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

Key characteristics


FEPIYMAG
Daily Std Dev15.70%19.38%
Max Drawdown-14.17%-14.27%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between FEPI and YMAG is 0.88, 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. YMAG - 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%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.96%
19.30%
FEPI
YMAG

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FEPI vs. YMAG - Expense Ratio Comparison

FEPI has a 0.65% expense ratio, which is lower than YMAG's 1.28% expense ratio.


YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
Expense ratio chart for YMAG: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
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. YMAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for REX FANG & Innovation Equity Premium Income ETF (FEPI) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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-2.000.002.004.001.88
Sortino ratio
The chart of Sortino ratio for FEPI, currently valued at 2.38, compared to the broader market-2.000.002.004.006.008.0010.0012.002.38
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
YMAG
Sharpe ratio
No data

FEPI vs. YMAG - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

FEPI vs. YMAG - Dividend Comparison

FEPI's dividend yield for the trailing twelve months is around 25.68%, less than YMAG's 28.52% yield.


TTM2023
FEPI
REX FANG & Innovation Equity Premium Income ETF
25.68%4.21%
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
28.52%0.00%

Drawdowns

FEPI vs. YMAG - Drawdown Comparison

The maximum FEPI drawdown since its inception was -14.17%, roughly equal to the maximum YMAG drawdown of -14.27%. Use the drawdown chart below to compare losses from any high point for FEPI and YMAG. For additional features, visit the drawdowns tool.


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

Volatility

FEPI vs. YMAG - Volatility Comparison

The current volatility for REX FANG & Innovation Equity Premium Income ETF (FEPI) is 4.19%, while YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a volatility of 5.73%. This indicates that FEPI experiences smaller price fluctuations and is considered to be less risky than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.19%
5.73%
FEPI
YMAG