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SPIT vs. ZHOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPIT vs. ZHOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Emerald Special Situations ETF (SPIT) and F/m Opportunistic Income ETF (ZHOG). The values are adjusted to include any dividend payments, if applicable.

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SPIT vs. ZHOG - Yearly Performance Comparison


2026 (YTD)2025
SPIT
F/m Emerald Special Situations ETF
2.31%5.20%
ZHOG
F/m Opportunistic Income ETF
-0.08%1.07%

Returns By Period

In the year-to-date period, SPIT achieves a 2.31% return, which is significantly higher than ZHOG's -0.08% return.


SPIT

1D
4.68%
1M
-6.38%
YTD
2.31%
6M
1Y
3Y*
5Y*
10Y*

ZHOG

1D
0.31%
1M
-0.81%
YTD
-0.08%
6M
1.03%
1Y
4.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPIT vs. ZHOG - Expense Ratio Comparison

SPIT has a 0.89% expense ratio, which is higher than ZHOG's 0.43% expense ratio.


Return for Risk

SPIT vs. ZHOG — Risk / Return Rank

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

SPIT

ZHOG
ZHOG Risk / Return Rank: 8686
Overall Rank
ZHOG Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ZHOG Sortino Ratio Rank: 9090
Sortino Ratio Rank
ZHOG Omega Ratio Rank: 9494
Omega Ratio Rank
ZHOG Calmar Ratio Rank: 7777
Calmar Ratio Rank
ZHOG Martin Ratio Rank: 7777
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.

SPIT vs. ZHOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Special Situations ETF (SPIT) and F/m Opportunistic Income ETF (ZHOG). 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.

SPIT vs. ZHOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPITZHOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.60

-1.00

Correlation

The correlation between SPIT and ZHOG is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPIT vs. ZHOG - Dividend Comparison

SPIT's dividend yield for the trailing twelve months is around 7.02%, more than ZHOG's 5.60% yield.


TTM202520242023
SPIT
F/m Emerald Special Situations ETF
7.02%7.18%0.00%0.00%
ZHOG
F/m Opportunistic Income ETF
5.60%5.35%5.50%1.70%

Drawdowns

SPIT vs. ZHOG - Drawdown Comparison

The maximum SPIT drawdown since its inception was -12.49%, which is greater than ZHOG's maximum drawdown of -3.66%. Use the drawdown chart below to compare losses from any high point for SPIT and ZHOG.


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Drawdown Indicators


SPITZHOGDifference

Max Drawdown

Largest peak-to-trough decline

-12.49%

-3.66%

-8.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.20%

Current Drawdown

Current decline from peak

-8.39%

-0.83%

-7.56%

Average Drawdown

Average peak-to-trough decline

-3.00%

-0.73%

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

Volatility

SPIT vs. ZHOG - Volatility Comparison


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Volatility by Period


SPITZHOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

Volatility (6M)

Calculated over the trailing 6-month period

1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

2.31%

+25.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.61%

4.13%

+23.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.61%

4.13%

+23.48%