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TSYX vs. IFED
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSYX vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TSPY Lift ETF (TSYX) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

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TSYX vs. IFED - Yearly Performance Comparison


Returns By Period


TSYX

1D
0.91%
1M
-6.94%
YTD
6M
1Y
3Y*
5Y*
10Y*

IFED

1D
0.13%
1M
-5.40%
YTD
-10.58%
6M
-10.82%
1Y
5.31%
3Y*
14.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSYX vs. IFED - Expense Ratio Comparison

TSYX has a 0.98% expense ratio, which is higher than IFED's 0.45% expense ratio.


Return for Risk

TSYX vs. IFED — Risk / Return Rank

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

TSYX

IFED
IFED Risk / Return Rank: 1919
Overall Rank
IFED Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1818
Sortino Ratio Rank
IFED Omega Ratio Rank: 1919
Omega Ratio Rank
IFED Calmar Ratio Rank: 1919
Calmar Ratio Rank
IFED Martin Ratio Rank: 1919
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.

TSYX vs. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TSPY Lift ETF (TSYX) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TSYX vs. IFED - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYXIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.46

0.58

-2.04

Correlation

The correlation between TSYX and IFED is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TSYX vs. IFED - Dividend Comparison

TSYX's dividend yield for the trailing twelve months is around 3.74%, while IFED has not paid dividends to shareholders.


Drawdowns

TSYX vs. IFED - Drawdown Comparison

The maximum TSYX drawdown since its inception was -13.39%, smaller than the maximum IFED drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for TSYX and IFED.


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Drawdown Indicators


TSYXIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-22.36%

+8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

Current Drawdown

Current decline from peak

-9.04%

-12.41%

+3.37%

Average Drawdown

Average peak-to-trough decline

-3.84%

-5.71%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

Volatility

TSYX vs. IFED - Volatility Comparison


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Volatility by Period


TSYXIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

Volatility (1Y)

Calculated over the trailing 1-year period

20.16%

18.80%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.16%

19.71%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

19.71%

+0.45%