XCOR vs. SPIT

Last updated Aug 5, 2026

XCOR (Fundx ETF) and SPIT (F/m Emerald Special Situations ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their 0.79 correlation means they have sometimes moved together and sometimes differently. XCOR charges 1.27%/yr vs 0.89%/yr for SPIT.

Performance

XCOR vs. SPIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundx ETF (XCOR) and F/m Emerald Special Situations ETF (SPIT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XCOR achieves a 11.62% return, which is significantly lower than SPIT's 30.99% return.

XCOR

• 1D: 2.74%
• 1M: 2.45%
• 6M: 10.43%
• YTD: 11.62%
• 1Y: 21.06%
• 3Y*: 21.04%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.38%

SPIT

• 1D: 3.20%
• 1M: -0.04%
• 6M: 20.96%
• YTD: 30.99%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SPIT F/m Emerald Special Situations ETF	$212.48K	$267.82K	$195.32K
XCOR Fundx ETF	$177.01K	$116.94K	$138.58K

XCOR vs. SPIT - Yearly Performance Comparison

	2026 (YTD)	2025
XCOR Fundx ETF	11.62%	2.63%
SPIT F/m Emerald Special Situations ETF	30.99%	5.31%

Correlation

The correlation between XCOR and SPIT is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025	0.79

Return for Risk

XCOR vs. SPIT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XCOR

XCOR Risk / Return Rank: 49
XCOR Sharpe Ratio Rank: 47
XCOR Sortino Ratio Rank: 46
XCOR Omega Ratio Rank: 45
XCOR Calmar Ratio Rank: 51
XCOR Martin Ratio Rank: 55

SPIT

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XCOR vs. SPIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundx ETF (XCOR) and F/m Emerald Special Situations ETF (SPIT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XCOR	SPIT	Difference
Sharpe ratio: Return per unit of total volatility	1.34	—	—
Sortino ratio: Return per unit of downside risk	1.91	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	2.09	—	—
Martin ratio: Return relative to average drawdown	7.36	—	—

Drawdowns

XCOR vs. SPIT - Drawdown Comparison

The maximum XCOR drawdown since its inception was -22.54%, which is greater than SPIT's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for XCOR and SPIT.

Drawdown Indicators

	XCOR	SPIT	Difference
Max Drawdown Largest peak-to-trough decline	-22.54%	-12.49%	-10.05%
Max Drawdown (1Y) Largest decline over 1 year	-10.10%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.54%	—	—
Current Drawdown Current decline from peak	-2.29%	-2.69%	+0.40%
Average Drawdown Average peak-to-trough decline	-3.16%	-2.87%	-0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	—	—

Volatility

Volatility by Period

	XCOR	SPIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.05%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.84%	26.75%	-10.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.44%	26.75%	-9.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.44%	26.75%	-9.31%

XCOR vs. SPIT - Expense Ratio Comparison

XCOR has a 1.27% expense ratio, which is higher than SPIT's 0.89% expense ratio.

Dividends

XCOR vs. SPIT - Dividend Comparison

XCOR's dividend yield for the trailing twelve months is around 0.38%, less than SPIT's 5.48% yield.

Position	TTM	2025	2024	2023	2022
SPIT F/m Emerald Special Situations ETF	5.48%	7.18%	0.00%	0.00%	0.00%
XCOR Fundx ETF	0.38%	0.43%	0.00%	0.95%	2.52%

Frequently Asked Questions

Can I hold both XCOR and SPIT in my portfolio?

XCOR and SPIT have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XCOR or SPIT?

On fees, SPIT is cheaper at 0.89% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XCOR or SPIT?

SPIT is cheaper with a 0.89% expense ratio, compared with 1.27% for XCOR.

Which ETF pays a higher dividend yield, XCOR or SPIT?

SPIT has the higher dividend yield at 5.48%, compared with 0.38% for XCOR.

What is the main difference between XCOR and SPIT?

They also come from different issuers: FundX and F/m. Their fees differ too: 1.27% for XCOR and 0.89% for SPIT.