SIOO vs. TCAL
SIOO (VistaShares Target 15 S&P 100 Distribution ETF) and TCAL (T. Rowe Price Capital Appreciation Premium Income ETF) are both Derivative Income funds. SIOO is passively managed, while TCAL is actively managed. At a 0.24 correlation, their price movements are largely independent. SIOO charges 0.59%/yr vs 0.34%/yr for TCAL.
Performance
SIOO vs. TCAL - Performance Comparison
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Returns By Period
In the year-to-date period, SIOO achieves a 4.71% return, which is significantly higher than TCAL's -1.64% return.
SIOO
- 1D
- -0.90%
- 1M
- -0.74%
- YTD
- 4.71%
- 6M
- 4.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TCAL
- 1D
- 1.05%
- 1M
- -0.70%
- YTD
- -1.64%
- 6M
- -2.59%
- 1Y
- 0.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SIOO vs. TCAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SIOO VistaShares Target 15 S&P 100 Distribution ETF | 4.71% | 1.16% |
TCAL T. Rowe Price Capital Appreciation Premium Income ETF | -1.64% | 1.23% |
Correlation
The correlation between SIOO and TCAL is 0.24, 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 Dec 11, 2025 | 0.24 |
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Return for Risk
SIOO vs. TCAL — Risk / Return Rank
SIOO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TCAL
SIOO vs. TCAL - 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 T. Rowe Price Capital Appreciation Premium Income ETF (TCAL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SIOO | TCAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.01 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.01 | — |
| Martin ratioReturn relative to average drawdown | — | 0.03 | — |
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Drawdowns
SIOO vs. TCAL - Drawdown Comparison
The maximum SIOO drawdown since its inception was -6.86%, smaller than the maximum TCAL drawdown of -7.24%. Use the drawdown chart below to compare losses from any high point for SIOO and TCAL.
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Drawdown Indicators
| SIOO | TCAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.86% | -7.24% | +0.38% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.00% | — |
Current DrawdownCurrent decline from peak | -1.95% | -4.72% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -1.07% | -2.12% | +1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.86% | — |
Volatility
SIOO vs. TCAL - Volatility Comparison
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Volatility by Period
| SIOO | TCAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.09% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.10% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 9.54% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.75% | 11.26% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.75% | 11.26% | -0.51% |
SIOO vs. TCAL - Expense Ratio Comparison
SIOO has a 0.59% expense ratio, which is higher than TCAL's 0.34% expense ratio.
Dividends
SIOO vs. TCAL - Dividend Comparison
SIOO's dividend yield for the trailing twelve months is around 7.55%, less than TCAL's 11.81% yield.
| Position | TTM | 2025 |
|---|---|---|
SIOO VistaShares Target 15 S&P 100 Distribution ETF | 7.55% | 1.27% |
TCAL T. Rowe Price Capital Appreciation Premium Income ETF | 11.81% | 8.34% |
Frequently Asked Questions
SIOO and TCAL have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TCAL is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TCAL is cheaper with a 0.34% expense ratio, compared with 0.59% for SIOO.
TCAL has the higher dividend yield at 11.81%, compared with 7.55% for SIOO.
They also come from different issuers: VistaShares and T. Rowe Price. Their fees differ too: 0.59% for SIOO and 0.34% for TCAL.
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