ARKF vs. TRTX
ARKF (ARK Fintech Innovation ETF) is Blockchain fund actively managed by ARK, while TRTX (TPG RE Finance Trust, Inc.) is a stock. Over the past 5 years, ARKF returned -4.30%/yr vs 3.61%/yr for TRTX. At a 0.36 correlation, their price movements are largely independent.
Performance
ARKF vs. TRTX - Performance Comparison
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Returns By Period
In the year-to-date period, ARKF achieves a -13.25% return, which is significantly lower than TRTX's 8.31% return.
ARKF
- 1D
- -0.74%
- 1M
- 6.19%
- 6M
- -16.15%
- YTD
- -13.25%
- 1Y
- -18.91%
- 3Y*
- 20.97%
- 5Y*
- -4.30%
- 10Y*
- —
TRTX
- 1D
- -1.53%
- 1M
- 5.33%
- 6M
- 2.82%
- YTD
- 8.31%
- 1Y
- 20.81%
- 3Y*
- 19.50%
- 5Y*
- 3.61%
- 10Y*
- —
ARKF vs. TRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ARKF ARK Fintech Innovation ETF | -13.25% | 28.67% | 34.34% | 93.27% | -65.07% | -17.82% | 108.03% | 20.45% |
TRTX TPG RE Finance Trust, Inc. | 8.31% | 13.50% | 46.93% | 9.71% | -38.40% | 25.11% | -31.46% | 12.82% |
Correlation
The correlation between ARKF and TRTX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2019 | 0.36 |
The correlation between ARKF and TRTX shifts across timeframes, from 0.27 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ARKF vs. TRTX — Risk / Return Rank
ARKF
TRTX
ARKF vs. TRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARK Fintech Innovation ETF (ARKF) and TPG RE Finance Trust, Inc. (TRTX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARKF | TRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.18 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.31 | -1.81 |
| Martin ratioReturn relative to average drawdown | -0.83 | 3.09 | -3.92 |
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Drawdowns
ARKF vs. TRTX - Drawdown Comparison
The maximum ARKF drawdown since its inception was -78.63%, smaller than the maximum TRTX drawdown of -86.18%. Use the drawdown chart below to compare losses from any high point for ARKF and TRTX.
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Drawdown Indicators
| ARKF | TRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.63% | -86.18% | +7.55% |
Max Drawdown (1Y)Largest decline over 1 year | -38.50% | -15.90% | -22.60% |
Max Drawdown (3Y)Largest decline over 3 years | -38.50% | -30.01% | -8.49% |
Max Drawdown (5Y)Largest decline over 5 years | -75.30% | -53.18% | -22.12% |
Current DrawdownCurrent decline from peak | -34.97% | -1.53% | -33.44% |
Average DrawdownAverage peak-to-trough decline | -34.97% | -20.79% | -14.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.71% | 6.75% | +15.96% |
Volatility
ARKF vs. TRTX - Volatility Comparison
ARK Fintech Innovation ETF (ARKF) has a higher volatility of 8.81% compared to TPG RE Finance Trust, Inc. (TRTX) at 7.40%. This indicates that ARKF's price experiences larger fluctuations and is considered to be riskier than TRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARKF | TRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.81% | 7.40% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 25.64% | 15.71% | +9.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.71% | 21.21% | +12.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.98% | 34.88% | +8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.68% | 57.55% | -17.87% |
Dividends
ARKF vs. TRTX - Dividend Comparison
ARKF's dividend yield for the trailing twelve months is around 0.10%, less than TRTX's 16.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ARKF ARK Fintech Innovation ETF | 0.10% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.37% | 1.25% | 0.00% | 0.00% |
TRTX TPG RE Finance Trust, Inc. | 16.10% | 11.15% | 11.29% | 14.77% | 14.14% | 7.71% | 15.44% | 8.49% | 9.35% | 3.73% |
Frequently Asked Questions
ARKF and TRTX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARKF has higher volatility (8.81%) compared to TRTX (7.40%). In terms of maximum drawdown, ARKF dropped -78.63% vs TRTX's -86.18%.
TRTX currently has the higher Sharpe Ratio (0.99 vs -0.56), 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.
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