YFYA vs. VRIG

Last updated Jun 4, 2026

YFYA (Yields for You Income Strategy A ETF) and VRIG (Invesco Variable Rate Investment Grade ETF) are both Ultrashort Bond funds. Both are actively managed. Over the past year, YFYA returned 5.38% vs 4.99% for VRIG. At a 0.06 correlation, their price movements are largely independent. YFYA charges 1.16%/yr vs 0.30%/yr for VRIG.

Performance

YFYA vs. VRIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yields for You Income Strategy A ETF (YFYA) and Invesco Variable Rate Investment Grade ETF (VRIG). 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 VRIG's 1.81% return.

YFYA

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

VRIG

• 1D: 0.02%
• 1M: 0.39%
• YTD: 1.81%
• 6M: 2.20%
• 1Y: 4.99%
• 3Y*: 5.98%
• 5Y*: 4.42%
• 10Y*: —

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

YFYA vs. VRIG - Yearly Performance Comparison

	2026 (YTD)	2025
YFYA Yields for You Income Strategy A ETF	2.34%	2.88%
VRIG Invesco Variable Rate Investment Grade ETF	1.81%	4.60%

Correlation

The correlation between YFYA and VRIG is -0.01, 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	-0.01
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	0.06

YFYA vs. VRIG - Sectors Allocation Comparison

Sectors	YFYA	VRIG
Technology	36.9%	0.4%
Consumer Cyclical	12.2%	3.0%
Communication Services	11.1%	-
Healthcare	9.2%	-
Industrials	8.4%	0.0%
Consumer Defensive	8.3%	0.7%
Financial Services	5.1%	23.3%
Utilities	3.7%	0.1%
Energy	1.9%	-
Real Estate	1.9%	0.3%
Basic Materials	1.4%	0.8%

Return for Risk

YFYA vs. VRIG — 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

VRIG

VRIG Risk / Return Rank: 99
VRIG Sharpe Ratio Rank: 99
VRIG Sortino Ratio Rank: 100
VRIG Omega Ratio Rank: 99
VRIG Calmar Ratio Rank: 100
VRIG Martin Ratio Rank: 100

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. VRIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yields for You Income Strategy A ETF (YFYA) and Invesco Variable Rate Investment Grade ETF (VRIG). 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	VRIG	Difference
Sharpe ratio: Return per unit of total volatility	1.50	10.15	-8.65
Sortino ratio: Return per unit of downside risk	2.21	24.59	-22.38
Omega ratio: Gain probability vs. loss probability	1.40	5.38	-3.98
Calmar ratio: Return relative to maximum drawdown	3.35	62.75	-59.40
Martin ratio: Return relative to average drawdown	15.29	320.64	-305.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YFYA vs. VRIG - Sharpe Ratio Comparison

The current YFYA Sharpe Ratio is 1.50, which is lower than the VRIG Sharpe Ratio of 10.15. The chart below compares the historical Sharpe Ratios of YFYA and VRIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	YFYA	VRIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	10.15	-8.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	3.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	0.91	+0.19

Drawdowns

YFYA vs. VRIG - Drawdown Comparison

The maximum YFYA drawdown since its inception was -2.29%, smaller than the maximum VRIG drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for YFYA and VRIG.

Drawdown Indicators

	YFYA	VRIG	Difference
Max Drawdown Largest peak-to-trough decline	-2.29%	-13.04%	+10.75%
Max Drawdown (1Y) Largest decline over 1 year	-1.61%	-0.08%	-1.53%
Max Drawdown (3Y) Largest decline over 3 years	—	-0.78%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-2.28%	—
Current Drawdown Current decline from peak	0.00%	-0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.33%	-0.27%	-0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.35%	0.02%	+0.33%

Volatility

YFYA vs. VRIG - Volatility Comparison

Yields for You Income Strategy A ETF (YFYA) has a higher volatility of 1.14% compared to Invesco Variable Rate Investment Grade ETF (VRIG) at 0.11%. This indicates that YFYA's price experiences larger fluctuations and is considered to be riskier than VRIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YFYA	VRIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.14%	0.11%	+1.03%
Volatility (6M) Calculated over the trailing 6-month period	3.35%	0.36%	+2.99%
Volatility (1Y) Calculated over the trailing 1-year period	3.59%	0.49%	+3.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.59%	1.29%	+2.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.59%	3.80%	-0.21%

YFYA vs. VRIG - Expense Ratio Comparison

YFYA has a 1.16% expense ratio, which is higher than VRIG's 0.30% expense ratio.

Dividends

YFYA vs. VRIG - Dividend Comparison

YFYA's dividend yield for the trailing twelve months is around 5.14%, more than VRIG's 4.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
VRIG Invesco Variable Rate Investment Grade ETF	4.79%	4.99%	6.09%	5.97%	2.39%	0.78%	1.57%	3.12%	2.89%	2.31%	0.60%
YFYA Yields for You Income Strategy A ETF	5.14%	3.67%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YFYA and VRIG in my portfolio?

YFYA and VRIG have a correlation of -0.01, 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 VRIG?

YFYA has higher volatility (1.14%) compared to VRIG (0.11%). In terms of maximum drawdown, YFYA dropped -2.29% vs VRIG's -13.04%.

Which ETF is better, YFYA or VRIG?

On 1-year performance, YFYA leads with 5.38% vs 4.99% for VRIG. On fees, VRIG is cheaper at 0.30% per year. On volatility, VRIG has been the lower-risk option at 0.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YFYA or VRIG?

Over the 1-year period, YFYA has performed better with a 5.38% return vs 4.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YFYA or VRIG?

VRIG is cheaper with a 0.30% expense ratio, compared with 1.16% for YFYA.

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

YFYA has the higher dividend yield at 5.14%, compared with 4.79% for VRIG.

What is the main difference between YFYA and VRIG?

They also come from different issuers: Teucrium and Invesco. Their fees differ too: 1.16% for YFYA and 0.30% for VRIG.

Which has better risk-adjusted returns?

VRIG currently has the higher Sharpe Ratio (10.15 vs 1.50), 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.