PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
YMAG vs. FEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

YMAG vs. FEPI - 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 REX FANG & Innovation Equity Premium Income ETF (FEPI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.90%
6.54%
YMAG
FEPI

Returns By Period


YMAG

YTD

N/A

1M

6.82%

6M

15.98%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

FEPI

YTD

15.69%

1M

1.48%

6M

6.12%

1Y

21.81%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


YMAGFEPI
Daily Std Dev19.25%15.77%
Max Drawdown-14.27%-14.17%
Current Drawdown-1.06%-2.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YMAG vs. FEPI - Expense Ratio Comparison

YMAG has a 1.28% expense ratio, which is higher than FEPI's 0.65% expense ratio.


YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
Expense ratio chart for YMAG: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
Expense ratio chart for FEPI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Correlation

-0.50.00.51.00.9

The correlation between YMAG and FEPI is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

YMAG vs. FEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and REX FANG & Innovation Equity Premium Income ETF (FEPI). 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.


Sharpe ratio
No data
YMAG
FEPI

Chart placeholderNot enough data

Dividends

YMAG vs. FEPI - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 29.90%, more than FEPI's 26.33% yield.


TTM2023
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
29.90%0.00%
FEPI
REX FANG & Innovation Equity Premium Income ETF
26.33%4.21%

Drawdowns

YMAG vs. FEPI - Drawdown Comparison

The maximum YMAG drawdown since its inception was -14.27%, roughly equal to the maximum FEPI drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for YMAG and FEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.06%
-2.48%
YMAG
FEPI

Volatility

YMAG vs. FEPI - Volatility Comparison

YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a higher volatility of 6.32% compared to REX FANG & Innovation Equity Premium Income ETF (FEPI) at 4.87%. This indicates that YMAG's price experiences larger fluctuations and is considered to be riskier than FEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.32%
4.87%
YMAG
FEPI