JPMO vs. FFRHX

In the year-to-date period, JPMO achieves a 4.40% return, which is significantly higher than FFRHX's 0.77% return.

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JPMO has a 1.01% expense ratio, which is higher than FFRHX's 0.67% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for YieldMax JPM Option Income Strategy ETF (JPMO) and Fidelity Floating Rate High Income Fund (FFRHX). 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 current JPMO Sharpe Ratio is 0.33, which is lower than the FFRHX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of JPMO and FFRHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JPMO's dividend yield for the trailing twelve months is around 31.53%, more than FFRHX's 7.34% yield.

The maximum JPMO drawdown since its inception was -24.80%, which is greater than FFRHX's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for JPMO and FFRHX.

YieldMax JPM Option Income Strategy ETF (JPMO) has a higher volatility of 4.34% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 0.63%. This indicates that JPMO's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.