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GPIX vs. MSFO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GPIX and MSFO is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

GPIX vs. MSFO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) and YieldMax MSFT Option Income Strategy ETF (MSFO). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
31.02%
19.13%
GPIX
MSFO

Key characteristics

Sharpe Ratio

GPIX:

0.61

MSFO:

-0.08

Sortino Ratio

GPIX:

0.97

MSFO:

0.03

Omega Ratio

GPIX:

1.15

MSFO:

1.00

Calmar Ratio

GPIX:

0.63

MSFO:

-0.09

Martin Ratio

GPIX:

2.77

MSFO:

-0.20

Ulcer Index

GPIX:

3.97%

MSFO:

8.25%

Daily Std Dev

GPIX:

18.10%

MSFO:

20.30%

Max Drawdown

GPIX:

-17.50%

MSFO:

-19.15%

Current Drawdown

GPIX:

-8.95%

MSFO:

-12.45%

Returns By Period

The year-to-date returns for both investments are quite close, with GPIX having a -5.16% return and MSFO slightly higher at -5.08%.


GPIX

YTD

-5.16%

1M

-4.01%

6M

-3.28%

1Y

9.62%

5Y*

N/A

10Y*

N/A

MSFO

YTD

-5.08%

1M

-0.62%

6M

-6.73%

1Y

-3.46%

5Y*

N/A

10Y*

N/A

*Annualized

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GPIX vs. MSFO - Expense Ratio Comparison

GPIX has a 0.29% expense ratio, which is lower than MSFO's 0.99% expense ratio.


Expense ratio chart for MSFO: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSFO: 0.99%
Expense ratio chart for GPIX: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GPIX: 0.29%

Risk-Adjusted Performance

GPIX vs. MSFO — Risk-Adjusted Performance Rank

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

GPIX
The Risk-Adjusted Performance Rank of GPIX is 6969
Overall Rank
The Sharpe Ratio Rank of GPIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of GPIX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of GPIX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of GPIX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of GPIX is 7272
Martin Ratio Rank

MSFO
The Risk-Adjusted Performance Rank of MSFO is 1818
Overall Rank
The Sharpe Ratio Rank of MSFO is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFO is 1818
Sortino Ratio Rank
The Omega Ratio Rank of MSFO is 1818
Omega Ratio Rank
The Calmar Ratio Rank of MSFO is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MSFO is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GPIX vs. MSFO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) and YieldMax MSFT Option Income Strategy ETF (MSFO). 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.


The chart of Sharpe ratio for GPIX, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.00
GPIX: 0.61
MSFO: -0.08
The chart of Sortino ratio for GPIX, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.00
GPIX: 0.97
MSFO: 0.03
The chart of Omega ratio for GPIX, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
GPIX: 1.15
MSFO: 1.00
The chart of Calmar ratio for GPIX, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.00
GPIX: 0.63
MSFO: -0.09
The chart of Martin ratio for GPIX, currently valued at 2.77, compared to the broader market0.0020.0040.0060.00
GPIX: 2.77
MSFO: -0.20

The current GPIX Sharpe Ratio is 0.61, which is higher than the MSFO Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of GPIX and MSFO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.61
-0.08
GPIX
MSFO

Dividends

GPIX vs. MSFO - Dividend Comparison

GPIX's dividend yield for the trailing twelve months is around 8.97%, less than MSFO's 31.71% yield.


Drawdowns

GPIX vs. MSFO - Drawdown Comparison

The maximum GPIX drawdown since its inception was -17.50%, smaller than the maximum MSFO drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for GPIX and MSFO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.95%
-12.45%
GPIX
MSFO

Volatility

GPIX vs. MSFO - Volatility Comparison

Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) has a higher volatility of 13.89% compared to YieldMax MSFT Option Income Strategy ETF (MSFO) at 11.58%. This indicates that GPIX's price experiences larger fluctuations and is considered to be riskier than MSFO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.89%
11.58%
GPIX
MSFO