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PFOE vs. HYP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFOE vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pathfinder Focused Opportunities ETF (PFOE) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PFOE

1D
-1.12%
1M
-4.67%
YTD
6M
1Y
3Y*
5Y*
10Y*

HYP

1D
-9.65%
1M
-5.16%
YTD
20.07%
6M
17.23%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFOE vs. HYP - Yearly Performance Comparison


Correlation

The correlation between PFOE and HYP is 0.41, 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 Jan 2, 2026

0.41

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Return for Risk

PFOE vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pathfinder Focused Opportunities ETF (PFOE) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.

PFOE vs. HYP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PFOEHYPDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.03

0.49

-1.52

Drawdowns

PFOE vs. HYP - Drawdown Comparison

The maximum PFOE drawdown since its inception was -18.19%, smaller than the maximum HYP drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for PFOE and HYP.


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Drawdown Indicators


PFOEHYPDifference

Max Drawdown

Largest peak-to-trough decline

-18.19%

-19.58%

+1.39%

Current Drawdown

Current decline from peak

-13.61%

-10.65%

-2.96%

Average Drawdown

Average peak-to-trough decline

-9.16%

-6.45%

-2.71%

Volatility

PFOE vs. HYP - Volatility Comparison


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Volatility by Period


PFOEHYPDifference

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

42.45%

-23.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

42.45%

-23.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.98%

42.45%

-23.47%

PFOE vs. HYP - Expense Ratio Comparison

PFOE has a 0.59% expense ratio, which is lower than HYP's 0.85% expense ratio.


Dividends

PFOE vs. HYP - Dividend Comparison

PFOE's dividend yield for the trailing twelve months is around 0.04%, less than HYP's 0.11% yield.


Frequently Asked Questions


PFOE and HYP have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PFOE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PFOE is cheaper with a 0.59% expense ratio, compared with 0.85% for HYP.

HYP has the higher dividend yield at 0.11%, compared with 0.04% for PFOE.

They also come from different issuers: Pathfinder and Golden Eagle. Their fees differ too: 0.59% for PFOE and 0.85% for HYP.

Portfolio Optimizer

Find the right allocation for PFOE and HYP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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