XFLX vs. GHMS

Last updated Apr 1, 2026

Compare and contrast key facts about FundX Flexible ETF (XFLX) and Goose Hollow Multi-Strategy Income ETF (GHMS).

XFLX and GHMS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XFLX is an actively managed fund by FundX. It was launched on Jul 1, 2002. GHMS is an actively managed fund by Goose Hollow. It was launched on Nov 14, 2023.

Performance

XFLX vs. GHMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FundX Flexible ETF (XFLX) and Goose Hollow Multi-Strategy Income ETF (GHMS). The values are adjusted to include any dividend payments, if applicable.

XFLX vs. GHMS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XFLX FundX Flexible ETF	-0.46%	2.56%	4.01%	3.51%
GHMS Goose Hollow Multi-Strategy Income ETF	0.00%	5.52%	2.30%	3.77%

Returns By Period

XFLX

• 1D: 0.72%
• 1M: -1.88%
• YTD: -0.46%
• 6M: 0.09%
• 1Y: 2.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GHMS

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: -1.26%
• 1Y: 2.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XFLX vs. GHMS - Expense Ratio Comparison

XFLX has a 1.17% expense ratio, which is lower than GHMS's 1.20% expense ratio.

GHMS

Goose Hollow Multi-Strategy Income ETF

XFLX

FundX Flexible ETF

Return for Risk

XFLX vs. GHMS — Risk / Return Rank

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

XFLX

XFLX Risk / Return Rank: 24
XFLX Sharpe Ratio Rank: 25
XFLX Sortino Ratio Rank: 23
XFLX Omega Ratio Rank: 27
XFLX Calmar Ratio Rank: 22
XFLX Martin Ratio Rank: 25

GHMS

GHMS Risk / Return Rank: 34
GHMS Sharpe Ratio Rank: 30
GHMS Sortino Ratio Rank: 26
GHMS Omega Ratio Rank: 30
GHMS Calmar Ratio Rank: 46
GHMS Martin Ratio Rank: 40

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.

XFLX vs. GHMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FundX Flexible ETF (XFLX) and Goose Hollow Multi-Strategy Income ETF (GHMS). 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.

	XFLX	GHMS	Difference
Sharpe ratio Return per unit of total volatility	0.45	0.57	-0.12
Sortino ratio Return per unit of downside risk	0.64	0.81	-0.17
Omega ratio Gain probability vs. loss probability	1.11	1.13	-0.02
Calmar ratio Return relative to maximum drawdown	0.47	1.22	-0.76
Martin ratio Return relative to average drawdown	1.91	3.82	-1.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XFLX vs. GHMS - Sharpe Ratio Comparison

The current XFLX Sharpe Ratio is 0.45, which is comparable to the GHMS Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of XFLX and GHMS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XFLX	GHMS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	0.57	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.97	-0.11

Correlation

The correlation between XFLX and GHMS is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XFLX vs. GHMS - Dividend Comparison

XFLX's dividend yield for the trailing twelve months is around 9.84%, more than GHMS's 1.69% yield.

	TTM	2025	2024	2023
XFLX FundX Flexible ETF	9.84%	9.80%	4.55%	4.05%
GHMS Goose Hollow Multi-Strategy Income ETF	1.69%	1.69%	4.48%	0.29%

Drawdowns

XFLX vs. GHMS - Drawdown Comparison

The maximum XFLX drawdown since its inception was -6.54%, which is greater than GHMS's maximum drawdown of -4.73%. Use the drawdown chart below to compare losses from any high point for XFLX and GHMS.

Drawdown Indicators

	XFLX	GHMS	Difference
Max Drawdown Largest peak-to-trough decline	-6.54%	-4.73%	-1.81%
Max Drawdown (1Y) Largest decline over 1 year	-4.97%	-4.61%	-0.36%
Current Drawdown Current decline from peak	-2.04%	-2.44%	+0.40%
Average Drawdown Average peak-to-trough decline	-0.95%	-1.11%	+0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.22%	1.50%	-0.28%

Volatility

XFLX vs. GHMS - Volatility Comparison

FundX Flexible ETF (XFLX) has a higher volatility of 2.12% compared to Goose Hollow Multi-Strategy Income ETF (GHMS) at 0.00%. This indicates that XFLX's price experiences larger fluctuations and is considered to be riskier than GHMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XFLX	GHMS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.12%	0.00%	+2.12%
Volatility (6M) Calculated over the trailing 6-month period	2.85%	3.89%	-1.04%
Volatility (1Y) Calculated over the trailing 1-year period	5.27%	6.65%	-1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.74%	5.57%	-0.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.74%	5.57%	-0.83%