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GIF vs. OMAH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GIF vs. OMAH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX Growth & Income Universe ETF (GIF) and VistaShares Target 15™ Berkshire Select Income ETF (OMAH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GIF

1D
0.00%
1M
12,389.21%
6M
YTD
1Y
3Y*
5Y*
10Y*

OMAH

1D
1.29%
1M
3.11%
6M
8.58%
YTD
8.58%
1Y
12.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GIF vs. OMAH - Yearly Performance Comparison


Correlation

The correlation between GIF and OMAH is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 26, 2026

0.12

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Return for Risk

GIF vs. OMAH — Risk / Return Rank

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

GIF

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


OMAH
OMAH Risk / Return Rank: 6262
Overall Rank
OMAH Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
OMAH Sortino Ratio Rank: 5454
Sortino Ratio Rank
OMAH Omega Ratio Rank: 5050
Omega Ratio Rank
OMAH Calmar Ratio Rank: 8787
Calmar Ratio Rank
OMAH Martin Ratio Rank: 6666
Martin Ratio Rank
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.

GIF vs. OMAH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX Growth & Income Universe ETF (GIF) and VistaShares Target 15™ Berkshire Select Income ETF (OMAH). 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.


GIFOMAHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

4.26

Martin ratioReturn relative to average drawdown

10.01

GIF vs. OMAH - Sharpe Ratio Comparison


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Drawdowns

GIF vs. OMAH - Drawdown Comparison

The maximum GIF drawdown since its inception was -12.61%, which is greater than OMAH's maximum drawdown of -11.83%. Use the drawdown chart below to compare losses from any high point for GIF and OMAH.


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Drawdown Indicators


GIFOMAHDifference

Max Drawdown

Largest peak-to-trough decline

-12.61%

-11.83%

-0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.26%

-1.27%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

Volatility

GIF vs. OMAH - Volatility Comparison


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Volatility by Period


GIFOMAHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

Volatility (1Y)

Calculated over the trailing 1-year period

23,333.19%

8.16%

+23,325.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23,333.19%

12.99%

+23,320.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23,333.19%

12.99%

+23,320.20%

GIF vs. OMAH - Expense Ratio Comparison

GIF has a 0.99% expense ratio, which is higher than OMAH's 0.95% expense ratio.


Dividends

GIF vs. OMAH - Dividend Comparison

GIF's dividend yield for the trailing twelve months is around 109.48%, more than OMAH's 15.02% yield.


Frequently Asked Questions


GIF and OMAH have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OMAH is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OMAH is cheaper with a 0.95% expense ratio, compared with 0.99% for GIF.

GIF has the higher dividend yield at 109.48%, compared with 15.02% for OMAH.

They also come from different issuers: REX and VistaShares. Their fees differ too: 0.99% for GIF and 0.95% for OMAH.

Portfolio Optimizer

Find the right allocation for GIF and OMAH

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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