SMYY vs. SAUG

Last updated Apr 1, 2026

Compare and contrast key facts about GraniteShares YieldBOOST SMCI ETF (SMYY) and FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG).

SMYY and SAUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMYY is managed by GraniteShares. SAUG is an actively managed fund by FT Vest. It was launched on Aug 17, 2023.

Performance

SMYY vs. SAUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST SMCI ETF (SMYY) and FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG). The values are adjusted to include any dividend payments, if applicable.

SMYY vs. SAUG - Yearly Performance Comparison

	2026 (YTD)	2025
SMYY GraniteShares YieldBOOST SMCI ETF	-3.06%	-27.52%
SAUG FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August	0.92%	1.88%

Returns By Period

In the year-to-date period, SMYY achieves a -3.06% return, which is significantly lower than SAUG's 0.92% return.

SMYY

• 1D: 2.49%
• 1M: -5.82%
• YTD: -3.06%
• 6M: -29.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SAUG

• 1D: 1.72%
• 1M: -1.82%
• YTD: 0.92%
• 6M: 2.82%
• 1Y: 14.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SMYY vs. SAUG - Expense Ratio Comparison

SMYY has a 1.07% expense ratio, which is higher than SAUG's 0.90% expense ratio.

SMYY

GraniteShares YieldBOOST SMCI ETF

SAUG

FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August

Return for Risk

SMYY vs. SAUG — Risk / Return Rank

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

SAUG

SAUG Risk / Return Rank: 66
SAUG Sharpe Ratio Rank: 62
SAUG Sortino Ratio Rank: 66
SAUG Omega Ratio Rank: 61
SAUG Calmar Ratio Rank: 65
SAUG Martin Ratio Rank: 74

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.

SMYY vs. SAUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SMCI ETF (SMYY) and FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG). 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

	SMYY	SAUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.13	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.45	0.85	-2.30

Correlation

The correlation between SMYY and SAUG is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SMYY vs. SAUG - Dividend Comparison

SMYY's dividend yield for the trailing twelve months is around 117.41%, while SAUG has not paid dividends to shareholders.

	TTM	2025
SMYY GraniteShares YieldBOOST SMCI ETF	117.41%	53.33%
SAUG FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August	0.00%	0.00%

Drawdowns

SMYY vs. SAUG - Drawdown Comparison

The maximum SMYY drawdown since its inception was -36.84%, which is greater than SAUG's maximum drawdown of -14.62%. Use the drawdown chart below to compare losses from any high point for SMYY and SAUG.

Drawdown Indicators

	SMYY	SAUG	Difference
Max Drawdown Largest peak-to-trough decline	-36.84%	-14.62%	-22.22%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.35%	—
Current Drawdown Current decline from peak	-35.26%	-2.44%	-32.82%
Average Drawdown Average peak-to-trough decline	-23.05%	-2.38%	-20.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.79%	—

Volatility

Volatility by Period

	SMYY	SAUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.53%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.19%	12.71%	+22.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.19%	12.11%	+23.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.19%	12.11%	+23.08%