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

Correlation

The correlation between FEPI and YMAX is 0.78, 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.


-0.50.00.51.00.8

Performance

FEPI vs. YMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX FANG & Innovation Equity Premium Income ETF (FEPI) and YieldMax Universe Fund of Option Income ETFs (YMAX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
15.73%
28.78%
FEPI
YMAX

Key characteristics

Daily Std Dev

FEPI:

16.24%

YMAX:

18.40%

Max Drawdown

FEPI:

-14.17%

YMAX:

-12.78%

Current Drawdown

FEPI:

-3.25%

YMAX:

-4.62%

Returns By Period


FEPI

YTD

16.27%

1M

0.51%

6M

4.43%

1Y

17.09%

5Y*

N/A

10Y*

N/A

YMAX

YTD

N/A

1M

1.07%

6M

12.09%

1Y

N/A

5Y*

N/A

10Y*

N/A

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


FEPI vs. YMAX - Expense Ratio Comparison

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


YMAX
YieldMax Universe Fund of Option Income ETFs
Expense ratio chart for YMAX: 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. YMAX - 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 Universe Fund of Option Income ETFs (YMAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FEPI, currently valued at 1.11, compared to the broader market0.002.004.001.11
The chart of Sortino ratio for FEPI, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.001.49
The chart of Omega ratio for FEPI, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.21
The chart of Calmar ratio for FEPI, currently valued at 1.27, compared to the broader market0.005.0010.0015.001.27
The chart of Martin ratio for FEPI, currently valued at 4.56, compared to the broader market0.0020.0040.0060.0080.00100.004.56
FEPI
YMAX


Chart placeholderNot enough data

Dividends

FEPI vs. YMAX - Dividend Comparison

FEPI's dividend yield for the trailing twelve months is around 26.66%, less than YMAX's 41.34% yield.


TTM2023
FEPI
REX FANG & Innovation Equity Premium Income ETF
26.66%4.21%
YMAX
YieldMax Universe Fund of Option Income ETFs
41.34%0.00%

Drawdowns

FEPI vs. YMAX - Drawdown Comparison

The maximum FEPI drawdown since its inception was -14.17%, which is greater than YMAX's maximum drawdown of -12.78%. Use the drawdown chart below to compare losses from any high point for FEPI and YMAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.25%
-4.62%
FEPI
YMAX

Volatility

FEPI vs. YMAX - Volatility Comparison

The current volatility for REX FANG & Innovation Equity Premium Income ETF (FEPI) is 4.85%, while YieldMax Universe Fund of Option Income ETFs (YMAX) has a volatility of 5.98%. This indicates that FEPI experiences smaller price fluctuations and is considered to be less risky than YMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.85%
5.98%
FEPI
YMAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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