FLCG vs. XOMO

Last updated Aug 4, 2026

FLCG (Federated Hermes MDT Large Cap Growth ETF) and XOMO (YieldMax XOM Option Income Strategy ETF) are both exchange-traded funds - FLCG is a Large Cap Growth Equities fund actively managed by Federated, while XOMO is a Derivative Income fund actively managed by YieldMax. Both are actively managed. Over the past year, FLCG returned 12.86% vs 29.81% for XOMO. Their -0.08 correlation means they have often moved in opposite directions in the past. FLCG charges 0.39%/yr vs 1.01%/yr for XOMO.

Performance

FLCG vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Large Cap Growth ETF (FLCG) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLCG achieves a 4.23% return, which is significantly lower than XOMO's 20.15% return.

FLCG

• 1D: 2.10%
• 1M: 2.32%
• 6M: 6.03%
• YTD: 4.23%
• 1Y: 12.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.32%

XOMO

• 1D: -0.09%
• 1M: 10.85%
• 6M: 7.87%
• YTD: 20.15%
• 1Y: 29.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FLCG Federated Hermes MDT Large Cap Growth ETF	$2.30M	$2.54M	$2.59M
XOMO YieldMax XOM Option Income Strategy ETF	$559.24K	$694.66K	$715.05K

FLCG vs. XOMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FLCG Federated Hermes MDT Large Cap Growth ETF	4.23%	16.87%	13.11%
XOMO YieldMax XOM Option Income Strategy ETF	20.15%	6.90%	-3.90%

Correlation

The correlation between FLCG and XOMO is -0.30, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.30
Correlation (All Time) Calculated using the full available price history since Jul 31, 2024	-0.08

Over the past year, the inverse relationship between FLCG and XOMO has strengthened: their correlation has moved from -0.08 to -0.30, meaning they now move in opposite directions more often than their long-term average.

Return for Risk

FLCG vs. XOMO — Risk / Return Rank

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

FLCG

FLCG Risk / Return Rank: 29
FLCG Sharpe Ratio Rank: 30
FLCG Sortino Ratio Rank: 29
FLCG Omega Ratio Rank: 28
FLCG Calmar Ratio Rank: 26
FLCG Martin Ratio Rank: 29

XOMO

XOMO Risk / Return Rank: 52
XOMO Sharpe Ratio Rank: 59
XOMO Sortino Ratio Rank: 55
XOMO Omega Ratio Rank: 57
XOMO Calmar Ratio Rank: 46
XOMO Martin Ratio Rank: 40

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.

FLCG vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Large Cap Growth ETF (FLCG) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.

	FLCG	XOMO	Difference
Sharpe ratio: Return per unit of total volatility	0.77	1.45	-0.68
Sortino ratio: Return per unit of downside risk	1.16	1.96	-0.80
Omega ratio: Gain probability vs. loss probability	1.14	1.26	-0.12
Calmar ratio: Return relative to maximum drawdown	0.86	1.74	-0.88
Martin ratio: Return relative to average drawdown	2.63	4.35	-1.72

FLCG vs. XOMO - Sharpe Ratio Comparison

The current FLCG Sharpe Ratio is 0.77, which is lower than the XOMO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FLCG and XOMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FLCG vs. XOMO - Drawdown Comparison

The maximum FLCG drawdown since its inception was -22.95%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for FLCG and XOMO.

Drawdown Indicators

	FLCG	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	-22.95%	-18.90%	-4.05%
Max Drawdown (1Y) Largest decline over 1 year	-15.07%	-17.25%	+2.18%
Current Drawdown Current decline from peak	-2.41%	-7.65%	+5.24%
Average Drawdown Average peak-to-trough decline	-3.75%	-7.50%	+3.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.91%	6.89%	-1.98%

Volatility

FLCG vs. XOMO - Volatility Comparison

The current volatility for Federated Hermes MDT Large Cap Growth ETF (FLCG) is 5.76%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 6.21%. This indicates that FLCG experiences smaller price fluctuations and is considered to be less risky than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLCG	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	6.21%	-0.45%
Volatility (6M) Calculated over the trailing 6-month period	13.31%	17.24%	-3.93%
Volatility (1Y) Calculated over the trailing 1-year period	16.75%	20.67%	-3.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.02%	19.19%	+1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.02%	19.19%	+1.83%

FLCG vs. XOMO - Expense Ratio Comparison

FLCG has a 0.39% expense ratio, which is lower than XOMO's 1.01% expense ratio.

Dividends

FLCG vs. XOMO - Dividend Comparison

FLCG's dividend yield for the trailing twelve months is around 0.05%, less than XOMO's 37.07% yield.

Position	TTM	2025	2024	2023
FLCG Federated Hermes MDT Large Cap Growth ETF	0.05%	0.05%	0.06%	0.00%
XOMO YieldMax XOM Option Income Strategy ETF	37.07%	31.64%	26.94%	5.13%

Frequently Asked Questions

Can I hold both FLCG and XOMO in my portfolio?

FLCG and XOMO have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLCG or XOMO?

XOMO has higher volatility (6.21%) compared to FLCG (5.76%). In terms of maximum drawdown, FLCG dropped -22.95% vs XOMO's -18.90%.

Which ETF is better, FLCG or XOMO?

On 1-year performance, XOMO leads with 29.81% vs 12.86% for FLCG. On fees, FLCG is cheaper at 0.39% per year. On volatility, FLCG has been the lower-risk option at 5.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FLCG or XOMO?

Over the 1-year period, XOMO has performed better with a 29.81% return vs 12.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FLCG or XOMO?

FLCG is cheaper with a 0.39% expense ratio, compared with 1.01% for XOMO.

Which ETF pays a higher dividend yield, FLCG or XOMO?

XOMO has the higher dividend yield at 37.07%, compared with 0.05% for FLCG.

What is the main difference between FLCG and XOMO?

FLCG is categorized as Large Cap Growth Equities, while XOMO is Derivative Income. They also come from different issuers: Federated and YieldMax. Their fees differ too: 0.39% for FLCG and 1.01% for XOMO.

Which has better risk-adjusted returns?

XOMO currently has the higher Sharpe Ratio (1.45 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.