FBY vs. ADX
FBY (YieldMax META Option Income Strategy ETF) and ADX (Adams Diversified Equity Fund, Inc.) are both funds - FBY is a Derivative Income fund actively managed by YieldMax, while ADX is a Large Cap Blend Equities fund actively managed by Adams Funds. Both are actively managed. Over the past 3 years, FBY returned 12.92%/yr vs 26.36%/yr for ADX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. FBY charges 0.99%/yr vs 0.59%/yr for ADX.
Performance
FBY vs. ADX - Performance Comparison
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Returns By Period
In the year-to-date period, FBY achieves a -15.55% return, which is significantly lower than ADX's 16.11% return.
FBY
- 1D
- 2.07%
- 1M
- -4.56%
- 6M
- -21.00%
- YTD
- -15.55%
- 1Y
- -24.10%
- 3Y*
- 12.92%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.50%
ADX
- 1D
- 1.27%
- 1M
- 1.69%
- 6M
- 14.25%
- YTD
- 16.11%
- 1Y
- 30.61%
- 3Y*
- 26.36%
- 5Y*
- 17.06%
- 10Y*
- 18.30%
- ALL TIME*
- 8.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.83M | $7.82M | $6.92M | |
| $1.42M | $1.53M | $1.62M |
FBY vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FBY YieldMax META Option Income Strategy ETF | -15.55% | 1.98% | 44.42% | 17.68% |
ADX Adams Diversified Equity Fund, Inc. | 16.11% | 26.03% | 28.31% | 9.11% |
Correlation
The correlation between FBY and ADX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2023 | 0.52 |
The correlation between FBY and ADX has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.
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Return for Risk
FBY vs. ADX — Risk / Return Rank
FBY
ADX
FBY vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax META Option Income Strategy ETF (FBY) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| FBY | ADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.70 | ||
| Sortino ratioReturn per unit of downside risk | -3.73 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.32 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 2.76 | -3.64 |
| Martin ratioReturn relative to average drawdown | -1.61 | 13.65 | -15.26 |
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Drawdowns
FBY vs. ADX - Drawdown Comparison
The maximum FBY drawdown since its inception was -31.53%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for FBY and ADX.
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Drawdown Indicators
| FBY | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.53% | -71.60% | +40.07% |
Max Drawdown (1Y)Largest decline over 1 year | -29.50% | -10.16% | -19.34% |
Max Drawdown (3Y)Largest decline over 3 years | -31.53% | -18.29% | -13.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.17% | — |
Current DrawdownCurrent decline from peak | -27.42% | -1.32% | -26.10% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -22.06% | +13.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.09% | 2.05% | +14.04% |
Volatility
FBY vs. ADX - Volatility Comparison
YieldMax META Option Income Strategy ETF (FBY) has a higher volatility of 13.27% compared to Adams Diversified Equity Fund, Inc. (ADX) at 4.93%. This indicates that FBY's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FBY | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.27% | 4.93% | +8.34% |
Volatility (6M)Calculated over the trailing 6-month period | 25.65% | 11.88% | +13.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.93% | 14.86% | +18.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.49% | 17.49% | +12.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.49% | 18.07% | +11.42% |
FBY vs. ADX - Expense Ratio Comparison
FBY has a 0.99% expense ratio, which is higher than ADX's 0.59% expense ratio.
Dividends
FBY vs. ADX - Dividend Comparison
FBY's dividend yield for the trailing twelve months is around 62.78%, more than ADX's 7.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.48% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
FBY YieldMax META Option Income Strategy ETF | 62.78% | 55.43% | 53.89% | 8.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FBY and ADX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FBY has higher volatility (13.27%) compared to ADX (4.93%). In terms of maximum drawdown, FBY dropped -31.53% vs ADX's -71.60%.
ADX currently has the higher Sharpe Ratio (1.89 vs -0.81), 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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