FEPI vs. TSII
FEPI (REX FANG & Innovation Equity Premium Income ETF) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - FEPI is a Technology Equities fund actively managed by REX, while TSII is a Leveraged Equities fund actively managed by REX. Both are actively managed. A 0.60 correlation means they provide meaningful diversification when combined. FEPI charges 0.65%/yr vs 0.99%/yr for TSII.
Performance
FEPI vs. TSII - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FEPI achieves a 10.42% return, which is significantly higher than TSII's -6.73% return.
FEPI
- 1D
- -0.75%
- 1M
- 5.91%
- YTD
- 10.42%
- 6M
- 11.37%
- 1Y
- 33.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSII
- 1D
- 0.32%
- 1M
- 6.19%
- YTD
- -6.73%
- 6M
- -7.31%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FEPI vs. TSII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FEPI REX FANG & Innovation Equity Premium Income ETF | 10.42% | 20.23% |
TSII REX TSLA Growth & Income ETF | -6.73% | 43.72% |
Correlation
The correlation between FEPI and TSII is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025 | 0.60 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FEPI vs. TSII — Risk / Return Rank
FEPI
TSII
FEPI vs. TSII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX FANG & Innovation Equity Premium Income ETF (FEPI) and REX TSLA Growth & Income ETF (TSII). 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 | TSII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | — | — |
| Martin ratioReturn relative to average drawdown | 8.66 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FEPI | TSII | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.75 | +0.41 |
Drawdowns
FEPI vs. TSII - Drawdown Comparison
The maximum FEPI drawdown since its inception was -23.56%, smaller than the maximum TSII drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for FEPI and TSII.
Loading charts...
Drawdown Indicators
| FEPI | TSII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.56% | -29.03% | +5.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.91% | — | — |
Current DrawdownCurrent decline from peak | -1.45% | -14.76% | +13.31% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -9.31% | +5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | — | — |
Volatility
FEPI vs. TSII - Volatility Comparison
Loading charts...
Volatility by Period
| FEPI | TSII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 46.04% | -29.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.02% | 46.04% | -27.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.02% | 46.04% | -27.02% |
FEPI vs. TSII - Expense Ratio Comparison
FEPI has a 0.65% expense ratio, which is lower than TSII's 0.99% expense ratio.
Dividends
FEPI vs. TSII - Dividend Comparison
FEPI's dividend yield for the trailing twelve months is around 23.92%, less than TSII's 70.30% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FEPI REX FANG & Innovation Equity Premium Income ETF | 23.92% | 25.48% | 27.18% | 4.21% |
TSII REX TSLA Growth & Income ETF | 70.30% | 32.17% | 0.00% | 0.00% |
Frequently Asked Questions
FEPI and TSII have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FEPI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FEPI is cheaper with a 0.65% expense ratio, compared with 0.99% for TSII.
TSII has the higher dividend yield at 70.30%, compared with 23.92% for FEPI.
FEPI is categorized as Technology Equities, while TSII is Leveraged Equities. Their fees differ too: 0.65% for FEPI and 0.99% for TSII.
Find the right allocation for FEPI and TSII
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer