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VIDI vs. TSLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIDI vs. TSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident International Equity Fund (VIDI) and YieldMax TSLA Option Income Strategy ETF (TSLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIDI achieves a 22.11% return, which is significantly higher than TSLY's -2.70% return.


VIDI

1D
-0.36%
1M
5.51%
YTD
22.11%
6M
25.01%
1Y
48.31%
3Y*
27.28%
5Y*
12.06%
10Y*
10.88%

TSLY

1D
-1.05%
1M
4.95%
YTD
-2.70%
6M
-3.20%
1Y
27.37%
3Y*
14.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIDI vs. TSLY - Yearly Performance Comparison


2026 (YTD)2025202420232022
VIDI
Vident International Equity Fund
22.11%41.83%6.03%18.92%1.52%
TSLY
YieldMax TSLA Option Income Strategy ETF
-2.70%13.62%27.83%50.69%-27.02%

Correlation

The correlation between VIDI and TSLY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2022

0.38

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Return for Risk

VIDI vs. TSLY — Risk / Return Rank

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

VIDI
VIDI Risk / Return Rank: 9090
Overall Rank
VIDI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 9292
Sortino Ratio Rank
VIDI Omega Ratio Rank: 9292
Omega Ratio Rank
VIDI Calmar Ratio Rank: 8686
Calmar Ratio Rank
VIDI Martin Ratio Rank: 8787
Martin Ratio Rank

TSLY
TSLY Risk / Return Rank: 2424
Overall Rank
TSLY Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TSLY Sortino Ratio Rank: 2222
Sortino Ratio Rank
TSLY Omega Ratio Rank: 2323
Omega Ratio Rank
TSLY Calmar Ratio Rank: 2727
Calmar Ratio Rank
TSLY Martin Ratio Rank: 2424
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.

VIDI vs. TSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident International Equity Fund (VIDI) and YieldMax TSLA Option Income Strategy ETF (TSLY). 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.


VIDITSLYDifference
Sharpe ratioReturn per unit of total volatility

+2.64

Sortino ratioReturn per unit of downside risk

+3.24

Omega ratioGain probability vs. loss probability

1.61

1.15

+0.46

Calmar ratioReturn relative to maximum drawdown

4.82

1.27

+3.55

Martin ratioReturn relative to average drawdown

18.57

3.10

+15.47

VIDI vs. TSLY - Sharpe Ratio Comparison

The current VIDI Sharpe Ratio is 3.37, which is higher than the TSLY Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VIDI and TSLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VIDITSLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.37

0.72

+2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.30

+0.13

Drawdowns

VIDI vs. TSLY - Drawdown Comparison

The maximum VIDI drawdown since its inception was -48.39%, roughly equal to the maximum TSLY drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for VIDI and TSLY.


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Drawdown Indicators


VIDITSLYDifference

Max Drawdown

Largest peak-to-trough decline

-48.39%

-49.52%

+1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-21.64%

+11.57%

Max Drawdown (3Y)

Largest decline over 3 years

-14.54%

-49.52%

+34.98%

Max Drawdown (5Y)

Largest decline over 5 years

-30.00%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

Current Drawdown

Current decline from peak

-1.39%

-9.03%

+7.64%

Average Drawdown

Average peak-to-trough decline

-10.38%

-19.99%

+9.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

8.95%

-6.34%

Volatility

VIDI vs. TSLY - Volatility Comparison

The current volatility for Vident International Equity Fund (VIDI) is 4.13%, while YieldMax TSLA Option Income Strategy ETF (TSLY) has a volatility of 10.02%. This indicates that VIDI experiences smaller price fluctuations and is considered to be less risky than TSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIDITSLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

10.02%

-5.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

22.40%

-10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

38.20%

-23.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

45.48%

-29.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

45.48%

-27.47%

VIDI vs. TSLY - Expense Ratio Comparison

VIDI has a 0.59% expense ratio, which is lower than TSLY's 1.07% expense ratio.


Dividends

VIDI vs. TSLY - Dividend Comparison

VIDI's dividend yield for the trailing twelve months is around 3.64%, less than TSLY's 86.88% yield.


PositionTTM20252024202320222021202020192018201720162015
TSLY
YieldMax TSLA Option Income Strategy ETF
86.88%91.19%82.30%76.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIDI
Vident International Equity Fund
3.64%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Frequently Asked Questions


VIDI and TSLY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLY has higher volatility (10.02%) compared to VIDI (4.13%). In terms of maximum drawdown, VIDI dropped -48.39% vs TSLY's -49.52%.

On 3-year performance, VIDI leads with 27.28% vs 14.39% for TSLY. On fees, VIDI is cheaper at 0.59% per year. On volatility, VIDI has been the lower-risk option at 4.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VIDI has performed better with a 27.28% return vs 14.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIDI is cheaper with a 0.59% expense ratio, compared with 1.07% for TSLY.

TSLY has the higher dividend yield at 86.88%, compared with 3.64% for VIDI.

VIDI is categorized as Foreign Large Cap Equities, while TSLY is Options Trading. They also come from different issuers: Vident and YieldMax. Their fees differ too: 0.59% for VIDI and 1.07% for TSLY.

VIDI currently has the higher Sharpe Ratio (3.37 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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