EGGS vs. GPIX

Last updated Jun 25, 2026

EGGS (NestYield Total Return Guard ETF) and GPIX (Goldman Sachs S&P 500 Premium Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EGGS returned 26.98% vs 20.92% for GPIX. A 0.69 correlation means they provide meaningful diversification when combined. EGGS charges 0.89%/yr vs 0.29%/yr for GPIX.

Performance

EGGS vs. GPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Total Return Guard ETF (EGGS) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EGGS achieves a 22.55% return, which is significantly higher than GPIX's 7.91% return.

EGGS

• 1D: -0.66%
• 1M: 8.34%
• YTD: 22.55%
• 6M: 20.00%
• 1Y: 26.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GPIX

• 1D: -0.07%
• 1M: -0.85%
• YTD: 7.91%
• 6M: 6.94%
• 1Y: 20.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EGGS vs. GPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGS NestYield Total Return Guard ETF	22.55%	14.41%	-1.62%
GPIX Goldman Sachs S&P 500 Premium Income ETF	7.91%	16.25%	-2.31%

Correlation

The correlation between EGGS and GPIX is 0.62, 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	0.62
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.69

The correlation between EGGS and GPIX has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

Return for Risk

EGGS vs. GPIX — Risk / Return Rank

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

EGGS

EGGS Risk / Return Rank: 32
EGGS Sharpe Ratio Rank: 33
EGGS Sortino Ratio Rank: 31
EGGS Omega Ratio Rank: 34
EGGS Calmar Ratio Rank: 33
EGGS Martin Ratio Rank: 27

GPIX

GPIX Risk / Return Rank: 68
GPIX Sharpe Ratio Rank: 67
GPIX Sortino Ratio Rank: 65
GPIX Omega Ratio Rank: 69
GPIX Calmar Ratio Rank: 61
GPIX Martin Ratio Rank: 77

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.

EGGS vs. GPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Total Return Guard ETF (EGGS) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). 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.

	EGGS	GPIX	Difference
Sharpe ratio: Return per unit of total volatility	1.09	1.95	-0.86
Sortino ratio: Return per unit of downside risk	1.53	2.68	-1.15
Omega ratio: Gain probability vs. loss probability	1.21	1.37	-0.16
Calmar ratio: Return relative to maximum drawdown	1.49	2.73	-1.23
Martin ratio: Return relative to average drawdown	3.39	13.20	-9.81

EGGS vs. GPIX - Sharpe Ratio Comparison

The current EGGS Sharpe Ratio is 1.09, which is lower than the GPIX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of EGGS and GPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EGGS vs. GPIX - Drawdown Comparison

The maximum EGGS drawdown since its inception was -18.52%, which is greater than GPIX's maximum drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for EGGS and GPIX.

Drawdown Indicators

	EGGS	GPIX	Difference
Max Drawdown Largest peak-to-trough decline	-18.52%	-17.50%	-1.02%
Max Drawdown (1Y) Largest decline over 1 year	-18.17%	-7.71%	-10.46%
Current Drawdown Current decline from peak	-2.91%	-2.29%	-0.62%
Average Drawdown Average peak-to-trough decline	-5.70%	-1.48%	-4.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.99%	1.59%	+6.40%

Volatility

EGGS vs. GPIX - Volatility Comparison

NestYield Total Return Guard ETF (EGGS) has a higher volatility of 10.66% compared to Goldman Sachs S&P 500 Premium Income ETF (GPIX) at 4.24%. This indicates that EGGS's price experiences larger fluctuations and is considered to be riskier than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGGS	GPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.66%	4.24%	+6.42%
Volatility (6M) Calculated over the trailing 6-month period	20.37%	8.71%	+11.66%
Volatility (1Y) Calculated over the trailing 1-year period	25.05%	10.79%	+14.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.20%	13.88%	+11.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.20%	13.88%	+11.32%

EGGS vs. GPIX - Expense Ratio Comparison

EGGS has a 0.89% expense ratio, which is higher than GPIX's 0.29% expense ratio.

Dividends

EGGS vs. GPIX - Dividend Comparison

EGGS's dividend yield for the trailing twelve months is around 14.81%, more than GPIX's 8.14% yield.

Position	TTM	2025	2024	2023
EGGS NestYield Total Return Guard ETF	14.81%	14.52%	0.00%	0.00%
GPIX Goldman Sachs S&P 500 Premium Income ETF	8.14%	8.01%	7.45%	1.40%

Frequently Asked Questions

Can I hold both EGGS and GPIX in my portfolio?

EGGS and GPIX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGS or GPIX?

EGGS has higher volatility (10.66%) compared to GPIX (4.24%). In terms of maximum drawdown, EGGS dropped -18.52% vs GPIX's -17.50%.

Which ETF is better, EGGS or GPIX?

On 1-year performance, EGGS leads with 26.98% vs 20.92% for GPIX. On fees, GPIX is cheaper at 0.29% per year. On volatility, GPIX has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGS or GPIX?

Over the 1-year period, EGGS has performed better with a 26.98% return vs 20.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGS or GPIX?

GPIX is cheaper with a 0.29% expense ratio, compared with 0.89% for EGGS.

Which ETF pays a higher dividend yield, EGGS or GPIX?

EGGS has the higher dividend yield at 14.81%, compared with 8.14% for GPIX.

What is the main difference between EGGS and GPIX?

They also come from different issuers: NestYield and Goldman Sachs. Their fees differ too: 0.89% for EGGS and 0.29% for GPIX.

Which has better risk-adjusted returns?

GPIX currently has the higher Sharpe Ratio (1.95 vs 1.09), 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.