MSFY vs. JELM
MSFY (Kurv Yield Premium Strategy Microsoft ETF) and JELM (Janus Henderson Equity Linked Moderate Income ETF) are both Derivative Income funds. Both are actively managed. Their -0.18 correlation means they have often moved in opposite directions in the past. MSFY charges 1.00%/yr vs 0.59%/yr for JELM.
Performance
MSFY vs. JELM - Performance Comparison
Loading charts...
Returns By Period
MSFY
- 1D
- 1.12%
- 1M
- 19.29%
- 6M
- 11.06%
- YTD
- -7.56%
- 1Y
- -12.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.86%
JELM
- 1D
- 0.20%
- 1M
- 1.29%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $199.95K | $786.17K | $963.17K | |
| $332.29K | $251.71K | $274.77K |
MSFY vs. JELM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
MSFY Kurv Yield Premium Strategy Microsoft ETF | 8.49% |
JELM Janus Henderson Equity Linked Moderate Income ETF | 2.35% |
Correlation
The correlation between MSFY and JELM is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 22, 2026 | -0.18 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MSFY vs. JELM — Risk / Return Rank
MSFY
JELM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MSFY vs. JELM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Janus Henderson Equity Linked Moderate Income ETF (JELM). 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.
| MSFY | JELM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.96 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | — | — |
| Martin ratioReturn relative to average drawdown | -0.63 | — | — |
Loading charts...
Drawdowns
MSFY vs. JELM - Drawdown Comparison
The maximum MSFY drawdown since its inception was -35.65%, which is greater than JELM's maximum drawdown of -0.69%. Use the drawdown chart below to compare losses from any high point for MSFY and JELM.
Loading charts...
Drawdown Indicators
| MSFY | JELM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.65% | -0.69% | -34.96% |
Max Drawdown (1Y)Largest decline over 1 year | -35.65% | — | — |
Current DrawdownCurrent decline from peak | -14.60% | -0.25% | -14.35% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -0.21% | -8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.16% | — | — |
Volatility
MSFY vs. JELM - Volatility Comparison
Loading charts...
Volatility by Period
| MSFY | JELM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.28% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 27.36% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 32.50% | 3.69% | +28.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.57% | 3.69% | +20.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.57% | 3.69% | +20.88% |
MSFY vs. JELM - Expense Ratio Comparison
MSFY has a 1.00% expense ratio, which is higher than JELM's 0.59% expense ratio.
Dividends
MSFY vs. JELM - Dividend Comparison
MSFY's dividend yield for the trailing twelve months is around 22.66%, more than JELM's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JELM Janus Henderson Equity Linked Moderate Income ETF | 1.21% | 0.00% | 0.00% | 0.00% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | 22.66% | 18.56% | 14.35% | 1.94% |
Frequently Asked Questions
MSFY and JELM have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JELM is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JELM is cheaper with a 0.59% expense ratio, compared with 1.00% for MSFY.
MSFY has the higher dividend yield at 22.66%, compared with 1.21% for JELM.
They also come from different issuers: Kurv and Janus Henderson. Their fees differ too: 1.00% for MSFY and 0.59% for JELM.
Find the right allocation for MSFY and JELM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer