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

Key characteristics


FEPIQQQI
Daily Std Dev15.70%14.68%
Max Drawdown-14.17%-10.67%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between FEPI and QQQI is 0.90, 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.

Performance

FEPI vs. QQQI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.56%
13.22%
FEPI
QQQI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FEPI vs. QQQI - Expense Ratio Comparison

FEPI has a 0.65% expense ratio, which is lower than QQQI's 0.68% expense ratio.


QQQI
NEOS Nasdaq 100 High Income ETF
Expense ratio chart for QQQI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for FEPI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

FEPI vs. QQQI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for REX FANG & Innovation Equity Premium Income ETF (FEPI) and NEOS Nasdaq 100 High Income ETF (QQQI). 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.


FEPI
Sharpe ratio
The chart of Sharpe ratio for FEPI, currently valued at 1.88, compared to the broader market-2.000.002.004.006.001.88
Sortino ratio
The chart of Sortino ratio for FEPI, currently valued at 2.38, compared to the broader market0.005.0010.002.38
Omega ratio
The chart of Omega ratio for FEPI, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for FEPI, currently valued at 2.08, compared to the broader market0.005.0010.0015.002.08
Martin ratio
The chart of Martin ratio for FEPI, currently valued at 7.53, compared to the broader market0.0020.0040.0060.0080.00100.007.53
QQQI
Sharpe ratio
No data

FEPI vs. QQQI - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

FEPI vs. QQQI - Dividend Comparison

FEPI's dividend yield for the trailing twelve months is around 25.68%, more than QQQI's 10.37% yield.


TTM2023
FEPI
REX FANG & Innovation Equity Premium Income ETF
25.68%4.21%
QQQI
NEOS Nasdaq 100 High Income ETF
10.37%0.00%

Drawdowns

FEPI vs. QQQI - Drawdown Comparison

The maximum FEPI drawdown since its inception was -14.17%, which is greater than QQQI's maximum drawdown of -10.67%. Use the drawdown chart below to compare losses from any high point for FEPI and QQQI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
FEPI
QQQI

Volatility

FEPI vs. QQQI - Volatility Comparison

REX FANG & Innovation Equity Premium Income ETF (FEPI) has a higher volatility of 4.19% compared to NEOS Nasdaq 100 High Income ETF (QQQI) at 3.64%. This indicates that FEPI's price experiences larger fluctuations and is considered to be riskier than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.19%
3.64%
FEPI
QQQI