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SSFI vs. RYSE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSFI vs. RYSE - 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 Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE). The values are adjusted to include any dividend payments, if applicable.

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SSFI vs. RYSE - Yearly Performance Comparison


2026 (YTD)202520242023
SSFI
Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF
-0.11%6.62%1.10%0.53%
RYSE
Cboe Vest 10 Year Interest Rate Hedge ETF
2.52%-3.09%12.46%9.32%

Returns By Period

In the year-to-date period, SSFI achieves a -0.11% return, which is significantly lower than RYSE's 2.52% return.


SSFI

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

RYSE

1D
0.00%
1M
7.97%
YTD
2.52%
6M
5.48%
1Y
4.31%
3Y*
6.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSFI vs. RYSE - Expense Ratio Comparison

SSFI has a 0.81% expense ratio, which is lower than RYSE's 0.85% expense ratio.


Return for Risk

SSFI vs. RYSE — Risk / Return Rank

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

SSFI
SSFI Risk / Return Rank: 4343
Overall Rank
SSFI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SSFI Sortino Ratio Rank: 3838
Sortino Ratio Rank
SSFI Omega Ratio Rank: 3333
Omega Ratio Rank
SSFI Calmar Ratio Rank: 5858
Calmar Ratio Rank
SSFI Martin Ratio Rank: 4343
Martin Ratio Rank

RYSE
RYSE Risk / Return Rank: 1919
Overall Rank
RYSE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RYSE Sortino Ratio Rank: 2121
Sortino Ratio Rank
RYSE Omega Ratio Rank: 1919
Omega Ratio Rank
RYSE Calmar Ratio Rank: 1717
Calmar Ratio Rank
RYSE Martin Ratio Rank: 1515
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.

SSFI vs. RYSE - 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 Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE). 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.


SSFIRYSEDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.34

+0.45

Sortino ratio

Return per unit of downside risk

1.12

0.58

+0.54

Omega ratio

Gain probability vs. loss probability

1.14

1.06

+0.08

Calmar ratio

Return relative to maximum drawdown

1.51

0.25

+1.27

Martin ratio

Return relative to average drawdown

4.16

0.50

+3.66

SSFI vs. RYSE - Sharpe Ratio Comparison

The current SSFI Sharpe Ratio is 0.79, which is higher than the RYSE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SSFI and RYSE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSFIRYSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.34

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.43

-0.48

Correlation

The correlation between SSFI and RYSE is -0.83. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SSFI vs. RYSE - Dividend Comparison

SSFI's dividend yield for the trailing twelve months is around 3.38%, more than RYSE's 1.37% yield.


TTM20252024202320222021
SSFI
Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF
3.38%3.51%3.64%3.97%1.87%0.71%
RYSE
Cboe Vest 10 Year Interest Rate Hedge ETF
1.37%1.86%2.58%24.91%0.00%0.00%

Drawdowns

SSFI vs. RYSE - Drawdown Comparison

The maximum SSFI drawdown since its inception was -16.07%, smaller than the maximum RYSE drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for SSFI and RYSE.


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Drawdown Indicators


SSFIRYSEDifference

Max Drawdown

Largest peak-to-trough decline

-16.07%

-19.70%

+3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-8.23%

+5.62%

Current Drawdown

Current decline from peak

-2.57%

-7.83%

+5.26%

Average Drawdown

Average peak-to-trough decline

-7.78%

-9.25%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

4.06%

-3.11%

Volatility

SSFI vs. RYSE - Volatility Comparison

The current volatility for Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) is 1.60%, while Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) has a volatility of 4.62%. This indicates that SSFI experiences smaller price fluctuations and is considered to be less risky than RYSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSFIRYSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

4.62%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

8.01%

-5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

12.88%

-8.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.82%

15.33%

-9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.82%

15.33%

-9.51%