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YALL vs. SPAXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YALL vs. SPAXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Fidelity Government Money Market Fund (SPAXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YALL achieves a -0.86% return, which is significantly lower than SPAXX's 1.37% return.


YALL

1D
0.72%
1M
-3.63%
YTD
-0.86%
6M
-1.72%
1Y
6.38%
3Y*
19.86%
5Y*
10Y*

SPAXX

1D
0.00%
1M
0.28%
YTD
1.37%
6M
1.67%
1Y
3.66%
3Y*
2.42%
5Y*
1.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YALL vs. SPAXX - Yearly Performance Comparison


2026 (YTD)2025202420232022
YALL
God Bless America ETF
-0.86%14.36%29.99%40.74%8.04%
SPAXX
Fidelity Government Money Market Fund
1.37%3.96%1.54%0.41%0.00%

Correlation

The correlation between YALL and SPAXX is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2022

0.04

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Return for Risk

YALL vs. SPAXX — Risk / Return Rank

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

YALL
YALL Risk / Return Rank: 1616
Overall Rank
YALL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 1515
Sortino Ratio Rank
YALL Omega Ratio Rank: 1414
Omega Ratio Rank
YALL Calmar Ratio Rank: 1717
Calmar Ratio Rank
YALL Martin Ratio Rank: 1717
Martin Ratio Rank

SPAXX

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

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.

YALL vs. SPAXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Fidelity Government Money Market Fund (SPAXX). 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.


YALLSPAXXDifference
Sharpe ratioReturn per unit of total volatility

-3.27

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.56

Martin ratioReturn relative to average drawdown

1.56

YALL vs. SPAXX - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.38, which is lower than the SPAXX Sharpe Ratio of 3.65. The chart below compares the historical Sharpe Ratios of YALL and SPAXX, 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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Drawdowns

YALL vs. SPAXX - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, which is greater than SPAXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for YALL and SPAXX.


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Drawdown Indicators


YALLSPAXXDifference

Max Drawdown

Largest peak-to-trough decline

-19.72%

0.00%

-19.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

0.00%

-9.42%

Max Drawdown (3Y)

Largest decline over 3 years

-19.72%

0.00%

-19.72%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Current Drawdown

Current decline from peak

-5.30%

0.00%

-5.30%

Average Drawdown

Average peak-to-trough decline

-2.95%

0.00%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

0.00%

+3.36%

Volatility

YALL vs. SPAXX - Volatility Comparison

God Bless America ETF (YALL) has a higher volatility of 4.31% compared to Fidelity Government Money Market Fund (SPAXX) at 0.28%. This indicates that YALL's price experiences larger fluctuations and is considered to be riskier than SPAXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YALLSPAXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

0.28%

+4.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

0.66%

+9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

1.03%

+12.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

0.69%

+16.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

0.69%

+16.79%

YALL vs. SPAXX - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than SPAXX's 0.42% expense ratio.


Dividends

YALL vs. SPAXX - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.50%, less than SPAXX's 3.59% yield.


PositionTTM2025202420232022
SPAXX
Fidelity Government Money Market Fund
3.59%3.88%1.53%0.41%0.00%
YALL
God Bless America ETF
0.50%0.49%0.50%3.51%0.19%

Frequently Asked Questions


YALL and SPAXX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YALL has higher volatility (4.31%) compared to SPAXX (0.28%). In terms of maximum drawdown, YALL dropped -19.72% vs SPAXX's 0.00%.

SPAXX currently has the higher Sharpe Ratio (3.65 vs 0.38), 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

Find the right allocation for YALL and SPAXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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