YFYA vs. CMBO

Last updated Jun 4, 2026

YFYA (Yields for You Income Strategy A ETF) and CMBO (Wayfinder Dynamic U.S. Interest Rate ETF) are both Ultrashort Bond funds. Both are actively managed. At a 0.07 correlation, their price movements are largely independent. YFYA charges 1.16%/yr vs 0.15%/yr for CMBO.

Performance

YFYA vs. CMBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yields for You Income Strategy A ETF (YFYA) and Wayfinder Dynamic U.S. Interest Rate ETF (CMBO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YFYA achieves a 2.34% return, which is significantly higher than CMBO's 1.59% return.

YFYA

• 1D: 0.41%
• 1M: 1.07%
• YTD: 2.34%
• 6M: 2.59%
• 1Y: 5.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CMBO

• 1D: 0.01%
• 1M: 0.31%
• YTD: 1.59%
• 6M: 1.96%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

YFYA vs. CMBO - Yearly Performance Comparison

	2026 (YTD)	2025
YFYA Yields for You Income Strategy A ETF	2.34%	0.65%
CMBO Wayfinder Dynamic U.S. Interest Rate ETF	1.59%	0.52%

Correlation

The correlation between YFYA and CMBO is 0.07, 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 (All Time) Calculated using the full available price history since Nov 5, 2025	0.07

Return for Risk

YFYA vs. CMBO — Risk / Return Rank

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

YFYA

YFYA Risk / Return Rank: 61
YFYA Sharpe Ratio Rank: 44
YFYA Sortino Ratio Rank: 45
YFYA Omega Ratio Rank: 67
YFYA Calmar Ratio Rank: 68
YFYA Martin Ratio Rank: 79

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.

YFYA vs. CMBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yields for You Income Strategy A ETF (YFYA) and Wayfinder Dynamic U.S. Interest Rate ETF (CMBO). 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.

	YFYA	CMBO	Difference
Sharpe ratio: Return per unit of total volatility	1.50	—	—
Sortino ratio: Return per unit of downside risk	2.21	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	3.35	—	—
Martin ratio: Return relative to average drawdown	15.29	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YFYA	CMBO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	9.84	-8.74

Drawdowns

YFYA vs. CMBO - Drawdown Comparison

The maximum YFYA drawdown since its inception was -2.29%, which is greater than CMBO's maximum drawdown of -0.22%. Use the drawdown chart below to compare losses from any high point for YFYA and CMBO.

Drawdown Indicators

	YFYA	CMBO	Difference
Max Drawdown Largest peak-to-trough decline	-2.29%	-0.22%	-2.07%
Max Drawdown (1Y) Largest decline over 1 year	-1.61%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.33%	-0.01%	-0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.35%	—	—

Volatility

Volatility by Period

	YFYA	CMBO	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.14%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.59%	0.38%	+3.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.59%	0.38%	+3.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.59%	0.38%	+3.21%

YFYA vs. CMBO - Expense Ratio Comparison

YFYA has a 1.16% expense ratio, which is higher than CMBO's 0.15% expense ratio.

Dividends

YFYA vs. CMBO - Dividend Comparison

YFYA's dividend yield for the trailing twelve months is around 5.14%, while CMBO has not paid dividends to shareholders.

Position	TTM	2025
CMBO Wayfinder Dynamic U.S. Interest Rate ETF	0.00%	0.00%
YFYA Yields for You Income Strategy A ETF	5.14%	3.67%

Frequently Asked Questions

Can I hold both YFYA and CMBO in my portfolio?

YFYA and CMBO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, YFYA or CMBO?

On fees, CMBO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, YFYA or CMBO?

CMBO is cheaper with a 0.15% expense ratio, compared with 1.16% for YFYA.

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

YFYA has the higher dividend yield at 5.14%, compared with 0.00% for CMBO.

What is the main difference between YFYA and CMBO?

They also come from different issuers: Teucrium and Wayfinder. Their fees differ too: 1.16% for YFYA and 0.15% for CMBO.