FEPI vs. SVOL
Compare and contrast key facts about REX FANG & Innovation Equity Premium Income ETF (FEPI) and Simplify Volatility Premium ETF (SVOL).
FEPI and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEPI is an actively managed fund by REX. It was launched on Oct 11, 2023. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEPI or SVOL.
Performance
FEPI vs. SVOL - Performance Comparison
Returns By Period
In the year-to-date period, FEPI achieves a 16.45% return, which is significantly higher than SVOL's 9.06% return.
FEPI
16.45%
2.36%
6.59%
22.06%
N/A
N/A
SVOL
9.06%
1.00%
2.49%
11.32%
N/A
N/A
Key characteristics
| FEPI | SVOL | |
|---|---|---|
| Sharpe Ratio | 1.48 | 0.95 |
| Sortino Ratio | 1.93 | 1.30 |
| Omega Ratio | 1.28 | 1.24 |
| Calmar Ratio | 1.65 | 1.05 |
| Martin Ratio | 5.97 | 6.82 |
| Ulcer Index | 3.93% | 1.68% |
| Daily Std Dev | 15.78% | 12.00% |
| Max Drawdown | -14.17% | -15.68% |
| Current Drawdown | -1.84% | -0.73% |
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. SVOL - Expense Ratio Comparison
FEPI has a 0.65% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Correlation
The correlation between FEPI and SVOL is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FEPI vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for REX FANG & Innovation Equity Premium Income ETF (FEPI) and Simplify Volatility Premium ETF (SVOL). 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.
Dividends
FEPI vs. SVOL - Dividend Comparison
FEPI's dividend yield for the trailing twelve months is around 26.16%, more than SVOL's 16.39% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
FEPI REX FANG & Innovation Equity Premium Income ETF | 26.16% | 4.21% | 0.00% | 0.00% |
SVOL Simplify Volatility Premium ETF | 16.39% | 16.37% | 18.31% | 4.65% |
Drawdowns
FEPI vs. SVOL - Drawdown Comparison
The maximum FEPI drawdown since its inception was -14.17%, smaller than the maximum SVOL drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for FEPI and SVOL. For additional features, visit the drawdowns tool.
Volatility
FEPI vs. SVOL - Volatility Comparison
REX FANG & Innovation Equity Premium Income ETF (FEPI) has a higher volatility of 4.81% compared to Simplify Volatility Premium ETF (SVOL) at 3.51%. This indicates that FEPI's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.