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FFLS vs. CLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFLS vs. CLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Future Fund Long/Short ETF (FFLS) and ProShares Long Online/Short Stores ETF (CLIX). The values are adjusted to include any dividend payments, if applicable.

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FFLS vs. CLIX - Yearly Performance Comparison


2026 (YTD)202520242023
FFLS
The Future Fund Long/Short ETF
-5.65%7.49%17.71%2.03%
CLIX
ProShares Long Online/Short Stores ETF
-11.46%32.81%20.73%10.39%

Returns By Period

In the year-to-date period, FFLS achieves a -5.65% return, which is significantly higher than CLIX's -11.46% return.


FFLS

1D
1.08%
1M
-2.66%
YTD
-5.65%
6M
-8.08%
1Y
-0.01%
3Y*
5Y*
10Y*

CLIX

1D
3.23%
1M
-1.05%
YTD
-11.46%
6M
-10.75%
1Y
16.49%
3Y*
17.93%
5Y*
-8.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFLS vs. CLIX - Expense Ratio Comparison

FFLS has a 1.75% expense ratio, which is higher than CLIX's 0.65% expense ratio.


Return for Risk

FFLS vs. CLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFLS
FFLS Risk / Return Rank: 1111
Overall Rank
FFLS Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FFLS Sortino Ratio Rank: 1111
Sortino Ratio Rank
FFLS Omega Ratio Rank: 1010
Omega Ratio Rank
FFLS Calmar Ratio Rank: 1212
Calmar Ratio Rank
FFLS Martin Ratio Rank: 1111
Martin Ratio Rank

CLIX
CLIX Risk / Return Rank: 3636
Overall Rank
CLIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CLIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
CLIX Omega Ratio Rank: 3737
Omega Ratio Rank
CLIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
CLIX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFLS vs. CLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Future Fund Long/Short ETF (FFLS) and ProShares Long Online/Short Stores ETF (CLIX). 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.


FFLSCLIXDifference

Sharpe ratio

Return per unit of total volatility

-0.00

0.72

-0.72

Sortino ratio

Return per unit of downside risk

0.06

1.10

-1.04

Omega ratio

Gain probability vs. loss probability

1.01

1.14

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.02

0.77

-0.79

Martin ratio

Return relative to average drawdown

-0.06

2.25

-2.31

FFLS vs. CLIX - Sharpe Ratio Comparison

The current FFLS Sharpe Ratio is -0.00, which is lower than the CLIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FFLS and CLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFLSCLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

0.72

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.15

+0.52

Correlation

The correlation between FFLS and CLIX is 0.54, 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.


Dividends

FFLS vs. CLIX - Dividend Comparison

FFLS's dividend yield for the trailing twelve months is around 6.97%, more than CLIX's 0.60% yield.


TTM202520242023202220212020
FFLS
The Future Fund Long/Short ETF
6.97%6.58%3.34%0.00%0.00%0.00%0.00%
CLIX
ProShares Long Online/Short Stores ETF
0.60%0.46%0.46%0.00%0.00%0.00%1.33%

Drawdowns

FFLS vs. CLIX - Drawdown Comparison

The maximum FFLS drawdown since its inception was -11.05%, smaller than the maximum CLIX drawdown of -73.21%. Use the drawdown chart below to compare losses from any high point for FFLS and CLIX.


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Drawdown Indicators


FFLSCLIXDifference

Max Drawdown

Largest peak-to-trough decline

-11.05%

-73.21%

+62.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-19.57%

+8.52%

Max Drawdown (5Y)

Largest decline over 5 years

-68.22%

Current Drawdown

Current decline from peak

-10.09%

-47.70%

+37.61%

Average Drawdown

Average peak-to-trough decline

-2.86%

-34.53%

+31.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

6.70%

-2.52%

Volatility

FFLS vs. CLIX - Volatility Comparison

The current volatility for The Future Fund Long/Short ETF (FFLS) is 3.06%, while ProShares Long Online/Short Stores ETF (CLIX) has a volatility of 7.78%. This indicates that FFLS experiences smaller price fluctuations and is considered to be less risky than CLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFLSCLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

7.78%

-4.72%

Volatility (6M)

Calculated over the trailing 6-month period

6.27%

16.32%

-10.05%

Volatility (1Y)

Calculated over the trailing 1-year period

9.24%

22.94%

-13.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.19%

27.03%

-15.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

26.04%

-14.85%