FLJJ vs. MSFO

Last updated Apr 1, 2026

Compare and contrast key facts about Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF (FLJJ) and YieldMax MSFT Option Income Strategy ETF (MSFO).

FLJJ and MSFO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLJJ is an actively managed fund by Allianz. It was launched on Jan 31, 2024. MSFO is an actively managed fund by YieldMax. It was launched on Aug 24, 2023.

Performance

FLJJ vs. MSFO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF (FLJJ) and YieldMax MSFT Option Income Strategy ETF (MSFO). The values are adjusted to include any dividend payments, if applicable.

FLJJ vs. MSFO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FLJJ Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF	-2.00%	11.35%	14.19%
MSFO YieldMax MSFT Option Income Strategy ETF	-20.13%	15.69%	4.27%

Returns By Period

In the year-to-date period, FLJJ achieves a -2.00% return, which is significantly higher than MSFO's -20.13% return.

FLJJ

• 1D: 0.94%
• 1M: -2.54%
• YTD: -2.00%
• 6M: 0.41%
• 1Y: 11.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSFO

• 1D: 3.31%
• 1M: -5.14%
• YTD: -20.13%
• 6M: -23.41%
• 1Y: 0.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FLJJ vs. MSFO - Expense Ratio Comparison

FLJJ has a 0.74% expense ratio, which is lower than MSFO's 0.99% expense ratio.

MSFO

YieldMax MSFT Option Income Strategy ETF

FLJJ

Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF

Return for Risk

FLJJ vs. MSFO — Risk / Return Rank

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

FLJJ

FLJJ Risk / Return Rank: 90
FLJJ Sharpe Ratio Rank: 87
FLJJ Sortino Ratio Rank: 91
FLJJ Omega Ratio Rank: 90
FLJJ Calmar Ratio Rank: 90
FLJJ Martin Ratio Rank: 92

MSFO

MSFO Risk / Return Rank: 13
MSFO Sharpe Ratio Rank: 13
MSFO Sortino Ratio Rank: 14
MSFO Omega Ratio Rank: 14
MSFO Calmar Ratio Rank: 12
MSFO Martin Ratio Rank: 12

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.

FLJJ vs. MSFO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF (FLJJ) and YieldMax MSFT Option Income Strategy ETF (MSFO). 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.

	FLJJ	MSFO	Difference
Sharpe ratio Return per unit of total volatility	1.82	0.04	+1.77
Sortino ratio Return per unit of downside risk	2.69	0.22	+2.47
Omega ratio Gain probability vs. loss probability	1.38	1.03	+0.35
Calmar ratio Return relative to maximum drawdown	3.07	-0.00	+3.07
Martin ratio Return relative to average drawdown	12.91	-0.00	+12.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLJJ vs. MSFO - Sharpe Ratio Comparison

The current FLJJ Sharpe Ratio is 1.82, which is higher than the MSFO Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of FLJJ and MSFO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FLJJ	MSFO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	0.04	+1.77
Sharpe Ratio (All Time) Calculated using the full available price history	1.71	0.40	+1.32

Correlation

The correlation between FLJJ and MSFO is 0.61, 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

FLJJ vs. MSFO - Dividend Comparison

FLJJ has not paid dividends to shareholders, while MSFO's dividend yield for the trailing twelve months is around 44.19%.

	TTM	2025	2024	2023
FLJJ Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF	0.00%	0.00%	0.00%	0.00%
MSFO YieldMax MSFT Option Income Strategy ETF	44.19%	33.91%	35.15%	6.44%

Drawdowns

FLJJ vs. MSFO - Drawdown Comparison

The maximum FLJJ drawdown since its inception was -6.91%, smaller than the maximum MSFO drawdown of -29.29%. Use the drawdown chart below to compare losses from any high point for FLJJ and MSFO.

Drawdown Indicators

	FLJJ	MSFO	Difference
Max Drawdown Largest peak-to-trough decline	-6.91%	-29.29%	+22.38%
Max Drawdown (1Y) Largest decline over 1 year	-3.86%	-29.29%	+25.43%
Current Drawdown Current decline from peak	-2.95%	-26.82%	+23.87%
Average Drawdown Average peak-to-trough decline	-0.82%	-5.72%	+4.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.92%	10.45%	-9.53%

Volatility

FLJJ vs. MSFO - Volatility Comparison

The current volatility for Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF (FLJJ) is 2.09%, while YieldMax MSFT Option Income Strategy ETF (MSFO) has a volatility of 5.94%. This indicates that FLJJ experiences smaller price fluctuations and is considered to be less risky than MSFO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLJJ	MSFO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.09%	5.94%	-3.85%
Volatility (6M) Calculated over the trailing 6-month period	3.45%	16.67%	-13.22%
Volatility (1Y) Calculated over the trailing 1-year period	6.41%	22.29%	-15.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.31%	19.15%	-12.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.31%	19.15%	-12.84%