HYP vs. RECS
HYP (Golden Eagle Dynamic Hypergrowth ETF) and RECS (Columbia Research Enhanced Core ETF) are both Large Cap Growth Equities funds. HYP is actively managed, while RECS is passively managed. Their 0.54 correlation means they have sometimes moved together and sometimes differently. HYP charges 0.85%/yr vs 0.15%/yr for RECS.
Performance
HYP vs. RECS - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with HYP having a 6.93% return and RECS slightly higher at 7.15%.
HYP
- 1D
- 0.31%
- 1M
- -13.07%
- 6M
- -3.82%
- YTD
- 6.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
RECS
- 1D
- -0.45%
- 1M
- 0.62%
- 6M
- 6.24%
- YTD
- 7.15%
- 1Y
- 18.93%
- 3Y*
- 19.16%
- 5Y*
- 13.14%
- 10Y*
- 9.95%
- ALL TIME*
- 3.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $526.64K | $488.31K | $1.07M | |
| $23.32M | $20.16M | $19.81M |
HYP vs. RECS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HYP Golden Eagle Dynamic Hypergrowth ETF | 6.93% | -6.61% |
RECS Columbia Research Enhanced Core ETF | 7.15% | 2.69% |
Correlation
The correlation between HYP and RECS is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025 | 0.54 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HYP vs. RECS — Risk / Return Rank
HYP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RECS
HYP vs. RECS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Golden Eagle Dynamic Hypergrowth ETF (HYP) and Columbia Research Enhanced Core ETF (RECS). 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.
| HYP | RECS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.97 | — |
| Martin ratioReturn relative to average drawdown | — | 8.18 | — |
Loading charts...
Drawdowns
HYP vs. RECS - Drawdown Comparison
The maximum HYP drawdown since its inception was -28.79%, smaller than the maximum RECS drawdown of -34.29%. Use the drawdown chart below to compare losses from any high point for HYP and RECS.
Loading charts...
Drawdown Indicators
| HYP | RECS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -34.29% | +5.50% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.82% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.08% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.29% | — |
Current DrawdownCurrent decline from peak | -21.67% | -1.99% | -19.68% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -1.28% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.12% | — |
Volatility
HYP vs. RECS - Volatility Comparison
Loading charts...
Volatility by Period
| HYP | RECS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.13% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.41% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 46.62% | 12.27% | +34.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.62% | 16.40% | +30.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.62% | 16.29% | +30.33% |
HYP vs. RECS - Expense Ratio Comparison
HYP has a 0.85% expense ratio, which is higher than RECS's 0.15% expense ratio.
Dividends
HYP vs. RECS - Dividend Comparison
HYP's dividend yield for the trailing twelve months is around 0.13%, less than RECS's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
HYP Golden Eagle Dynamic Hypergrowth ETF | 0.13% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RECS Columbia Research Enhanced Core ETF | 1.04% | 1.11% | 1.09% | 1.00% | 1.41% | 20.64% | 1.09% | 0.49% |
Frequently Asked Questions
HYP and RECS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RECS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RECS is cheaper with a 0.15% expense ratio, compared with 0.85% for HYP.
RECS has the higher dividend yield at 1.04%, compared with 0.13% for HYP.
They also come from different issuers: Golden Eagle and Ameriprise Financial. Their fees differ too: 0.85% for HYP and 0.15% for RECS.
Find the right allocation for HYP and RECS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer