SIOO vs. FYEE

Last updated Apr 1, 2026

Compare and contrast key facts about VistaShares Target 15 S&P 100 Distribution ETF (SIOO) and Fidelity Yield Enhanced Equity ETF (FYEE).

SIOO and FYEE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SIOO is a passively managed fund by VistaShares that tracks the performance of the S&P 100. It was launched on Dec 10, 2025. FYEE is an actively managed fund by Fidelity. It was launched on Apr 9, 2024.

Performance

SIOO vs. FYEE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Target 15 S&P 100 Distribution ETF (SIOO) and Fidelity Yield Enhanced Equity ETF (FYEE). The values are adjusted to include any dividend payments, if applicable.

SIOO vs. FYEE - Yearly Performance Comparison

	2026 (YTD)	2025
SIOO VistaShares Target 15 S&P 100 Distribution ETF	-3.21%	0.77%
FYEE Fidelity Yield Enhanced Equity ETF	-2.56%	0.46%

Returns By Period

In the year-to-date period, SIOO achieves a -3.21% return, which is significantly lower than FYEE's -2.56% return.

SIOO

• 1D: 3.21%
• 1M: -2.47%
• YTD: -3.21%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FYEE

• 1D: 2.88%
• 1M: -3.70%
• YTD: -2.56%
• 6M: 1.84%
• 1Y: 17.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SIOO vs. FYEE - Expense Ratio Comparison

SIOO has a 0.59% expense ratio, which is higher than FYEE's 0.28% expense ratio.

SIOO

VistaShares Target 15 S&P 100 Distribution ETF

FYEE

Fidelity Yield Enhanced Equity ETF

Return for Risk

SIOO vs. FYEE — Risk / Return Rank

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

FYEE

FYEE Risk / Return Rank: 69
FYEE Sharpe Ratio Rank: 63
FYEE Sortino Ratio Rank: 64
FYEE Omega Ratio Rank: 75
FYEE Calmar Ratio Rank: 63
FYEE Martin Ratio Rank: 78

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.

SIOO vs. FYEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15 S&P 100 Distribution ETF (SIOO) 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.

Sharpe Ratios by Period

	SIOO	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	-0.71	0.93	-1.64

Correlation

The correlation between SIOO and FYEE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SIOO vs. FYEE - Dividend Comparison

SIOO's dividend yield for the trailing twelve months is around 5.30%, less than FYEE's 8.31% yield.

	TTM	2025	2024
SIOO VistaShares Target 15 S&P 100 Distribution ETF	5.30%	1.27%	0.00%
FYEE Fidelity Yield Enhanced Equity ETF	8.31%	7.08%	5.45%

Drawdowns

SIOO vs. FYEE - Drawdown Comparison

The maximum SIOO drawdown since its inception was -6.86%, smaller than the maximum FYEE drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for SIOO and FYEE.

Drawdown Indicators

	SIOO	FYEE	Difference
Max Drawdown Largest peak-to-trough decline	-6.86%	-18.79%	+11.93%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.60%	—
Current Drawdown Current decline from peak	-3.87%	-4.72%	+0.85%
Average Drawdown Average peak-to-trough decline	-1.33%	-2.40%	+1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.20%	—

Volatility

Volatility by Period

	SIOO	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	11.51%	15.89%	-4.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.51%	14.32%	-2.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.51%	14.32%	-2.81%