PortfoliosLab logoPortfoliosLab logo
SMMIX vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMMIX vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Summit Fund (SMMIX) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SMMIX achieves a 9.39% return, which is significantly higher than MSTY's -27.80% return.


SMMIX

1D
-0.03%
1M
3.52%
YTD
9.39%
6M
7.16%
1Y
22.54%
3Y*
21.50%
5Y*
7.95%
10Y*
16.18%

MSTY

1D
-4.55%
1M
-31.74%
YTD
-27.80%
6M
-29.80%
1Y
-66.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMMIX vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
SMMIX
Invesco Summit Fund
9.39%11.08%24.77%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-27.80%-42.71%212.16%

Correlation

The correlation between SMMIX and MSTY is 0.53, 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

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.48

The correlation between SMMIX and MSTY has been stable across timeframes, ranging from 0.48 to 0.53 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SMMIX vs. MSTY — Risk / Return Rank

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

SMMIX
SMMIX Risk / Return Rank: 1616
Overall Rank
SMMIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SMMIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
SMMIX Omega Ratio Rank: 1818
Omega Ratio Rank
SMMIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SMMIX Martin Ratio Rank: 1313
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 22
Martin Ratio Rank
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.

SMMIX vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Summit Fund (SMMIX) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.


SMMIXMSTYDifference
Sharpe ratioReturn per unit of total volatility

+2.20

Sortino ratioReturn per unit of downside risk

+3.54

Omega ratioGain probability vs. loss probability

1.20

0.79

+0.42

Calmar ratioReturn relative to maximum drawdown

1.21

-0.93

+2.14

Martin ratioReturn relative to average drawdown

3.53

-1.35

+4.88

SMMIX vs. MSTY - Sharpe Ratio Comparison

The current SMMIX Sharpe Ratio is 1.12, which is higher than the MSTY Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of SMMIX and MSTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SMMIX vs. MSTY - Drawdown Comparison

The maximum SMMIX drawdown since its inception was -69.64%, roughly equal to the maximum MSTY drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for SMMIX and MSTY.


Loading charts...

Drawdown Indicators


SMMIXMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-69.64%

-71.79%

+2.15%

Max Drawdown (1Y)

Largest decline over 1 year

-19.95%

-71.79%

+51.84%

Max Drawdown (3Y)

Largest decline over 3 years

-28.51%

Max Drawdown (5Y)

Largest decline over 5 years

-40.62%

Max Drawdown (10Y)

Largest decline over 10 years

-40.62%

Current Drawdown

Current decline from peak

-0.03%

-71.62%

+71.59%

Average Drawdown

Average peak-to-trough decline

-19.24%

-26.97%

+7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

49.36%

-42.56%

Volatility

SMMIX vs. MSTY - Volatility Comparison

The current volatility for Invesco Summit Fund (SMMIX) is 8.60%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.32%. This indicates that SMMIX experiences smaller price fluctuations and is considered to be less risky than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SMMIXMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.60%

19.32%

-10.72%

Volatility (6M)

Calculated over the trailing 6-month period

16.98%

49.66%

-32.68%

Volatility (1Y)

Calculated over the trailing 1-year period

21.56%

62.02%

-40.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.28%

71.82%

-47.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.03%

71.82%

-48.79%

SMMIX vs. MSTY - Expense Ratio Comparison

SMMIX has a 0.84% expense ratio, which is lower than MSTY's 0.99% expense ratio.


Dividends

SMMIX vs. MSTY - Dividend Comparison

SMMIX's dividend yield for the trailing twelve months is around 13.51%, less than MSTY's 286.06% yield.


PositionTTM20252024202320222021202020192018201720162015
MSTY
YieldMax™ MSTR Option Income Strategy ETF
286.06%294.61%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMMIX
Invesco Summit Fund
13.51%14.78%2.01%0.00%10.02%20.10%6.46%8.44%12.16%3.77%6.28%6.88%

Frequently Asked Questions


SMMIX and MSTY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (19.32%) compared to SMMIX (8.60%). In terms of maximum drawdown, SMMIX dropped -69.64% vs MSTY's -71.79%.

SMMIX currently has the higher Sharpe Ratio (1.12 vs -1.08), 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.

Portfolio Optimizer

Find the right allocation for SMMIX and MSTY

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

Open Portfolio Optimizer