EGGY vs. FEPI

Last updated Jun 23, 2026

EGGY (NestYield Dynamic Income ETF) and FEPI (REX FANG & Innovation Equity Premium Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EGGY returned 62.65% vs 25.61% for FEPI. A 0.75 correlation means they provide meaningful diversification when combined. EGGY charges 0.95%/yr vs 0.65%/yr for FEPI.

Performance

EGGY vs. FEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Dynamic Income ETF (EGGY) and REX FANG & Innovation Equity Premium Income ETF (FEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EGGY achieves a 50.49% return, which is significantly higher than FEPI's 6.24% return.

EGGY

• 1D: 3.47%
• 1M: 17.02%
• YTD: 50.49%
• 6M: 48.12%
• 1Y: 62.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FEPI

• 1D: -1.34%
• 1M: -1.69%
• YTD: 6.24%
• 6M: 6.00%
• 1Y: 25.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EGGY vs. FEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGY NestYield Dynamic Income ETF	50.49%	16.46%	-0.91%
FEPI REX FANG & Innovation Equity Premium Income ETF	6.24%	18.33%	-2.86%

Correlation

The correlation between EGGY and FEPI is 0.69, 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	0.69
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.75

The correlation between EGGY and FEPI has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

Return for Risk

EGGY vs. FEPI — Risk / Return Rank

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

EGGY

EGGY Risk / Return Rank: 59
EGGY Sharpe Ratio Rank: 62
EGGY Sortino Ratio Rank: 51
EGGY Omega Ratio Rank: 58
EGGY Calmar Ratio Rank: 70
EGGY Martin Ratio Rank: 51

FEPI

FEPI Risk / Return Rank: 41
FEPI Sharpe Ratio Rank: 43
FEPI Sortino Ratio Rank: 40
FEPI Omega Ratio Rank: 42
FEPI Calmar Ratio Rank: 41
FEPI Martin Ratio Rank: 41

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.

EGGY vs. FEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Dynamic Income ETF (EGGY) and REX FANG & Innovation Equity Premium Income ETF (FEPI). 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.

	EGGY	FEPI	Difference
Sharpe ratio: Return per unit of total volatility	1.99	1.46	+0.53
Sortino ratio: Return per unit of downside risk	2.41	1.99	+0.41
Omega ratio: Gain probability vs. loss probability	1.35	1.27	+0.08
Calmar ratio: Return relative to maximum drawdown	3.43	1.99	+1.44
Martin ratio: Return relative to average drawdown	8.52	6.43	+2.09

EGGY vs. FEPI - Sharpe Ratio Comparison

The current EGGY Sharpe Ratio is 1.99, which is higher than the FEPI Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of EGGY and FEPI, 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

EGGY vs. FEPI - Drawdown Comparison

The maximum EGGY drawdown since its inception was -18.34%, smaller than the maximum FEPI drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for EGGY and FEPI.

Drawdown Indicators

	EGGY	FEPI	Difference
Max Drawdown Largest peak-to-trough decline	-18.34%	-23.56%	+5.22%
Max Drawdown (1Y) Largest decline over 1 year	-18.34%	-12.91%	-5.43%
Current Drawdown Current decline from peak	0.00%	-5.19%	+5.19%
Average Drawdown Average peak-to-trough decline	-5.22%	-3.52%	-1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.38%	3.99%	+3.39%

Volatility

EGGY vs. FEPI - Volatility Comparison

NestYield Dynamic Income ETF (EGGY) has a higher volatility of 14.36% compared to REX FANG & Innovation Equity Premium Income ETF (FEPI) at 7.03%. This indicates that EGGY's price experiences larger fluctuations and is considered to be riskier than FEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGGY	FEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.36%	7.03%	+7.33%
Volatility (6M) Calculated over the trailing 6-month period	26.34%	13.81%	+12.53%
Volatility (1Y) Calculated over the trailing 1-year period	31.63%	17.60%	+14.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.04%	19.25%	+10.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.04%	19.25%	+10.79%

EGGY vs. FEPI - Expense Ratio Comparison

EGGY has a 0.95% expense ratio, which is higher than FEPI's 0.65% expense ratio.

Dividends

EGGY vs. FEPI - Dividend Comparison

EGGY's dividend yield for the trailing twelve months is around 23.71%, less than FEPI's 26.08% yield.

Position	TTM	2025	2024	2023
EGGY NestYield Dynamic Income ETF	23.71%	28.26%	0.00%	0.00%
FEPI REX FANG & Innovation Equity Premium Income ETF	26.08%	25.48%	27.18%	4.21%

Frequently Asked Questions

Can I hold both EGGY and FEPI in my portfolio?

EGGY and FEPI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGY or FEPI?

EGGY has higher volatility (14.36%) compared to FEPI (7.03%). In terms of maximum drawdown, EGGY dropped -18.34% vs FEPI's -23.56%.

Which ETF is better, EGGY or FEPI?

On 1-year performance, EGGY leads with 62.65% vs 25.61% for FEPI. On fees, FEPI is cheaper at 0.65% per year. On volatility, FEPI has been the lower-risk option at 7.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGY or FEPI?

Over the 1-year period, EGGY has performed better with a 62.65% return vs 25.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGY or FEPI?

FEPI is cheaper with a 0.65% expense ratio, compared with 0.95% for EGGY.

Which ETF pays a higher dividend yield, EGGY or FEPI?

FEPI has the higher dividend yield at 26.08%, compared with 23.71% for EGGY.

What is the main difference between EGGY and FEPI?

They also come from different issuers: NestYield and REX. Their fees differ too: 0.95% for EGGY and 0.65% for FEPI.

Which has better risk-adjusted returns?

EGGY currently has the higher Sharpe Ratio (1.99 vs 1.46), 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.