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FIYY vs. TYLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIYY vs. TYLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY) and Global X Information Technology Covered Call & Growth ETF (TYLG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FIYY

1D
0.04%
1M
0.79%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

TYLG

1D
-0.07%
1M
1.14%
6M
25.43%
YTD
21.43%
1Y
35.40%
3Y*
23.15%
5Y*
10Y*
ALL TIME*
26.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.87K$1.63K$1.40K
$136.82K$132.54K$141.92K

FIYY vs. TYLG - Yearly Performance Comparison


Correlation

The correlation between FIYY and TYLG is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 5, 2026

0.24

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Return for Risk

FIYY vs. TYLG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FIYY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TYLG
TYLG Risk / Return Rank: 7272
Overall Rank
TYLG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TYLG Sortino Ratio Rank: 6666
Sortino Ratio Rank
TYLG Omega Ratio Rank: 6666
Omega Ratio Rank
TYLG Calmar Ratio Rank: 8181
Calmar Ratio Rank
TYLG Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FIYY vs. TYLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY) and Global X Information Technology Covered Call & Growth ETF (TYLG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIYYTYLGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.30

Martin ratioReturn relative to average drawdown

10.87

FIYY vs. TYLG - Sharpe Ratio Comparison


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Drawdowns

FIYY vs. TYLG - Drawdown Comparison

The maximum FIYY drawdown since its inception was -2.94%, smaller than the maximum TYLG drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for FIYY and TYLG.


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Drawdown Indicators


FIYYTYLGDifference

Max Drawdown

Largest peak-to-trough decline

-2.94%

-24.01%

+21.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

Max Drawdown (3Y)

Largest decline over 3 years

-24.01%

Current Drawdown

Current decline from peak

-1.27%

-2.51%

+1.24%

Average Drawdown

Average peak-to-trough decline

-1.58%

-2.82%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

Volatility

FIYY vs. TYLG - Volatility Comparison


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Volatility by Period


FIYYTYLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

Volatility (6M)

Calculated over the trailing 6-month period

16.80%

Volatility (1Y)

Calculated over the trailing 1-year period

5.65%

19.37%

-13.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.65%

19.78%

-14.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.65%

19.78%

-14.13%

FIYY vs. TYLG - Expense Ratio Comparison

FIYY has a 1.07% expense ratio, which is higher than TYLG's 0.60% expense ratio.


Dividends

FIYY vs. TYLG - Dividend Comparison

FIYY's dividend yield for the trailing twelve months is around 1.24%, less than TYLG's 8.51% yield.


PositionTTM2025202420232022
FIYY
GraniteShares YieldBOOST 20Y+ Treasuries ETF
1.24%0.00%0.00%0.00%0.00%
TYLG
Global X Information Technology Covered Call & Growth ETF
8.51%7.66%7.24%11.89%0.51%

Frequently Asked Questions


FIYY and TYLG have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TYLG is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TYLG is cheaper with a 0.60% expense ratio, compared with 1.07% for FIYY.

TYLG has the higher dividend yield at 8.51%, compared with 1.24% for FIYY.

They also come from different issuers: GraniteShares and Global X. Their fees differ too: 1.07% for FIYY and 0.60% for TYLG.

Portfolio Optimizer

Find the right allocation for FIYY and TYLG

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