SSFI vs ONEO

Comparison between DAY HAGAN SMART SECTOR FIXED INCOME ETF (SSFI, ETF) and STATE STREET(R) SPDR(R) RUSSELL 1000 MOMENTUM FOCUS ETF (ONEO, ETF).

5-Year PerformanceONEO has outperformed SSFI, delivering a return of +10.5% compared to -0.2%

SSFI vs ONEO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SSFI(ETF)	ONEO(ETF)
Net Assets	$29M	$28M
Expense Ratio	0.76%	0.20%
Max Drawdown	19.68%	41.23%
Sharpe Ratio	0.26	1.54
5Y Beta	0.05	0.86
P/E Ratio	N/A	22.78
Forward P/E	N/A	16.25
5Y Dividends CAGR	N/A	8.42%
5Y EPS CAGR	N/A	18.21%
Debt to Equity	N/A	22.09%
P/S Ratio	N/A	1.60
P/B Ratio	N/A	3.39

Net Assets

Winner

SSFI

$29M

ONEO

$28M

Expense Ratio

SSFI

0.76%

Winner

ONEO

0.20%

Max Drawdown

Winner

SSFI

19.68%

ONEO

41.23%

Sharpe Ratio

SSFI

0.26

Winner

ONEO

1.54

5Y Beta

Winner

SSFI

0.05

ONEO

0.86

P/E Ratio

SSFI

N/A

ONEO

22.78

Forward P/E

SSFI

N/A

ONEO

16.25

5Y Dividends CAGR

SSFI

N/A

ONEO

8.42%

5Y EPS CAGR

SSFI

N/A

ONEO

18.21%

Debt to Equity

SSFI

N/A

ONEO

22.09%

P/S Ratio

SSFI

N/A

ONEO

1.60

P/B Ratio

SSFI

N/A

ONEO

3.39

SSFI vs ONEO - Historical Returns

Returns include dividend reinvestment.

Period	SSFI	ONEO
1 month	+0.67%	+4.65%
3 months	+0.70%	+14.59%
6 months	+0.90%	+17.07%
1 year	+3.99%	+27.31%
5 years(CAGR)	-0.16%	+10.50%
10 years(CAGR)	N/A	+11.87%
Max(CAGR)	-0.16%	+11.61%

SSFI

+0.67%

Winner

ONEO

+4.65%

SSFI

+0.70%

Winner

ONEO

+14.59%

SSFI

+0.90%

Winner

ONEO

+17.07%

SSFI

+3.99%

Winner

ONEO

+27.31%

5Y(CAGR)

SSFI

-0.16%

Winner

ONEO

+10.50%

10Y(CAGR)

SSFI

N/A

ONEO

+11.87%

Max(CAGR)

SSFI

-0.16%

Winner

ONEO

+11.61%

SSFI vs ONEO - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	SSFI	ONEO
2026	+0.65%	+16.72%
2025	+6.46%	+10.77%
2024	+1.53%	+15.69%
2023	+3.60%	+16.42%
2022	-12.24%	-11.69%
2021	+0.75%	+28.44%
2020	N/A	+10.18%
2019	N/A	+26.87%
2018	N/A	-12.86%
2017	N/A	+21.09%
2016	N/A	+11.32%
2015	N/A	-0.81%

SSFI vs ONEO Drawdown Comparison

The maximum drawdown for SSFI was -16.07%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for ONEO was -40.85%, occurring on Mar 23, 2020. Recovery took 205 trading sessions.

The current SSFI drawdown is -1.91%.

Rank	SSFI	ONEO
#1	-16.07% Nov 9, 2021 - Oct 19, 2023	-40.85% Jan 17, 2020 - Nov 9, 2020
#2	-1.07% Oct 1, 2021 - Oct 14, 2021	-22.57% Aug 29, 2018 - Nov 8, 2019
#3	-0.85% Oct 14, 2021 - Oct 27, 2021	-22.40% Nov 16, 2021 - Dec 14, 2023
#4	-0.46% Oct 27, 2021 - Nov 5, 2021	-19.72% Nov 25, 2024 - Aug 13, 2025
#5	-0.12% Nov 5, 2021 - Nov 9, 2021	-12.76% Dec 4, 2015 - Apr 18, 2016
#6	-0.06% Sep 29, 2021 - Oct 1, 2021	-8.80% Jan 26, 2018 - Aug 27, 2018
#7	N/A	-7.38% Feb 26, 2026 - Apr 16, 2026
#8	N/A	-6.98% Jul 16, 2024 - Aug 23, 2024
#9	N/A	-6.61% Mar 28, 2024 - Jul 16, 2024
#10	N/A	-5.58% Jun 6, 2016 - Jul 8, 2016
#11	N/A	-5.18% Oct 27, 2025 - Dec 10, 2025
#12	N/A	-4.88% Sep 16, 2016 - Nov 15, 2016
#13	N/A	-4.76% Jul 12, 2021 - Jul 29, 2021
#14	N/A	-4.74% Sep 2, 2021 - Oct 20, 2021
#15	N/A	-4.44% Jan 20, 2021 - Feb 8, 2021

Correlation

Correlation between SSFI and ONEO is 0.63 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.63

-101

Dividend Comparison (2015 - 2026)

SSFI vs ONEO dividend yield comparison.

Year	SSFI	ONEO
2026	0.41%	0.32%
2025	3.51%	1.29%
2024	3.64%	1.30%
2023	3.97%	1.56%
2022	1.87%	1.73%
2021	0.71%	1.19%
2020	0.00%	1.28%
2019	0.00%	1.64%
2018	0.00%	1.72%
2017	0.00%	7.69%
2016	0.00%	1.82%
2015	0.00%	0.17%