ZHOG vs. SYSB
Compare and contrast key facts about F/m Opportunistic Income ETF (ZHOG) and iShares Systematic Bond ETF (SYSB).
ZHOG and SYSB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZHOG is an actively managed fund by F/m Investments. It was launched on Sep 5, 2023. SYSB is a passively managed fund by iShares that tracks the performance of the BlackRock Universal Systematic Bond Index. It was launched on Feb 24, 2015.
Performance
ZHOG vs. SYSB - Performance Comparison
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ZHOG vs. SYSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ZHOG F/m Opportunistic Income ETF | 0.02% | 5.98% | 4.94% | 5.92% |
SYSB iShares Systematic Bond ETF | -0.06% | 8.32% | 6.04% | 5.56% |
Returns By Period
In the year-to-date period, ZHOG achieves a 0.02% return, which is significantly higher than SYSB's -0.06% return.
ZHOG
- 1D
- 0.10%
- 1M
- -0.59%
- YTD
- 0.02%
- 6M
- 1.10%
- 1Y
- 4.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SYSB
- 1D
- 0.05%
- 1M
- -1.47%
- YTD
- -0.06%
- 6M
- 0.79%
- 1Y
- 6.41%
- 3Y*
- 6.55%
- 5Y*
- 1.68%
- 10Y*
- 2.49%
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ZHOG vs. SYSB - Expense Ratio Comparison
ZHOG has a 0.43% expense ratio, which is higher than SYSB's 0.25% expense ratio.
Return for Risk
ZHOG vs. SYSB — Risk / Return Rank
ZHOG
SYSB
ZHOG vs. SYSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F/m Opportunistic Income ETF (ZHOG) and iShares Systematic Bond ETF (SYSB). 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.
| ZHOG | SYSB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 1.66 | +0.34 |
Sortino ratioReturn per unit of downside risk | 2.67 | 2.39 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.31 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.28 | -0.17 |
Martin ratioReturn relative to average drawdown | 8.53 | 9.21 | -0.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZHOG | SYSB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.66 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.30 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.61 | 0.50 | +1.10 |
Correlation
The correlation between ZHOG and SYSB is 0.76, 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.
Dividends
ZHOG vs. SYSB - Dividend Comparison
ZHOG's dividend yield for the trailing twelve months is around 5.22%, more than SYSB's 4.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZHOG F/m Opportunistic Income ETF | 5.22% | 5.35% | 5.50% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYSB iShares Systematic Bond ETF | 4.65% | 4.78% | 5.04% | 4.44% | 3.27% | 1.92% | 2.57% | 3.27% | 3.61% | 2.74% | 2.92% | 2.26% |
Drawdowns
ZHOG vs. SYSB - Drawdown Comparison
The maximum ZHOG drawdown since its inception was -3.66%, smaller than the maximum SYSB drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for ZHOG and SYSB.
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Drawdown Indicators
| ZHOG | SYSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.66% | -18.47% | +14.81% |
Max Drawdown (1Y)Largest decline over 1 year | -2.20% | -2.84% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.47% | — |
Current DrawdownCurrent decline from peak | -0.73% | -1.91% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -0.73% | -3.30% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.70% | -0.15% |
Volatility
ZHOG vs. SYSB - Volatility Comparison
The current volatility for F/m Opportunistic Income ETF (ZHOG) is 0.70%, while iShares Systematic Bond ETF (SYSB) has a volatility of 1.91%. This indicates that ZHOG experiences smaller price fluctuations and is considered to be less risky than SYSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZHOG | SYSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 1.91% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 1.09% | 2.96% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.30% | 3.87% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.12% | 5.59% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.12% | 4.93% | -0.81% |