NVII vs. FYEE
Compare and contrast key facts about REX NVDA Growth & Income ETF (NVII) and Fidelity Yield Enhanced Equity ETF (FYEE).
NVII and FYEE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NVII is an actively managed fund by REX. It was launched on May 27, 2025. FYEE is an actively managed fund by Fidelity. It was launched on Apr 9, 2024.
Performance
NVII vs. FYEE - Performance Comparison
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NVII vs. FYEE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NVII REX NVDA Growth & Income ETF | -4.80% | 48.28% |
FYEE Fidelity Yield Enhanced Equity ETF | -2.56% | 17.85% |
Returns By Period
In the year-to-date period, NVII achieves a -4.80% return, which is significantly lower than FYEE's -2.56% return.
NVII
- 1D
- 6.41%
- 1M
- 0.12%
- YTD
- -4.80%
- 6M
- -5.03%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYEE
- 1D
- 2.88%
- 1M
- -3.70%
- YTD
- -2.56%
- 6M
- 1.84%
- 1Y
- 17.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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NVII vs. FYEE - Expense Ratio Comparison
NVII has a 0.99% expense ratio, which is higher than FYEE's 0.28% expense ratio.
Return for Risk
NVII vs. FYEE — Risk / Return Rank
NVII
FYEE
NVII vs. FYEE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX NVDA Growth & Income ETF (NVII) and Fidelity Yield Enhanced Equity ETF (FYEE). 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.
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Sharpe Ratios by Period
| NVII | FYEE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.48 | 0.93 | +0.55 |
Correlation
The correlation between NVII and FYEE is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NVII vs. FYEE - Dividend Comparison
NVII's dividend yield for the trailing twelve months is around 47.99%, more than FYEE's 8.31% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
NVII REX NVDA Growth & Income ETF | 47.99% | 29.17% | 0.00% |
FYEE Fidelity Yield Enhanced Equity ETF | 8.31% | 7.08% | 5.45% |
Drawdowns
NVII vs. FYEE - Drawdown Comparison
The maximum NVII drawdown since its inception was -18.47%, roughly equal to the maximum FYEE drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for NVII and FYEE.
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Drawdown Indicators
| NVII | FYEE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -18.79% | +0.32% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.60% | — |
Current DrawdownCurrent decline from peak | -13.24% | -4.72% | -8.52% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -2.40% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.20% | — |
Volatility
NVII vs. FYEE - Volatility Comparison
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Volatility by Period
| NVII | FYEE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.92% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.48% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 34.50% | 15.89% | +18.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.50% | 14.32% | +20.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.50% | 14.32% | +20.18% |