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FOTO vs. NSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOTO vs. NSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Pure Play Photonics ETF (FOTO) and National Security Emerging Markets Index ETF (NSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FOTO

1D
4.81%
1M
-7.92%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

NSI

1D
0.71%
1M
0.76%
6M
4.35%
YTD
12.80%
1Y
30.04%
3Y*
5Y*
10Y*
ALL TIME*
19.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.45M$6.59M$20.09M
$95.71K$65.80K$59.17K

FOTO vs. NSI - Yearly Performance Comparison


Correlation

The correlation between FOTO and NSI is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.76

FOTO vs. NSI - Sectors Allocation Comparison


Sectors
FOTO
NSI

Technology

98.0%
32.1%

Basic Materials

2.0%
6.4%

Communication Services

-

7.6%

Consumer Cyclical

-

9.4%

Consumer Defensive

-

1.9%

Energy

-

1.2%

Financial Services

-

19.6%

Healthcare

-

2.6%

Industrials

-

4.1%

Real Estate

-

0.6%

Utilities

-

1.0%

Technology

FOTO
98.0%
NSI
32.1%

Basic Materials

FOTO
2.0%
NSI
6.4%

Communication Services

FOTO

-

NSI
7.6%

Consumer Cyclical

FOTO

-

NSI
9.4%

Consumer Defensive

FOTO

-

NSI
1.9%

Energy

FOTO

-

NSI
1.2%

Financial Services

FOTO

-

NSI
19.6%

Healthcare

FOTO

-

NSI
2.6%

Industrials

FOTO

-

NSI
4.1%

Real Estate

FOTO

-

NSI
0.6%

Utilities

FOTO

-

NSI
1.0%

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Return for Risk

FOTO vs. NSI — Risk / Return Rank

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

FOTO

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


NSI
NSI Risk / Return Rank: 5656
Overall Rank
NSI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NSI Sortino Ratio Rank: 5454
Sortino Ratio Rank
NSI Omega Ratio Rank: 5454
Omega Ratio Rank
NSI Calmar Ratio Rank: 5959
Calmar Ratio Rank
NSI Martin Ratio Rank: 5656
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.

FOTO vs. NSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Pure Play Photonics ETF (FOTO) and National Security Emerging Markets Index ETF (NSI). 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.


FOTONSIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.21

Martin ratioReturn relative to average drawdown

7.00

FOTO vs. NSI - Sharpe Ratio Comparison


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Drawdowns

FOTO vs. NSI - Drawdown Comparison

The maximum FOTO drawdown since its inception was -41.14%, which is greater than NSI's maximum drawdown of -18.77%. Use the drawdown chart below to compare losses from any high point for FOTO and NSI.


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Drawdown Indicators


FOTONSIDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-18.77%

-22.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.66%

Current Drawdown

Current decline from peak

-30.07%

-5.48%

-24.59%

Average Drawdown

Average peak-to-trough decline

-19.66%

-3.75%

-15.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

Volatility

FOTO vs. NSI - Volatility Comparison


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Volatility by Period


FOTONSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

Volatility (6M)

Calculated over the trailing 6-month period

18.56%

Volatility (1Y)

Calculated over the trailing 1-year period

80.72%

21.37%

+59.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.72%

19.05%

+61.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.72%

19.05%

+61.67%

FOTO vs. NSI - Expense Ratio Comparison

FOTO has a 0.75% expense ratio, which is lower than NSI's 1.00% expense ratio.


Dividends

FOTO vs. NSI - Dividend Comparison

FOTO has not paid dividends to shareholders, while NSI's dividend yield for the trailing twelve months is around 1.22%.


PositionTTM202520242023
FOTO
Tuttle Capital Pure Play Photonics ETF
0.00%0.00%0.00%0.00%
NSI
National Security Emerging Markets Index ETF
1.22%1.69%3.39%0.34%

Frequently Asked Questions


FOTO and NSI have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FOTO is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FOTO is cheaper with a 0.75% expense ratio, compared with 1.00% for NSI.

NSI has the higher dividend yield at 1.22%, compared with 0.00% for FOTO.

FOTO is categorized as Technology Equities, while NSI is Emerging Markets Equities. Their fees differ too: 0.75% for FOTO and 1.00% for NSI.

Portfolio Optimizer

Find the right allocation for FOTO and NSI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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