YFYA vs. BUXX

Last updated Aug 5, 2026

YFYA (Yields for You Income Strategy A ETF) and BUXX (Strive Enhanced Income Short Maturity ETF) are both Ultrashort Bond funds. Both are actively managed. Over the past year, YFYA returned 4.43% vs 4.01% for BUXX. Their 0.12 correlation means their historical movements had little consistent relationship. YFYA charges 1.16%/yr vs 0.26%/yr for BUXX.

Performance

YFYA vs. BUXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yields for You Income Strategy A ETF (YFYA) and Strive Enhanced Income Short Maturity ETF (BUXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with YFYA having a 2.40% return and BUXX slightly lower at 2.32%.

YFYA

• 1D: 0.36%
• 1M: 0.51%
• 6M: 1.60%
• YTD: 2.40%
• 1Y: 4.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.28%

BUXX

• 1D: 0.07%
• 1M: 0.27%
• 6M: 1.91%
• YTD: 2.32%
• 1Y: 4.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.45%

*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)
BUXX Strive Enhanced Income Short Maturity ETF	$3.64M	$4.75M	$5.28M
YFYA Yields for You Income Strategy A ETF	$115.78K	$95.47K	$137.11K

YFYA vs. BUXX - Yearly Performance Comparison

	2026 (YTD)	2025
YFYA Yields for You Income Strategy A ETF	2.40%	2.52%
BUXX Strive Enhanced Income Short Maturity ETF	2.32%	4.37%

Correlation

The correlation between YFYA and BUXX is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.05
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025	0.12

Return for Risk

YFYA vs. BUXX — Risk / Return Rank

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

YFYA

YFYA Risk / Return Rank: 59
YFYA Sharpe Ratio Rank: 43
YFYA Sortino Ratio Rank: 43
YFYA Omega Ratio Rank: 64
YFYA Calmar Ratio Rank: 70
YFYA Martin Ratio Rank: 75

BUXX

BUXX Risk / Return Rank: 97
BUXX Sharpe Ratio Rank: 96
BUXX Sortino Ratio Rank: 97
BUXX Omega Ratio Rank: 97
BUXX Calmar Ratio Rank: 98
BUXX Martin Ratio Rank: 98

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.

YFYA vs. BUXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yields for You Income Strategy A ETF (YFYA) and Strive Enhanced Income Short Maturity ETF (BUXX). 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.

	YFYA	BUXX	Difference
Sharpe ratio: Return per unit of total volatility	1.23	3.16	-1.93
Sortino ratio: Return per unit of downside risk	1.79	5.03	-3.24
Omega ratio: Gain probability vs. loss probability	1.31	1.74	-0.42
Calmar ratio: Return relative to maximum drawdown	2.76	13.66	-10.90
Martin ratio: Return relative to average drawdown	10.82	50.01	-39.18

YFYA vs. BUXX - Sharpe Ratio Comparison

The current YFYA Sharpe Ratio is 1.23, which is lower than the BUXX Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of YFYA and BUXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

YFYA vs. BUXX - Drawdown Comparison

The maximum YFYA drawdown since its inception was -2.29%, which is greater than BUXX's maximum drawdown of -0.60%. Use the drawdown chart below to compare losses from any high point for YFYA and BUXX.

Drawdown Indicators

	YFYA	BUXX	Difference
Max Drawdown Largest peak-to-trough decline	-2.29%	-0.60%	-1.69%
Max Drawdown (1Y) Largest decline over 1 year	-1.61%	-0.29%	-1.32%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.36%	-0.05%	-0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.41%	0.08%	+0.33%

Volatility

YFYA vs. BUXX - Volatility Comparison

Yields for You Income Strategy A ETF (YFYA) has a higher volatility of 0.69% compared to Strive Enhanced Income Short Maturity ETF (BUXX) at 0.24%. This indicates that YFYA's price experiences larger fluctuations and is considered to be riskier than BUXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YFYA	BUXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.69%	0.24%	+0.45%
Volatility (6M) Calculated over the trailing 6-month period	3.42%	0.86%	+2.56%
Volatility (1Y) Calculated over the trailing 1-year period	3.61%	1.27%	+2.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.49%	1.46%	+2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.49%	1.46%	+2.03%

YFYA vs. BUXX - Expense Ratio Comparison

YFYA has a 1.16% expense ratio, which is higher than BUXX's 0.26% expense ratio.

Dividends

YFYA vs. BUXX - Dividend Comparison

YFYA's dividend yield for the trailing twelve months is around 5.19%, more than BUXX's 4.68% yield.

Position	TTM	2025	2024	2023
BUXX Strive Enhanced Income Short Maturity ETF	4.68%	4.95%	5.55%	1.92%
YFYA Yields for You Income Strategy A ETF	5.19%	3.67%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YFYA and BUXX in my portfolio?

YFYA and BUXX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YFYA or BUXX?

YFYA has higher volatility (0.69%) compared to BUXX (0.24%). In terms of maximum drawdown, YFYA dropped -2.29% vs BUXX's -0.60%.

Which ETF is better, YFYA or BUXX?

On 1-year performance, YFYA leads with 4.43% vs 4.01% for BUXX. On fees, BUXX is cheaper at 0.26% per year. On volatility, BUXX has been the lower-risk option at 0.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YFYA or BUXX?

Over the 1-year period, YFYA has performed better with a 4.43% return vs 4.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YFYA or BUXX?

BUXX is cheaper with a 0.26% expense ratio, compared with 1.16% for YFYA.

Which ETF pays a higher dividend yield, YFYA or BUXX?

YFYA has the higher dividend yield at 5.19%, compared with 4.68% for BUXX.

What is the main difference between YFYA and BUXX?

They also come from different issuers: Teucrium and Strive. Their fees differ too: 1.16% for YFYA and 0.26% for BUXX.

Which has better risk-adjusted returns?

BUXX currently has the higher Sharpe Ratio (3.16 vs 1.23), 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.