TRIO vs. SPYA
TRIO (MC Trio Equity Buffered ETF) and SPYA (Twin Oak Endure ETF) are both Equity Hedged funds. Both are actively managed. Over the past year, TRIO returned 14.67% vs 20.68% for SPYA. Their correlation of 0.89 suggests significant overlap in exposure. TRIO charges 0.70%/yr vs 0.49%/yr for SPYA.
Performance
TRIO vs. SPYA - Performance Comparison
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Returns By Period
In the year-to-date period, TRIO achieves a 5.46% return, which is significantly lower than SPYA's 8.05% return.
TRIO
- 1D
- -0.17%
- 1M
- 1.73%
- YTD
- 5.46%
- 6M
- 6.09%
- 1Y
- 14.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYA
- 1D
- -0.66%
- 1M
- 5.09%
- YTD
- 8.05%
- 6M
- 7.32%
- 1Y
- 20.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TRIO vs. SPYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TRIO MC Trio Equity Buffered ETF | 5.46% | 8.73% |
SPYA Twin Oak Endure ETF | 8.05% | 11.69% |
Correlation
The correlation between TRIO and SPYA is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025 | 0.89 |
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Return for Risk
TRIO vs. SPYA — Risk / Return Rank
TRIO
SPYA
TRIO vs. SPYA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MC Trio Equity Buffered ETF (TRIO) and Twin Oak Endure ETF (SPYA). 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.
| TRIO | SPYA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.48 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | — | — |
| Martin ratioReturn relative to average drawdown | 16.55 | — | — |
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
| TRIO | SPYA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 1.87 | -0.52 |
Drawdowns
TRIO vs. SPYA - Drawdown Comparison
The maximum TRIO drawdown since its inception was -9.88%, roughly equal to the maximum SPYA drawdown of -9.51%. Use the drawdown chart below to compare losses from any high point for TRIO and SPYA.
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Drawdown Indicators
| TRIO | SPYA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.88% | -9.51% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -4.47% | -9.51% | +5.04% |
Current DrawdownCurrent decline from peak | -0.17% | -0.66% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -0.79% | -1.45% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | — | — |
Volatility
TRIO vs. SPYA - Volatility Comparison
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Volatility by Period
| TRIO | SPYA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.77% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.14% | 11.15% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.71% | 11.15% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.71% | 11.15% | -0.44% |
TRIO vs. SPYA - Expense Ratio Comparison
TRIO has a 0.70% expense ratio, which is higher than SPYA's 0.49% expense ratio.
Dividends
TRIO vs. SPYA - Dividend Comparison
TRIO's dividend yield for the trailing twelve months is around 8.54%, more than SPYA's 0.35% yield.
| Position | TTM | 2025 |
|---|---|---|
SPYA Twin Oak Endure ETF | 0.35% | 0.37% |
TRIO MC Trio Equity Buffered ETF | 8.54% | 9.01% |
Frequently Asked Questions
TRIO and SPYA have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, SPYA leads with 20.68% vs 14.67% for TRIO. On fees, SPYA is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SPYA has performed better with a 20.68% return vs 14.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPYA is cheaper with a 0.49% expense ratio, compared with 0.70% for TRIO.
TRIO has the higher dividend yield at 8.54%, compared with 0.35% for SPYA.
They also come from different issuers: ETF Architect and Twin Oak. Their fees differ too: 0.70% for TRIO and 0.49% for SPYA.
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