GINX vs. DYTA

Last updated Apr 1, 2026

Compare and contrast key facts about SGI Enhanced Global Income ETF (GINX) and SGI Dynamic Tactical ETF (DYTA).

GINX and DYTA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GINX is an actively managed fund by Summit Global Investments. It was launched on Feb 28, 2024. DYTA is an actively managed fund by Summit Global Investments. It was launched on Mar 29, 2023.

Performance

GINX vs. DYTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Enhanced Global Income ETF (GINX) and SGI Dynamic Tactical ETF (DYTA). The values are adjusted to include any dividend payments, if applicable.

GINX vs. DYTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GINX SGI Enhanced Global Income ETF	4.85%	25.06%	5.69%
DYTA SGI Dynamic Tactical ETF	-4.29%	6.95%	8.53%

Returns By Period

In the year-to-date period, GINX achieves a 4.85% return, which is significantly higher than DYTA's -4.29% return.

GINX

• 1D: 2.14%
• 1M: -5.62%
• YTD: 4.85%
• 6M: 12.41%
• 1Y: 23.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DYTA

• 1D: 3.05%
• 1M: -5.52%
• YTD: -4.29%
• 6M: -2.16%
• 1Y: 2.73%
• 3Y*: 7.76%
• 5Y*: —
• 10Y*: —

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

GINX vs. DYTA - Expense Ratio Comparison

GINX has a 0.98% expense ratio, which is lower than DYTA's 1.04% expense ratio.

DYTA

SGI Dynamic Tactical ETF

GINX

SGI Enhanced Global Income ETF

Return for Risk

GINX vs. DYTA — Risk / Return Rank

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

GINX

GINX Risk / Return Rank: 79
GINX Sharpe Ratio Rank: 81
GINX Sortino Ratio Rank: 81
GINX Omega Ratio Rank: 81
GINX Calmar Ratio Rank: 75
GINX Martin Ratio Rank: 80

DYTA

DYTA Risk / Return Rank: 20
DYTA Sharpe Ratio Rank: 19
DYTA Sortino Ratio Rank: 17
DYTA Omega Ratio Rank: 19
DYTA Calmar Ratio Rank: 19
DYTA Martin Ratio Rank: 23

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.

GINX vs. DYTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Global Income ETF (GINX) and SGI Dynamic Tactical ETF (DYTA). 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.

	GINX	DYTA	Difference
Sharpe ratio Return per unit of total volatility	1.56	0.28	+1.28
Sortino ratio Return per unit of downside risk	2.15	0.45	+1.70
Omega ratio Gain probability vs. loss probability	1.32	1.07	+0.25
Calmar ratio Return relative to maximum drawdown	2.01	0.34	+1.67
Martin ratio Return relative to average drawdown	8.88	1.73	+7.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GINX vs. DYTA - Sharpe Ratio Comparison

The current GINX Sharpe Ratio is 1.56, which is higher than the DYTA Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of GINX and DYTA, 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

	GINX	DYTA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.56	0.28	+1.28
Sharpe Ratio (All Time) Calculated using the full available price history	1.23	0.75	+0.47

Correlation

The correlation between GINX and DYTA is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GINX vs. DYTA - Dividend Comparison

GINX's dividend yield for the trailing twelve months is around 2.32%, more than DYTA's 1.71% yield.

	TTM	2025	2024	2023
GINX SGI Enhanced Global Income ETF	2.32%	2.81%	2.97%	0.00%
DYTA SGI Dynamic Tactical ETF	1.71%	1.64%	10.80%	0.89%

Drawdowns

GINX vs. DYTA - Drawdown Comparison

The maximum GINX drawdown since its inception was -12.53%, which is greater than DYTA's maximum drawdown of -9.41%. Use the drawdown chart below to compare losses from any high point for GINX and DYTA.

Drawdown Indicators

	GINX	DYTA	Difference
Max Drawdown Largest peak-to-trough decline	-12.53%	-9.41%	-3.12%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-9.33%	-2.30%
Current Drawdown Current decline from peak	-6.01%	-6.57%	+0.56%
Average Drawdown Average peak-to-trough decline	-1.79%	-2.28%	+0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	1.81%	+0.82%

Volatility

GINX vs. DYTA - Volatility Comparison

The current volatility for SGI Enhanced Global Income ETF (GINX) is 5.34%, while SGI Dynamic Tactical ETF (DYTA) has a volatility of 6.36%. This indicates that GINX experiences smaller price fluctuations and is considered to be less risky than DYTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GINX	DYTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	6.36%	-1.02%
Volatility (6M) Calculated over the trailing 6-month period	8.74%	8.53%	+0.21%
Volatility (1Y) Calculated over the trailing 1-year period	15.13%	9.88%	+5.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.92%	10.87%	+3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.92%	10.87%	+3.05%