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GOOX vs. SRLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOX vs. SRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and SPDR Blackstone Senior Loan ETF (SRLN). The values are adjusted to include any dividend payments, if applicable.

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GOOX vs. SRLN - Yearly Performance Comparison


2026 (YTD)20252024
GOOX
T-Rex 2X Long Alphabet Daily Target ETF
-15.09%121.41%46.80%
SRLN
SPDR Blackstone Senior Loan ETF
-1.39%6.77%8.38%

Returns By Period

In the year-to-date period, GOOX achieves a -15.09% return, which is significantly lower than SRLN's -1.39% return.


GOOX

1D
5.75%
1M
-8.54%
YTD
-15.09%
6M
32.03%
1Y
184.75%
3Y*
5Y*
10Y*

SRLN

1D
0.20%
1M
1.56%
YTD
-1.39%
6M
0.39%
1Y
5.55%
3Y*
7.49%
5Y*
4.50%
10Y*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOOX vs. SRLN - Expense Ratio Comparison

GOOX has a 1.05% expense ratio, which is higher than SRLN's 0.70% expense ratio.


Return for Risk

GOOX vs. SRLN — Risk / Return Rank

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

GOOX
GOOX Risk / Return Rank: 9696
Overall Rank
GOOX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOX Omega Ratio Rank: 9393
Omega Ratio Rank
GOOX Calmar Ratio Rank: 9797
Calmar Ratio Rank
GOOX Martin Ratio Rank: 9696
Martin Ratio Rank

SRLN
SRLN Risk / Return Rank: 6969
Overall Rank
SRLN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SRLN Sortino Ratio Rank: 7272
Sortino Ratio Rank
SRLN Omega Ratio Rank: 8484
Omega Ratio Rank
SRLN Calmar Ratio Rank: 6363
Calmar Ratio Rank
SRLN Martin Ratio Rank: 5757
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.

GOOX vs. SRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and SPDR Blackstone Senior Loan ETF (SRLN). 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.


GOOXSRLNDifference

Sharpe ratio

Return per unit of total volatility

3.03

1.29

+1.74

Sortino ratio

Return per unit of downside risk

3.46

1.88

+1.58

Omega ratio

Gain probability vs. loss probability

1.43

1.34

+0.08

Calmar ratio

Return relative to maximum drawdown

4.99

1.65

+3.34

Martin ratio

Return relative to average drawdown

18.01

5.85

+12.17

GOOX vs. SRLN - Sharpe Ratio Comparison

The current GOOX Sharpe Ratio is 3.03, which is higher than the SRLN Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GOOX and SRLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GOOXSRLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

1.29

+1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.68

+0.31

Correlation

The correlation between GOOX and SRLN is 0.39, 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

GOOX vs. SRLN - Dividend Comparison

GOOX's dividend yield for the trailing twelve months is around 0.36%, less than SRLN's 7.70% yield.


TTM20252024202320222021202020192018201720162015
GOOX
T-Rex 2X Long Alphabet Daily Target ETF
0.36%0.30%16.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SRLN
SPDR Blackstone Senior Loan ETF
7.70%7.67%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%

Drawdowns

GOOX vs. SRLN - Drawdown Comparison

The maximum GOOX drawdown since its inception was -52.46%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for GOOX and SRLN.


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Drawdown Indicators


GOOXSRLNDifference

Max Drawdown

Largest peak-to-trough decline

-52.46%

-22.29%

-30.17%

Max Drawdown (1Y)

Largest decline over 1 year

-38.98%

-3.28%

-35.70%

Max Drawdown (5Y)

Largest decline over 5 years

-7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-22.29%

Current Drawdown

Current decline from peak

-28.97%

-1.75%

-27.22%

Average Drawdown

Average peak-to-trough decline

-17.66%

-1.11%

-16.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.79%

0.93%

+9.86%

Volatility

GOOX vs. SRLN - Volatility Comparison

T-Rex 2X Long Alphabet Daily Target ETF (GOOX) has a higher volatility of 18.50% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 1.78%. This indicates that GOOX's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOXSRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.50%

1.78%

+16.72%

Volatility (6M)

Calculated over the trailing 6-month period

39.23%

2.56%

+36.67%

Volatility (1Y)

Calculated over the trailing 1-year period

61.39%

4.32%

+57.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.54%

3.89%

+55.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.54%

6.05%

+53.49%