YMAG vs. AVIE

Last updated Apr 1, 2026

Compare and contrast key facts about YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and Avantis Inflation Focused Equity ETF (AVIE).

YMAG and AVIE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YMAG is an actively managed fund by YieldMax. It was launched on Jan 29, 2024. AVIE is an actively managed fund by Avantis. It was launched on Sep 27, 2022.

Performance

YMAG vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

YMAG vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	-9.13%	18.64%	36.05%
AVIE Avantis Inflation Focused Equity ETF	11.28%	11.37%	3.90%

Returns By Period

In the year-to-date period, YMAG achieves a -9.13% return, which is significantly lower than AVIE's 11.28% return.

YMAG

• 1D: 3.82%
• 1M: -3.95%
• YTD: -9.13%
• 6M: -6.36%
• 1Y: 25.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVIE

• 1D: 0.70%
• 1M: -2.00%
• YTD: 11.28%
• 6M: 16.70%
• 1Y: 15.15%
• 3Y*: 12.31%
• 5Y*: —
• 10Y*: —

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

YMAG vs. AVIE - Expense Ratio Comparison

YMAG has a 1.28% expense ratio, which is higher than AVIE's 0.25% expense ratio.

YMAG

YieldMax Magnificent 7 Fund of Option Income ETFs

AVIE

Avantis Inflation Focused Equity ETF

Return for Risk

YMAG vs. AVIE — Risk / Return Rank

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

YMAG

YMAG Risk / Return Rank: 69
YMAG Sharpe Ratio Rank: 69
YMAG Sortino Ratio Rank: 71
YMAG Omega Ratio Rank: 68
YMAG Calmar Ratio Rank: 71
YMAG Martin Ratio Rank: 65

AVIE

AVIE Risk / Return Rank: 54
AVIE Sharpe Ratio Rank: 59
AVIE Sortino Ratio Rank: 56
AVIE Omega Ratio Rank: 59
AVIE Calmar Ratio Rank: 55
AVIE Martin Ratio Rank: 42

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.

YMAG vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and Avantis Inflation Focused Equity ETF (AVIE). 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.

	YMAG	AVIE	Difference
Sharpe ratio Return per unit of total volatility	1.15	1.04	+0.11
Sortino ratio Return per unit of downside risk	1.70	1.44	+0.26
Omega ratio Gain probability vs. loss probability	1.24	1.22	+0.02
Calmar ratio Return relative to maximum drawdown	1.73	1.40	+0.33
Martin ratio Return relative to average drawdown	5.99	4.02	+1.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YMAG vs. AVIE - Sharpe Ratio Comparison

The current YMAG Sharpe Ratio is 1.15, which is comparable to the AVIE Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of YMAG and AVIE, 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

	YMAG	AVIE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	1.04	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	1.06	-0.15

Correlation

The correlation between YMAG and AVIE is 0.16, 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

YMAG vs. AVIE - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 55.67%, more than AVIE's 1.47% yield.

	TTM	2025	2024	2023	2022
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	55.67%	52.27%	35.22%	0.00%	0.00%
AVIE Avantis Inflation Focused Equity ETF	1.47%	1.75%	1.89%	3.72%	0.39%

Drawdowns

YMAG vs. AVIE - Drawdown Comparison

The maximum YMAG drawdown since its inception was -25.96%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for YMAG and AVIE.

Drawdown Indicators

	YMAG	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-25.96%	-12.39%	-13.57%
Max Drawdown (1Y) Largest decline over 1 year	-14.38%	-11.53%	-2.85%
Current Drawdown Current decline from peak	-11.11%	-2.09%	-9.02%
Average Drawdown Average peak-to-trough decline	-4.68%	-3.10%	-1.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.15%	4.02%	+0.13%

Volatility

YMAG vs. AVIE - Volatility Comparison

YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a higher volatility of 7.12% compared to Avantis Inflation Focused Equity ETF (AVIE) at 3.07%. This indicates that YMAG's price experiences larger fluctuations and is considered to be riskier than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YMAG	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.12%	3.07%	+4.05%
Volatility (6M) Calculated over the trailing 6-month period	12.73%	7.36%	+5.37%
Volatility (1Y) Calculated over the trailing 1-year period	22.27%	14.66%	+7.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.33%	13.10%	+8.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.33%	13.10%	+8.23%