TSMY vs. VOO
Compare and contrast key facts about YieldMax TSM Option Income Strategy ETF (TSMY) and Vanguard S&P 500 ETF (VOO).
TSMY and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSMY is an actively managed fund by YieldMax. It was launched on Aug 20, 2024. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
TSMY vs. VOO - Performance Comparison
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TSMY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TSMY YieldMax TSM Option Income Strategy ETF | 10.01% | 41.00% | 8.15% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 5.22% |
Returns By Period
In the year-to-date period, TSMY achieves a 10.01% return, which is significantly higher than VOO's -4.42% return.
TSMY
- 1D
- 6.41%
- 1M
- -7.42%
- YTD
- 10.01%
- 6M
- 17.90%
- 1Y
- 81.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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TSMY vs. VOO - Expense Ratio Comparison
TSMY has a 0.99% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
TSMY vs. VOO — Risk / Return Rank
TSMY
VOO
TSMY vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax TSM Option Income Strategy ETF (TSMY) and Vanguard S&P 500 ETF (VOO). 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.
| TSMY | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.64 | 0.98 | +1.66 |
Sortino ratioReturn per unit of downside risk | 3.15 | 1.50 | +1.65 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.23 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 5.28 | 1.53 | +3.75 |
Martin ratioReturn relative to average drawdown | 18.28 | 7.29 | +10.99 |
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
| TSMY | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 0.98 | +1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.83 | +0.32 |
Correlation
The correlation between TSMY and VOO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TSMY vs. VOO - Dividend Comparison
TSMY's dividend yield for the trailing twelve months is around 57.85%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSMY YieldMax TSM Option Income Strategy ETF | 57.85% | 56.76% | 13.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
TSMY vs. VOO - Drawdown Comparison
The maximum TSMY drawdown since its inception was -31.15%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TSMY and VOO.
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Drawdown Indicators
| TSMY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.15% | -33.99% | +2.84% |
Max Drawdown (1Y)Largest decline over 1 year | -15.50% | -11.98% | -3.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -10.08% | -6.29% | -3.79% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -3.72% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 2.52% | +1.96% |
Volatility
TSMY vs. VOO - Volatility Comparison
YieldMax TSM Option Income Strategy ETF (TSMY) has a higher volatility of 12.70% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that TSMY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSMY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.70% | 5.29% | +7.41% |
Volatility (6M)Calculated over the trailing 6-month period | 23.05% | 9.44% | +13.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.08% | 18.10% | +12.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.42% | 16.82% | +16.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.42% | 17.99% | +15.43% |