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FEPI vs. GPIQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEPI and GPIQ is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FEPI vs. GPIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX FANG & Innovation Equity Premium Income ETF (FEPI) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
23.13%
32.01%
FEPI
GPIQ

Key characteristics

Sharpe Ratio

FEPI:

0.13

GPIQ:

0.52

Sortino Ratio

FEPI:

0.34

GPIQ:

0.88

Omega Ratio

FEPI:

1.05

GPIQ:

1.13

Calmar Ratio

FEPI:

0.13

GPIQ:

0.55

Martin Ratio

FEPI:

0.43

GPIQ:

2.08

Ulcer Index

FEPI:

7.12%

GPIQ:

5.61%

Daily Std Dev

FEPI:

23.48%

GPIQ:

22.59%

Max Drawdown

FEPI:

-23.56%

GPIQ:

-21.06%

Current Drawdown

FEPI:

-14.07%

GPIQ:

-11.90%

Returns By Period

In the year-to-date period, FEPI achieves a -10.74% return, which is significantly lower than GPIQ's -7.15% return.


FEPI

YTD

-10.74%

1M

-5.51%

6M

-8.89%

1Y

0.94%

5Y*

N/A

10Y*

N/A

GPIQ

YTD

-7.15%

1M

-4.92%

6M

-3.45%

1Y

9.64%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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FEPI vs. GPIQ - Expense Ratio Comparison

FEPI has a 0.65% expense ratio, which is higher than GPIQ's 0.29% expense ratio.


Expense ratio chart for FEPI: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FEPI: 0.65%
Expense ratio chart for GPIQ: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GPIQ: 0.29%

Risk-Adjusted Performance

FEPI vs. GPIQ — Risk-Adjusted Performance Rank

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

FEPI
The Risk-Adjusted Performance Rank of FEPI is 3434
Overall Rank
The Sharpe Ratio Rank of FEPI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FEPI is 3434
Sortino Ratio Rank
The Omega Ratio Rank of FEPI is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FEPI is 3535
Calmar Ratio Rank
The Martin Ratio Rank of FEPI is 3333
Martin Ratio Rank

GPIQ
The Risk-Adjusted Performance Rank of GPIQ is 6363
Overall Rank
The Sharpe Ratio Rank of GPIQ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of GPIQ is 6363
Sortino Ratio Rank
The Omega Ratio Rank of GPIQ is 6464
Omega Ratio Rank
The Calmar Ratio Rank of GPIQ is 6868
Calmar Ratio Rank
The Martin Ratio Rank of GPIQ is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FEPI vs. GPIQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for REX FANG & Innovation Equity Premium Income ETF (FEPI) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.


The chart of Sharpe ratio for FEPI, currently valued at 0.13, compared to the broader market-1.000.001.002.003.004.00
FEPI: 0.13
GPIQ: 0.52
The chart of Sortino ratio for FEPI, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.00
FEPI: 0.34
GPIQ: 0.88
The chart of Omega ratio for FEPI, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
FEPI: 1.05
GPIQ: 1.13
The chart of Calmar ratio for FEPI, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.00
FEPI: 0.13
GPIQ: 0.55
The chart of Martin ratio for FEPI, currently valued at 0.43, compared to the broader market0.0020.0040.0060.00
FEPI: 0.43
GPIQ: 2.08

The current FEPI Sharpe Ratio is 0.13, which is lower than the GPIQ Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FEPI and GPIQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.13
0.52
FEPI
GPIQ

Dividends

FEPI vs. GPIQ - Dividend Comparison

FEPI's dividend yield for the trailing twelve months is around 31.01%, more than GPIQ's 11.30% yield.


Drawdowns

FEPI vs. GPIQ - Drawdown Comparison

The maximum FEPI drawdown since its inception was -23.56%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for FEPI and GPIQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.07%
-11.90%
FEPI
GPIQ

Volatility

FEPI vs. GPIQ - Volatility Comparison

REX FANG & Innovation Equity Premium Income ETF (FEPI) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) have volatilities of 15.27% and 15.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.27%
15.88%
FEPI
GPIQ