EDGF vs. YFFI
EDGF (3EDGE Dynamic Fixed Income ETF) and YFFI (Indexperts Yield Focused Fixed Income ETF) are both Intermediate Core Bond funds. Both are actively managed. Over the past year, EDGF returned 2.88% vs 4.72% for YFFI. A 0.53 correlation means they provide meaningful diversification when combined. EDGF charges 0.79%/yr vs 0.50%/yr for YFFI.
Performance
EDGF vs. YFFI - Performance Comparison
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Returns By Period
In the year-to-date period, EDGF achieves a 0.90% return, which is significantly higher than YFFI's 0.29% return.
EDGF
- 1D
- 0.12%
- 1M
- 0.20%
- YTD
- 0.90%
- 6M
- 1.04%
- 1Y
- 2.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YFFI
- 1D
- 0.10%
- 1M
- 0.96%
- YTD
- 0.29%
- 6M
- 0.49%
- 1Y
- 4.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EDGF vs. YFFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EDGF 3EDGE Dynamic Fixed Income ETF | 0.90% | 4.36% |
YFFI Indexperts Yield Focused Fixed Income ETF | 0.29% | 5.24% |
Correlation
The correlation between EDGF and YFFI is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025 | 0.53 |
The correlation between EDGF and YFFI has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.
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Return for Risk
EDGF vs. YFFI — Risk / Return Rank
EDGF
YFFI
EDGF vs. YFFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 3EDGE Dynamic Fixed Income ETF (EDGF) and Indexperts Yield Focused Fixed Income ETF (YFFI). 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.
| EDGF | YFFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.14 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 1.35 | +3.15 |
| Martin ratioReturn relative to average drawdown | 11.59 | 3.87 | +7.72 |
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Drawdowns
EDGF vs. YFFI - Drawdown Comparison
The maximum EDGF drawdown since its inception was -1.62%, smaller than the maximum YFFI drawdown of -4.31%. Use the drawdown chart below to compare losses from any high point for EDGF and YFFI.
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Drawdown Indicators
| EDGF | YFFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.62% | -4.31% | +2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -0.64% | -3.50% | +2.86% |
Current DrawdownCurrent decline from peak | -0.16% | -1.60% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -0.45% | -1.08% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 1.22% | -0.97% |
Volatility
EDGF vs. YFFI - Volatility Comparison
The current volatility for 3EDGE Dynamic Fixed Income ETF (EDGF) is 0.40%, while Indexperts Yield Focused Fixed Income ETF (YFFI) has a volatility of 2.00%. This indicates that EDGF experiences smaller price fluctuations and is considered to be less risky than YFFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDGF | YFFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.40% | 2.00% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 4.29% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.89% | 5.81% | -3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.33% | 7.39% | -5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.33% | 7.39% | -5.06% |
EDGF vs. YFFI - Expense Ratio Comparison
EDGF has a 0.79% expense ratio, which is higher than YFFI's 0.50% expense ratio.
Dividends
EDGF vs. YFFI - Dividend Comparison
EDGF's dividend yield for the trailing twelve months is around 3.45%, less than YFFI's 4.77% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EDGF 3EDGE Dynamic Fixed Income ETF | 3.45% | 3.61% | 0.49% |
YFFI Indexperts Yield Focused Fixed Income ETF | 4.77% | 4.43% | 0.00% |
Frequently Asked Questions
EDGF and YFFI have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFFI has higher volatility (2.00%) compared to EDGF (0.40%). In terms of maximum drawdown, EDGF dropped -1.62% vs YFFI's -4.31%.
On 1-year performance, YFFI leads with 4.72% vs 2.88% for EDGF. On fees, YFFI is cheaper at 0.50% per year. On volatility, EDGF has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, YFFI has performed better with a 4.72% return vs 2.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
YFFI is cheaper with a 0.50% expense ratio, compared with 0.79% for EDGF.
YFFI has the higher dividend yield at 4.77%, compared with 3.45% for EDGF.
They also come from different issuers: 3EDGE Asset Management and Indexperts. Their fees differ too: 0.79% for EDGF and 0.50% for YFFI.
EDGF currently has the higher Sharpe Ratio (1.53 vs 0.82), 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.
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