GDXY vs. CRF

Last updated Jun 14, 2026

GDXY (YieldMax Gold Miners Option Income Strategy ETF) and CRF (Cornerstone Total Return Fund, Inc.) are both funds - GDXY is a Gold fund actively managed by YieldMax, while CRF is a Large Cap Growth Equities fund managed by Cornerstone. Over the past year, GDXY returned 20.95% vs 12.90% for CRF. At a 0.13 correlation, their price movements are largely independent. GDXY charges 1.08%/yr vs 1.84%/yr for CRF.

Performance

GDXY vs. CRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Gold Miners Option Income Strategy ETF (GDXY) and Cornerstone Total Return Fund, Inc. (CRF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GDXY achieves a -12.32% return, which is significantly lower than CRF's -3.31% return.

GDXY

• 1D: 2.43%
• 1M: -8.59%
• YTD: -12.32%
• 6M: -11.68%
• 1Y: 20.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CRF

• 1D: -0.28%
• 1M: -0.42%
• YTD: -3.31%
• 6M: -1.76%
• 1Y: 12.90%
• 3Y*: 15.78%
• 5Y*: 9.57%
• 10Y*: 11.48%

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

GDXY vs. CRF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GDXY YieldMax Gold Miners Option Income Strategy ETF	-12.32%	88.08%	-11.84%
CRF Cornerstone Total Return Fund, Inc.	-3.31%	12.46%	24.82%

Correlation

The correlation between GDXY and CRF is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (All Time) Calculated using the full available price history since May 21, 2024	0.13

The correlation between GDXY and CRF shifts across timeframes, from 0.13 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

GDXY vs. CRF — Risk / Return Rank

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

GDXY

GDXY Risk / Return Rank: 20
GDXY Sharpe Ratio Rank: 20
GDXY Sortino Ratio Rank: 19
GDXY Omega Ratio Rank: 22
GDXY Calmar Ratio Rank: 18
GDXY Martin Ratio Rank: 19

CRF

CRF Risk / Return Rank: 13
CRF Sharpe Ratio Rank: 14
CRF Sortino Ratio Rank: 14
CRF Omega Ratio Rank: 15
CRF Calmar Ratio Rank: 12
CRF Martin Ratio Rank: 13

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.

GDXY vs. CRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Gold Miners Option Income Strategy ETF (GDXY) and Cornerstone Total Return Fund, Inc. (CRF). 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.

	GDXY	CRF	Difference
Sharpe ratio: Return per unit of total volatility	0.58	0.75	-0.17
Sortino ratio: Return per unit of downside risk	0.92	1.14	-0.22
Omega ratio: Gain probability vs. loss probability	1.13	1.15	-0.02
Calmar ratio: Return relative to maximum drawdown	0.65	0.78	-0.13
Martin ratio: Return relative to average drawdown	1.83	2.59	-0.76

GDXY vs. CRF - Sharpe Ratio Comparison

The current GDXY Sharpe Ratio is 0.58, which is comparable to the CRF Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of GDXY and CRF, 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

GDXY vs. CRF - Drawdown Comparison

The maximum GDXY drawdown since its inception was -34.16%, smaller than the maximum CRF drawdown of -80.70%. Use the drawdown chart below to compare losses from any high point for GDXY and CRF.

Drawdown Indicators

	GDXY	CRF	Difference
Max Drawdown Largest peak-to-trough decline	-34.16%	-80.70%	+46.54%
Max Drawdown (1Y) Largest decline over 1 year	-34.16%	-14.88%	-19.28%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.66%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-43.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.90%	—
Current Drawdown Current decline from peak	-29.61%	-5.09%	-24.52%
Average Drawdown Average peak-to-trough decline	-6.72%	-22.31%	+15.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.05%	4.48%	+7.57%

Volatility

GDXY vs. CRF - Volatility Comparison

YieldMax Gold Miners Option Income Strategy ETF (GDXY) has a higher volatility of 14.51% compared to Cornerstone Total Return Fund, Inc. (CRF) at 4.16%. This indicates that GDXY's price experiences larger fluctuations and is considered to be riskier than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GDXY	CRF	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.51%	4.16%	+10.35%
Volatility (6M) Calculated over the trailing 6-month period	32.60%	13.41%	+19.19%
Volatility (1Y) Calculated over the trailing 1-year period	38.00%	15.41%	+22.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.36%	25.07%	+7.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.36%	25.86%	+6.50%

GDXY vs. CRF - Expense Ratio Comparison

GDXY has a 1.08% expense ratio, which is lower than CRF's 1.84% expense ratio.

Dividends

GDXY vs. CRF - Dividend Comparison

GDXY's dividend yield for the trailing twelve months is around 82.04%, more than CRF's 19.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRF Cornerstone Total Return Fund, Inc.	19.63%	17.38%	14.32%	19.94%	29.31%	13.41%	18.91%	21.67%	24.85%	17.96%	24.08%	23.58%
GDXY YieldMax Gold Miners Option Income Strategy ETF	82.04%	52.13%	23.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GDXY and CRF in my portfolio?

GDXY and CRF have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GDXY or CRF?

GDXY has higher volatility (14.51%) compared to CRF (4.16%). In terms of maximum drawdown, GDXY dropped -34.16% vs CRF's -80.70%.

Which has better risk-adjusted returns?

CRF currently has the higher Sharpe Ratio (0.75 vs 0.58), 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.