IYRI vs. FSCO
IYRI (NEOS Real Estate High Income ETF) is Derivative Income fund actively managed by Neos, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past year, IYRI returned 8.01% vs -22.70% for FSCO. At a 0.26 correlation, their price movements are largely independent.
Performance
IYRI vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, IYRI achieves a 4.71% return, which is significantly higher than FSCO's -17.20% return.
IYRI
- 1D
- -0.47%
- 1M
- -1.40%
- YTD
- 4.71%
- 6M
- 5.51%
- 1Y
- 8.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
IYRI vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IYRI NEOS Real Estate High Income ETF | 4.71% | 6.99% |
FSCO FS Credit Opportunities Corp. | -17.20% | 2.33% |
Correlation
The correlation between IYRI and FSCO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2025 | 0.26 |
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Return for Risk
IYRI vs. FSCO — Risk / Return Rank
IYRI
FSCO
IYRI vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEOS Real Estate High Income ETF (IYRI) and FS Credit Opportunities Corp. (FSCO). 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.
| IYRI | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.86 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | -0.64 | +1.69 |
| Martin ratioReturn relative to average drawdown | 3.78 | -1.26 | +5.04 |
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Drawdowns
IYRI vs. FSCO - Drawdown Comparison
The maximum IYRI drawdown since its inception was -12.12%, smaller than the maximum FSCO drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for IYRI and FSCO.
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Drawdown Indicators
| IYRI | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -35.53% | +23.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.53% | -35.53% | +28.00% |
Max Drawdown (3Y)Largest decline over 3 years | — | -35.53% | — |
Current DrawdownCurrent decline from peak | -2.72% | -27.71% | +24.99% |
Average DrawdownAverage peak-to-trough decline | -1.69% | -8.11% | +6.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 17.93% | -15.83% |
Volatility
IYRI vs. FSCO - Volatility Comparison
The current volatility for NEOS Real Estate High Income ETF (IYRI) is 4.02%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 6.04%. This indicates that IYRI experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYRI | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 6.04% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 22.58% | -14.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 27.39% | -16.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 28.18% | -15.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 28.18% | -15.00% |
Dividends
IYRI vs. FSCO - Dividend Comparison
IYRI's dividend yield for the trailing twelve months is around 12.23%, less than FSCO's 15.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% |
IYRI NEOS Real Estate High Income ETF | 12.23% | 11.72% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IYRI and FSCO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.04%) compared to IYRI (4.02%). In terms of maximum drawdown, IYRI dropped -12.12% vs FSCO's -35.53%.
IYRI currently has the higher Sharpe Ratio (0.74 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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