GHMS vs. XFLX

Last updated Apr 1, 2026

Compare and contrast key facts about Goose Hollow Multi-Strategy Income ETF (GHMS) and FundX Flexible ETF (XFLX).

GHMS and XFLX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GHMS is an actively managed fund by Goose Hollow. It was launched on Nov 14, 2023. XFLX is an actively managed fund by FundX. It was launched on Jul 1, 2002.

Performance

GHMS vs. XFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goose Hollow Multi-Strategy Income ETF (GHMS) and FundX Flexible ETF (XFLX). The values are adjusted to include any dividend payments, if applicable.

GHMS vs. XFLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GHMS Goose Hollow Multi-Strategy Income ETF	0.00%	5.52%	2.30%	3.77%
XFLX FundX Flexible ETF	-0.46%	2.56%	4.01%	3.51%

Returns By Period

GHMS

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: -1.26%
• 1Y: 2.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XFLX

• 1D: 0.72%
• 1M: -1.88%
• YTD: -0.46%
• 6M: 0.09%
• 1Y: 2.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GHMS vs. XFLX - Expense Ratio Comparison

GHMS has a 1.20% expense ratio, which is higher than XFLX's 1.17% expense ratio.

GHMS

Goose Hollow Multi-Strategy Income ETF

XFLX

FundX Flexible ETF

Return for Risk

GHMS vs. XFLX — Risk / Return Rank

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

GHMS

GHMS Risk / Return Rank: 34
GHMS Sharpe Ratio Rank: 30
GHMS Sortino Ratio Rank: 26
GHMS Omega Ratio Rank: 30
GHMS Calmar Ratio Rank: 46
GHMS Martin Ratio Rank: 40

XFLX

XFLX Risk / Return Rank: 24
XFLX Sharpe Ratio Rank: 25
XFLX Sortino Ratio Rank: 23
XFLX Omega Ratio Rank: 27
XFLX Calmar Ratio Rank: 22
XFLX Martin Ratio Rank: 25

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.

GHMS vs. XFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goose Hollow Multi-Strategy Income ETF (GHMS) and FundX Flexible ETF (XFLX). 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.

	GHMS	XFLX	Difference
Sharpe ratio Return per unit of total volatility	0.57	0.45	+0.12
Sortino ratio Return per unit of downside risk	0.81	0.64	+0.17
Omega ratio Gain probability vs. loss probability	1.13	1.11	+0.02
Calmar ratio Return relative to maximum drawdown	1.22	0.47	+0.76
Martin ratio Return relative to average drawdown	3.82	1.91	+1.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GHMS vs. XFLX - Sharpe Ratio Comparison

The current GHMS Sharpe Ratio is 0.57, which is comparable to the XFLX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of GHMS and XFLX, 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

	GHMS	XFLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	0.45	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.97	0.86	+0.11

Correlation

The correlation between GHMS and XFLX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GHMS vs. XFLX - Dividend Comparison

GHMS's dividend yield for the trailing twelve months is around 1.69%, less than XFLX's 9.84% yield.

	TTM	2025	2024	2023
GHMS Goose Hollow Multi-Strategy Income ETF	1.69%	1.69%	4.48%	0.29%
XFLX FundX Flexible ETF	9.84%	9.80%	4.55%	4.05%

Drawdowns

GHMS vs. XFLX - Drawdown Comparison

The maximum GHMS drawdown since its inception was -4.73%, smaller than the maximum XFLX drawdown of -6.54%. Use the drawdown chart below to compare losses from any high point for GHMS and XFLX.

Drawdown Indicators

	GHMS	XFLX	Difference
Max Drawdown Largest peak-to-trough decline	-4.73%	-6.54%	+1.81%
Max Drawdown (1Y) Largest decline over 1 year	-4.61%	-4.97%	+0.36%
Current Drawdown Current decline from peak	-2.44%	-2.04%	-0.40%
Average Drawdown Average peak-to-trough decline	-1.11%	-0.95%	-0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.50%	1.22%	+0.28%

Volatility

GHMS vs. XFLX - Volatility Comparison

The current volatility for Goose Hollow Multi-Strategy Income ETF (GHMS) is 0.00%, while FundX Flexible ETF (XFLX) has a volatility of 2.12%. This indicates that GHMS experiences smaller price fluctuations and is considered to be less risky than XFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GHMS	XFLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	2.12%	-2.12%
Volatility (6M) Calculated over the trailing 6-month period	3.89%	2.85%	+1.04%
Volatility (1Y) Calculated over the trailing 1-year period	6.65%	5.27%	+1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.57%	4.74%	+0.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.57%	4.74%	+0.83%