OPTZ vs. SOVF

Last updated Jun 5, 2026

OPTZ (Optimize Strategy Index ETF) and SOVF (Sovereign's Capital Flourish Fund) are both Mid Cap Blend Equities funds. OPTZ is passively managed, while SOVF is actively managed. Over the past year, OPTZ returned 61.03% vs -3.53% for SOVF. A 0.74 correlation means they provide meaningful diversification when combined. OPTZ charges 0.25%/yr vs 0.75%/yr for SOVF.

Performance

OPTZ vs. SOVF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Optimize Strategy Index ETF (OPTZ) and Sovereign's Capital Flourish Fund (SOVF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OPTZ achieves a 31.19% return, which is significantly higher than SOVF's -2.19% return.

OPTZ

• 1D: -0.24%
• 1M: 10.07%
• YTD: 31.19%
• 6M: 31.66%
• 1Y: 61.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOVF

• 1D: 0.63%
• 1M: -1.18%
• YTD: -2.19%
• 6M: 0.28%
• 1Y: -3.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

OPTZ vs. SOVF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
OPTZ Optimize Strategy Index ETF	31.19%	22.83%	16.81%
SOVF Sovereign's Capital Flourish Fund	-2.19%	-4.38%	9.73%

Correlation

The correlation between OPTZ and SOVF is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (All Time) Calculated using the full available price history since Apr 24, 2024	0.74

The correlation between OPTZ and SOVF shifts across timeframes, from 0.62 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

OPTZ vs. SOVF - Sectors Allocation Comparison

Sectors	OPTZ	SOVF
Technology	50.6%	31.6%
Healthcare	10.5%	9.6%
Consumer Cyclical	9.5%	8.4%
Financial Services	9.1%	16.1%
Industrials	8.9%	14.3%
Consumer Defensive	4.0%	8.6%
Communication Services	2.6%	0.3%
Energy	1.5%	2.1%
Real Estate	1.5%	3.7%
Basic Materials	1.3%	-
Utilities	0.7%	5.2%

Return for Risk

OPTZ vs. SOVF — Risk / Return Rank

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

OPTZ

OPTZ Risk / Return Rank: 92
OPTZ Sharpe Ratio Rank: 93
OPTZ Sortino Ratio Rank: 92
OPTZ Omega Ratio Rank: 90
OPTZ Calmar Ratio Rank: 91
OPTZ Martin Ratio Rank: 94

SOVF

SOVF Risk / Return Rank: 7
SOVF Sharpe Ratio Rank: 7
SOVF Sortino Ratio Rank: 6
SOVF Omega Ratio Rank: 6
SOVF Calmar Ratio Rank: 7
SOVF Martin Ratio Rank: 7

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.

OPTZ vs. SOVF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Optimize Strategy Index ETF (OPTZ) and Sovereign's Capital Flourish Fund (SOVF). 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.

	OPTZ	SOVF	Difference
Sharpe ratio: Return per unit of total volatility	3.40	-0.24	+3.64
Sortino ratio: Return per unit of downside risk	4.47	-0.24	+4.71
Omega ratio: Gain probability vs. loss probability	1.57	0.97	+0.59
Calmar ratio: Return relative to maximum drawdown	5.77	-0.25	+6.02
Martin ratio: Return relative to average drawdown	26.24	-0.52	+26.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OPTZ vs. SOVF - Sharpe Ratio Comparison

The current OPTZ Sharpe Ratio is 3.40, which is higher than the SOVF Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of OPTZ and SOVF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	OPTZ	SOVF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.40	-0.24	+3.64
Sharpe Ratio (All Time) Calculated using the full available price history	1.70	0.38	+1.33

Drawdowns

OPTZ vs. SOVF - Drawdown Comparison

The maximum OPTZ drawdown since its inception was -25.75%, which is greater than SOVF's maximum drawdown of -21.74%. Use the drawdown chart below to compare losses from any high point for OPTZ and SOVF.

Drawdown Indicators

	OPTZ	SOVF	Difference
Max Drawdown Largest peak-to-trough decline	-25.75%	-21.74%	-4.01%
Max Drawdown (1Y) Largest decline over 1 year	-10.63%	-14.46%	+3.83%
Current Drawdown Current decline from peak	-0.24%	-13.95%	+13.71%
Average Drawdown Average peak-to-trough decline	-3.38%	-7.29%	+3.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	6.81%	-4.48%

Volatility

OPTZ vs. SOVF - Volatility Comparison

Optimize Strategy Index ETF (OPTZ) has a higher volatility of 5.99% compared to Sovereign's Capital Flourish Fund (SOVF) at 3.88%. This indicates that OPTZ's price experiences larger fluctuations and is considered to be riskier than SOVF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OPTZ	SOVF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.99%	3.88%	+2.11%
Volatility (6M) Calculated over the trailing 6-month period	13.52%	10.16%	+3.36%
Volatility (1Y) Calculated over the trailing 1-year period	18.05%	14.72%	+3.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.64%	17.24%	+3.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.64%	17.24%	+3.40%

OPTZ vs. SOVF - Expense Ratio Comparison

OPTZ has a 0.25% expense ratio, which is lower than SOVF's 0.75% expense ratio.

Dividends

OPTZ vs. SOVF - Dividend Comparison

OPTZ's dividend yield for the trailing twelve months is around 0.44%, less than SOVF's 0.79% yield.

Position	TTM	2025	2024	2023
OPTZ Optimize Strategy Index ETF	0.44%	0.58%	0.32%	0.00%
SOVF Sovereign's Capital Flourish Fund	0.79%	0.77%	0.30%	0.18%

Frequently Asked Questions

Can I hold both OPTZ and SOVF in my portfolio?

OPTZ and SOVF have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OPTZ or SOVF?

OPTZ has higher volatility (5.99%) compared to SOVF (3.88%). In terms of maximum drawdown, OPTZ dropped -25.75% vs SOVF's -21.74%.

Which ETF is better, OPTZ or SOVF?

On 1-year performance, OPTZ leads with 61.03% vs -3.53% for SOVF. On fees, OPTZ is cheaper at 0.25% per year. On volatility, SOVF has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OPTZ or SOVF?

Over the 1-year period, OPTZ has performed better with a 61.03% return vs -3.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OPTZ or SOVF?

OPTZ is cheaper with a 0.25% expense ratio, compared with 0.75% for SOVF.

Which ETF pays a higher dividend yield, OPTZ or SOVF?

SOVF has the higher dividend yield at 0.79%, compared with 0.44% for OPTZ.

What is the main difference between OPTZ and SOVF?

They also come from different issuers: Optimize and Sovereign's. Their fees differ too: 0.25% for OPTZ and 0.75% for SOVF.

Which has better risk-adjusted returns?

OPTZ currently has the higher Sharpe Ratio (3.40 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.