SEMG vs. HYP

Last updated Jun 5, 2026

SEMG (Suncoast Select Growth ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a 0.40 correlation, their price movements are largely independent. SEMG charges 0.60%/yr vs 0.85%/yr for HYP.

Performance

SEMG vs. HYP - Performance Comparison

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

Returns By Period

In the year-to-date period, SEMG achieves a -2.15% return, which is significantly lower than HYP's 32.89% return.

SEMG

• 1D: 0.76%
• 1M: 2.69%
• YTD: -2.15%
• 6M: -1.09%
• 1Y: 3.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HYP

• 1D: 1.19%
• 1M: 6.48%
• YTD: 32.89%
• 6M: 28.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SEMG vs. HYP - Yearly Performance Comparison

	2026 (YTD)	2025
SEMG Suncoast Select Growth ETF	-2.15%	1.86%
HYP Golden Eagle Dynamic Hypergrowth ETF	32.89%	-5.01%

Correlation

The correlation between SEMG and HYP is 0.40, 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 Sep 24, 2025	0.40

Return for Risk

SEMG vs. HYP — Risk / Return Rank

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

SEMG

SEMG Risk / Return Rank: 13
SEMG Sharpe Ratio Rank: 14
SEMG Sortino Ratio Rank: 13
SEMG Omega Ratio Rank: 13
SEMG Calmar Ratio Rank: 12
SEMG Martin Ratio Rank: 13

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.

SEMG vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Suncoast Select Growth ETF (SEMG) 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.

	SEMG	HYP	Difference
Sharpe ratio: Return per unit of total volatility	0.30	—	—
Sortino ratio: Return per unit of downside risk	0.50	—	—
Omega ratio: Gain probability vs. loss probability	1.06	—	—
Calmar ratio: Return relative to maximum drawdown	0.25	—	—
Martin ratio: Return relative to average drawdown	0.80	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SEMG	HYP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.98	-0.54

Drawdowns

SEMG vs. HYP - Drawdown Comparison

The maximum SEMG drawdown since its inception was -15.80%, smaller than the maximum HYP drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for SEMG and HYP.

Drawdown Indicators

	SEMG	HYP	Difference
Max Drawdown Largest peak-to-trough decline	-15.80%	-19.58%	+3.78%
Max Drawdown (1Y) Largest decline over 1 year	-15.80%	—	—
Current Drawdown Current decline from peak	-3.13%	-1.11%	-2.02%
Average Drawdown Average peak-to-trough decline	-3.35%	-6.42%	+3.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.93%	—	—

Volatility

Volatility by Period

	SEMG	HYP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.05%	40.91%	-27.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.00%	40.91%	-27.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.00%	40.91%	-27.91%

SEMG vs. HYP - Expense Ratio Comparison

SEMG has a 0.60% expense ratio, which is lower than HYP's 0.85% expense ratio.

Dividends

SEMG vs. HYP - Dividend Comparison

SEMG's dividend yield for the trailing twelve months is around 0.05%, less than HYP's 0.10% yield.

Position	TTM	2025
HYP Golden Eagle Dynamic Hypergrowth ETF	0.10%	0.14%
SEMG Suncoast Select Growth ETF	0.05%	0.05%

Frequently Asked Questions

Can I hold both SEMG and HYP in my portfolio?

SEMG and HYP have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SEMG or HYP?

On fees, SEMG is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SEMG or HYP?

SEMG is cheaper with a 0.60% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, SEMG or HYP?

HYP has the higher dividend yield at 0.10%, compared with 0.05% for SEMG.

What is the main difference between SEMG and HYP?

They also come from different issuers: Suncoast and Golden Eagle. Their fees differ too: 0.60% for SEMG and 0.85% for HYP.