MSFO vs. JPMO
Compare and contrast key facts about YieldMax MSFT Option Income Strategy ETF (MSFO) and YieldMax JPM Option Income Strategy ETF (JPMO).
MSFO and JPMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSFO is an actively managed fund by YieldMax. It was launched on Aug 24, 2023. JPMO is an actively managed fund by YieldMax. It was launched on Sep 11, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSFO or JPMO.
Key characteristics
| MSFO | JPMO | |
|---|---|---|
| YTD Return | 12.47% | 15.88% |
| 1Y Return | 18.01% | 24.28% |
| Sharpe Ratio | 1.21 | 1.46 |
| Sortino Ratio | 1.58 | 1.89 |
| Omega Ratio | 1.23 | 1.32 |
| Calmar Ratio | 1.44 | 2.31 |
| Martin Ratio | 3.93 | 5.90 |
| Ulcer Index | 4.84% | 4.16% |
| Daily Std Dev | 15.74% | 16.77% |
| Max Drawdown | -13.17% | -10.64% |
| Current Drawdown | -5.99% | -1.42% |
Correlation
The correlation between MSFO and JPMO is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MSFO vs. JPMO - Performance Comparison
In the year-to-date period, MSFO achieves a 12.47% return, which is significantly lower than JPMO's 15.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MSFO vs. JPMO - Expense Ratio Comparison
MSFO has a 0.99% expense ratio, which is lower than JPMO's 1.01% expense ratio.
Risk-Adjusted Performance
MSFO vs. JPMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MSFT Option Income Strategy ETF (MSFO) and YieldMax JPM Option Income Strategy ETF (JPMO). 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.
Dividends
MSFO vs. JPMO - Dividend Comparison
MSFO's dividend yield for the trailing twelve months is around 32.16%, more than JPMO's 23.69% yield.
| TTM | 2023 | |
|---|---|---|
MSFO YieldMax MSFT Option Income Strategy ETF
| 32.16% | 6.44% |
JPMO YieldMax JPM Option Income Strategy ETF
| 23.69% | 4.85% |
Drawdowns
MSFO vs. JPMO - Drawdown Comparison
The maximum MSFO drawdown since its inception was -13.17%, which is greater than JPMO's maximum drawdown of -10.64%. Use the drawdown chart below to compare losses from any high point for MSFO and JPMO. For additional features, visit the drawdowns tool.
Volatility
MSFO vs. JPMO - Volatility Comparison
The current volatility for YieldMax MSFT Option Income Strategy ETF (MSFO) is 6.04%, while YieldMax JPM Option Income Strategy ETF (JPMO) has a volatility of 7.22%. This indicates that MSFO experiences smaller price fluctuations and is considered to be less risky than JPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.