SSFI vs. ILS

Last updated Apr 1, 2026

Compare and contrast key facts about Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) and Brookmont Catastrophic Bond ETF (ILS).

SSFI and ILS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SSFI is an actively managed fund by Day Hagan. It was launched on Sep 28, 2021. ILS is an actively managed fund by Brookmont. It was launched on Mar 31, 2025.

Performance

SSFI vs. ILS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) and Brookmont Catastrophic Bond ETF (ILS). The values are adjusted to include any dividend payments, if applicable.

SSFI vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF	-0.11%	3.34%
ILS Brookmont Catastrophic Bond ETF	1.04%	5.60%

Returns By Period

In the year-to-date period, SSFI achieves a -0.11% return, which is significantly lower than ILS's 1.04% return.

SSFI

• 1D: 0.43%
• 1M: -1.56%
• YTD: -0.11%
• 6M: 0.72%
• 1Y: 3.61%
• 3Y*: 2.93%
• 5Y*: —
• 10Y*: —

ILS

• 1D: 0.10%
• 1M: 0.27%
• YTD: 1.04%
• 6M: 2.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SSFI vs. ILS - Expense Ratio Comparison

SSFI has a 0.81% expense ratio, which is lower than ILS's 1.58% expense ratio.

ILS

Brookmont Catastrophic Bond ETF

SSFI

Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF

Return for Risk

SSFI vs. ILS — Risk / Return Rank

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

SSFI

SSFI Risk / Return Rank: 43
SSFI Sharpe Ratio Rank: 41
SSFI Sortino Ratio Rank: 38
SSFI Omega Ratio Rank: 33
SSFI Calmar Ratio Rank: 58
SSFI Martin Ratio Rank: 43

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.

SSFI vs. ILS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) and Brookmont Catastrophic Bond ETF (ILS). 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.

	SSFI	ILS	Difference
Sharpe ratio Return per unit of total volatility	0.79	—	—
Sortino ratio Return per unit of downside risk	1.12	—	—
Omega ratio Gain probability vs. loss probability	1.14	—	—
Calmar ratio Return relative to maximum drawdown	1.51	—	—
Martin ratio Return relative to average drawdown	4.16	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SSFI	ILS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	1.92	-1.97

Correlation

The correlation between SSFI and ILS is 0.00, 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

SSFI vs. ILS - Dividend Comparison

SSFI's dividend yield for the trailing twelve months is around 3.38%, less than ILS's 8.15% yield.

	TTM	2025	2024	2023	2022	2021
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF	3.38%	3.51%	3.64%	3.97%	1.87%	0.71%
ILS Brookmont Catastrophic Bond ETF	8.15%	6.06%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SSFI vs. ILS - Drawdown Comparison

The maximum SSFI drawdown since its inception was -16.07%, which is greater than ILS's maximum drawdown of -1.56%. Use the drawdown chart below to compare losses from any high point for SSFI and ILS.

Drawdown Indicators

	SSFI	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-16.07%	-1.56%	-14.51%
Max Drawdown (1Y) Largest decline over 1 year	-2.61%	—	—
Current Drawdown Current decline from peak	-2.57%	0.00%	-2.57%
Average Drawdown Average peak-to-trough decline	-7.78%	-0.28%	-7.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	—	—

Volatility

Volatility by Period

	SSFI	ILS	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.60%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.59%	3.53%	+1.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.82%	3.53%	+2.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.82%	3.53%	+2.29%