MAGO vs. SPCI

Last updated Jun 24, 2026

MAGO (Tuttle Capital Magnificent 7 Income Blast ETF) and SPCI (Tuttle Capital Space Industry Income Blast ETF) are both Derivative Income funds from Tuttle. MAGO is actively managed, while SPCI is passively managed. At a 0.40 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

MAGO vs. SPCI - Performance Comparison

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

Returns By Period

MAGO

• 1D: -1.54%
• 1M: -10.07%
• YTD: -5.64%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SPCI

• 1D: -2.83%
• 1M: -31.76%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MAGO vs. SPCI - Yearly Performance Comparison

	2026 (YTD)
MAGO Tuttle Capital Magnificent 7 Income Blast ETF	1.01%
SPCI Tuttle Capital Space Industry Income Blast ETF	26.28%

Correlation

The correlation between MAGO and SPCI is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026	0.40

Return for Risk

MAGO vs. SPCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Magnificent 7 Income Blast ETF (MAGO) and Tuttle Capital Space Industry Income Blast ETF (SPCI). 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.

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

Drawdowns

MAGO vs. SPCI - Drawdown Comparison

The maximum MAGO drawdown since its inception was -18.21%, smaller than the maximum SPCI drawdown of -41.78%. Use the drawdown chart below to compare losses from any high point for MAGO and SPCI.

Drawdown Indicators

	MAGO	SPCI	Difference
Max Drawdown Largest peak-to-trough decline	-18.21%	-41.78%	+23.57%
Current Drawdown Current decline from peak	-12.08%	-41.78%	+29.70%
Average Drawdown Average peak-to-trough decline	-5.68%	-10.13%	+4.45%

Volatility

Volatility by Period

	MAGO	SPCI	Difference
Volatility (1Y) Calculated over the trailing 1-year period	24.22%	97.57%	-73.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.22%	97.57%	-73.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.22%	97.57%	-73.35%

MAGO vs. SPCI - Expense Ratio Comparison

Both MAGO and SPCI have an expense ratio of 0.99%.

Dividends

MAGO vs. SPCI - Dividend Comparison

MAGO's dividend yield for the trailing twelve months is around 8.00%, less than SPCI's 10.13% yield.

Position	TTM
MAGO Tuttle Capital Magnificent 7 Income Blast ETF	8.00%
SPCI Tuttle Capital Space Industry Income Blast ETF	10.13%

Frequently Asked Questions

Can I hold both MAGO and SPCI in my portfolio?

MAGO and SPCI have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MAGO or SPCI?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MAGO or SPCI?

MAGO and SPCI have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, MAGO or SPCI?

SPCI has the higher dividend yield at 10.13%, compared with 8.00% for MAGO.