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MAGO vs. PAPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAGO vs. PAPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Magnificent 7 Income Blast ETF (MAGO) and Parametric Equity Premium Income ETF (PAPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAGO achieves a 3.00% return, which is significantly lower than PAPI's 5.81% return.


MAGO

1D
-1.35%
1M
2.78%
YTD
3.00%
6M
1Y
3Y*
5Y*
10Y*

PAPI

1D
-0.26%
1M
0.28%
YTD
5.81%
6M
5.78%
1Y
12.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAGO vs. PAPI - Yearly Performance Comparison


Correlation

The correlation between MAGO and PAPI is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 31, 2025

-0.10

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Return for Risk

MAGO vs. PAPI — Risk / Return Rank

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

MAGO

PAPI
PAPI Risk / Return Rank: 3333
Overall Rank
PAPI Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PAPI Sortino Ratio Rank: 3434
Sortino Ratio Rank
PAPI Omega Ratio Rank: 3030
Omega Ratio Rank
PAPI Calmar Ratio Rank: 3737
Calmar Ratio Rank
PAPI Martin Ratio Rank: 3333
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.

MAGO vs. PAPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Magnificent 7 Income Blast ETF (MAGO) and Parametric Equity Premium Income ETF (PAPI). 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.

MAGO vs. PAPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MAGOPAPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.88

-0.62

Drawdowns

MAGO vs. PAPI - Drawdown Comparison

The maximum MAGO drawdown since its inception was -17.98%, which is greater than PAPI's maximum drawdown of -14.27%. Use the drawdown chart below to compare losses from any high point for MAGO and PAPI.


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Drawdown Indicators


MAGOPAPIDifference

Max Drawdown

Largest peak-to-trough decline

-17.98%

-14.27%

-3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

Current Drawdown

Current decline from peak

-4.03%

-5.06%

+1.03%

Average Drawdown

Average peak-to-trough decline

-5.18%

-2.73%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

Volatility

MAGO vs. PAPI - Volatility Comparison


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Volatility by Period


MAGOPAPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

Volatility (1Y)

Calculated over the trailing 1-year period

22.57%

10.55%

+12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.57%

11.76%

+10.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.57%

11.76%

+10.81%

MAGO vs. PAPI - Expense Ratio Comparison

MAGO has a 0.99% expense ratio, which is higher than PAPI's 0.29% expense ratio.


Dividends

MAGO vs. PAPI - Dividend Comparison

MAGO's dividend yield for the trailing twelve months is around 6.39%, less than PAPI's 7.62% yield.


PositionTTM202520242023
MAGO
Tuttle Capital Magnificent 7 Income Blast ETF
6.39%0.00%0.00%0.00%
PAPI
Parametric Equity Premium Income ETF
7.62%7.59%7.07%1.45%

Frequently Asked Questions


MAGO and PAPI have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PAPI is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PAPI is cheaper with a 0.29% expense ratio, compared with 0.99% for MAGO.

PAPI has the higher dividend yield at 7.62%, compared with 6.39% for MAGO.

They also come from different issuers: Tuttle and Morgan Stanley. Their fees differ too: 0.99% for MAGO and 0.29% for PAPI.

Portfolio Optimizer

Find the right allocation for MAGO and PAPI

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