SSFI vs. RYSE
Compare and contrast key facts about Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) and Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE).
SSFI and RYSE 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. RYSE is an actively managed fund by Vest. It was launched on Feb 2, 2023.
Performance
SSFI vs. RYSE - Performance Comparison
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SSFI vs. RYSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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*
- —
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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
SSFI
RYSE
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.
| SSFI | RYSE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.34 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.58 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.06 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.25 | +1.27 |
Martin ratioReturn relative to average drawdown | 4.16 | 0.50 | +3.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSFI | RYSE | Difference | |
|---|---|---|---|
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.
| 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% |
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
| SSFI | RYSE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.57% | -7.83% | +5.26% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -9.25% | +1.47% |
Ulcer IndexDepth 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
| SSFI | RYSE | Difference | |
|---|---|---|---|
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% |