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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.

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Returns By Period

In the year-to-date period, SMMIX achieves a 4.94% return, which is significantly higher than MSTY's -32.32% return.


SMMIX

1D
-2.14%
1M
-0.26%
6M
2.51%
YTD
4.94%
1Y
11.84%
3Y*
18.04%
5Y*
6.99%
10Y*
14.91%

MSTY

1D
5.01%
1M
-19.42%
6M
-39.20%
YTD
-32.32%
1Y
-73.07%
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
4.94%11.08%24.77%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-32.32%-42.71%212.16%

Correlation

The correlation between SMMIX and MSTY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.46

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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: 1010
Overall Rank
SMMIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SMMIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
SMMIX Omega Ratio Rank: 1010
Omega Ratio Rank
SMMIX Calmar Ratio Rank: 99
Calmar Ratio Rank
SMMIX Martin Ratio Rank: 1010
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTY Omega Ratio Rank: 00
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

+1.69

Sortino ratioReturn per unit of downside risk

+3.18

Omega ratioGain probability vs. loss probability

1.11

0.75

+0.36

Calmar ratioReturn relative to maximum drawdown

0.62

-0.95

+1.57

Martin ratioReturn relative to average drawdown

1.81

-1.39

+3.21

SMMIX vs. MSTY - Sharpe Ratio Comparison

The current SMMIX Sharpe Ratio is 0.55, which is higher than the MSTY Sharpe Ratio of -1.13. 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.


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Drawdowns

SMMIX vs. MSTY - Drawdown Comparison

The maximum SMMIX drawdown since its inception was -69.64%, smaller than the maximum MSTY drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for SMMIX and MSTY.


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Drawdown Indicators


SMMIXMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-69.64%

-77.40%

+7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.95%

-77.40%

+57.45%

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

-4.31%

-73.39%

+69.08%

Average Drawdown

Average peak-to-trough decline

-19.22%

-28.09%

+8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.84%

52.39%

-45.55%

Volatility

SMMIX vs. MSTY - Volatility Comparison

The current volatility for Invesco Summit Fund (SMMIX) is 9.55%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 24.03%. 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.


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Volatility by Period


SMMIXMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.55%

24.03%

-14.48%

Volatility (6M)

Calculated over the trailing 6-month period

18.04%

53.10%

-35.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.49%

64.71%

-42.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.48%

72.33%

-47.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.08%

72.33%

-49.25%

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 14.08%, less than MSTY's 275.62% yield.


PositionTTM20252024202320222021202020192018201720162015
MSTY
YieldMax™ MSTR Option Income Strategy ETF
275.62%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
14.08%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 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (24.03%) compared to SMMIX (9.55%). In terms of maximum drawdown, SMMIX dropped -69.64% vs MSTY's -77.40%.

SMMIX currently has the higher Sharpe Ratio (0.55 vs -1.13), 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.

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