTD: -4.29%
• 6M: -2.16%
• 1Y: 2.73%
• 3Y*: 7.76%
• 5Y*: —
• 10Y*: —

GINX

• 1D: 2.14%
• 1M: -5.62%
• YTD: 4.85%
• 6M: 12.41%
• 1Y: 23.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DYTA vs. GINX - Expense Ratio Comparison

DYTA has a 1.04% expense ratio, which is higher than GINX's 0.98% expense ratio.

DYTA

SGI Dynamic Tactical ETF

GINX

SGI Enhanced Global Income ETF

Return for Risk

DYTA vs. GINX — Risk / Return Rank

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

DYTA

DYTA Risk / Return Rank: 20
DYTA Sharpe Ratio Rank: 19
DYTA Sortino Ratio Rank: 17
DYTA Omega Ratio Rank: 19
DYTA Calmar Ratio Rank: 19
DYTA Martin Ratio Rank: 23

GINX

GINX Risk / Return Rank: 79
GINX Sharpe Ratio Rank: 81
GINX Sortino Ratio Rank: 81
GINX Omega Ratio Rank: 81
GINX Calmar Ratio Rank: 75
GINX Martin Ratio Rank: 80

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.

DYTA vs. GINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) and SGI Enhanced Global Income ETF (GINX). 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.

	DYTA	GINX	Difference
Sharpe ratio Return per unit of total volatility	0.28	1.56	-1.28
Sortino ratio Return per unit of downside risk	0.45	2.15	-1.70
Omega ratio Gain probability vs. loss probability	1.07	1.32	-0.25
Calmar ratio Return relative to maximum drawdown	0.34	2.01	-1.67
Martin ratio Return relative to average drawdown	1.73	8.88	-7.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DYTA vs. GINX - Sharpe Ratio Comparison

The current DYTA Sharpe Ratio is 0.28, which is lower than the GINX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of DYTA and GINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DYTA	GINX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	1.56	-1.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	1.23	-0.47

Correlation

The correlation between DYTA and GINX is 0.71, 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.

Dividends

DYTA vs. GINX - Dividend Comparison

DYTA's dividend yield for the trailing twelve months is around 1.71%, less than GINX's 2.32% yield.

	TTM	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	1.71%	1.64%	10.80%	0.89%
GINX SGI Enhanced Global Income ETF	2.32%	2.81%	2.97%	0.00%

Drawdowns

DYTA vs. GINX - Drawdown Comparison

The maximum DYTA drawdown since its inception was -9.41%, smaller than the maximum GINX drawdown of -12.53%. Use the drawdown chart below to compare losses from any high point for DYTA and GINX.

Drawdown Indicators

	DYTA	GINX	Difference
Max Drawdown Largest peak-to-trough decline	-9.41%	-12.53%	+3.12%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-11.63%	+2.30%
Current Drawdown Current decline from peak	-6.57%	-6.01%	-0.56%
Average Drawdown Average peak-to-trough decline	-2.28%	-1.79%	-0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	2.63%	-0.82%

Volatility

DYTA vs. GINX - Volatility Comparison

SGI Dynamic Tactical ETF (DYTA) has a higher volatility of 6.36% compared to SGI Enhanced Global Income ETF (GINX) at 5.34%. This indicates that DYTA's price experiences larger fluctuations and is considered to be riskier than GINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYTA	GINX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	5.34%	+1.02%
Volatility (6M) Calculated over the trailing 6-month period	8.53%	8.74%	-0.21%
Volatility (1Y) Calculated over the trailing 1-year period	9.88%	15.13%	-5.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.87%	13.92%	-3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.87%	13.92%	-3.05%