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HYKE vs. SSFI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYKE vs. SSFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vest 2 Year Interest Rate Hedge ETF (HYKE) and Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI). The values are adjusted to include any dividend payments, if applicable.

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HYKE vs. SSFI - Yearly Performance Comparison


Returns By Period


HYKE

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

SSFI

1D
0.02%
1M
-1.18%
YTD
-0.10%
6M
0.38%
1Y
3.24%
3Y*
2.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HYKE vs. SSFI - Expense Ratio Comparison

HYKE has a 0.85% expense ratio, which is higher than SSFI's 0.81% expense ratio.


Return for Risk

HYKE vs. SSFI — Risk / Return Rank

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

HYKE

SSFI
SSFI Risk / Return Rank: 3535
Overall Rank
SSFI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SSFI Sortino Ratio Rank: 3131
Sortino Ratio Rank
SSFI Omega Ratio Rank: 2828
Omega Ratio Rank
SSFI Calmar Ratio Rank: 4545
Calmar Ratio Rank
SSFI Martin Ratio Rank: 3434
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.

HYKE vs. SSFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vest 2 Year Interest Rate Hedge ETF (HYKE) and Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI). 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.


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

HYKE vs. SSFI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYKESSFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

Dividends

HYKE vs. SSFI - Dividend Comparison

HYKE has not paid dividends to shareholders, while SSFI's dividend yield for the trailing twelve months is around 3.38%.


TTM20252024202320222021
HYKE
Vest 2 Year Interest Rate Hedge ETF
0.00%0.00%0.00%0.00%0.00%0.00%
SSFI
Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF
3.38%3.51%3.64%3.97%1.87%0.71%

Drawdowns

HYKE vs. SSFI - Drawdown Comparison

The maximum HYKE drawdown since its inception was 0.00%, smaller than the maximum SSFI drawdown of -16.07%. Use the drawdown chart below to compare losses from any high point for HYKE and SSFI.


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Drawdown Indicators


HYKESSFIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-16.07%

+16.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

Current Drawdown

Current decline from peak

0.00%

-2.55%

+2.55%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.77%

+7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

HYKE vs. SSFI - Volatility Comparison


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Volatility by Period


HYKESSFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

4.58%

-4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

5.81%

-5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

5.81%

-5.81%