FFTY vs. AUXFX
FFTY (CapForce IBD 50 ETF) and AUXFX (Auxier Focus Fund) are both funds - FFTY is a Mid Cap Growth Equities fund tracking the IBD 50 Index, while AUXFX is a Large Cap Value Equities fund managed by Auxier. Over the past 10 years, FFTY returned 5.57%/yr vs 10.25%/yr for AUXFX. Their 0.57 correlation means they have sometimes moved together and sometimes differently. FFTY charges 0.80%/yr vs 0.92%/yr for AUXFX.
Performance
FFTY vs. AUXFX - Performance Comparison
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Returns By Period
In the year-to-date period, FFTY achieves a 6.26% return, which is significantly lower than AUXFX's 11.54% return. Over the past 10 years, FFTY has underperformed AUXFX with an annualized return of 5.57%, while AUXFX has yielded a comparatively higher 10.25% annualized return.
FFTY
- 1D
- -0.91%
- 1M
- -9.03%
- 6M
- 3.47%
- YTD
- 6.26%
- 1Y
- 13.28%
- 3Y*
- 13.48%
- 5Y*
- -2.78%
- 10Y*
- 5.57%
- ALL TIME*
- 4.04%
AUXFX
- 1D
- 0.00%
- 1M
- -0.14%
- 6M
- 9.31%
- YTD
- 11.54%
- 1Y
- 21.19%
- 3Y*
- 13.50%
- 5Y*
- 9.40%
- 10Y*
- 10.25%
- ALL TIME*
- 7.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AUXFX Auxier Focus Fund | $0.00 | $0.00 | $0.00 |
| $863.41K | $1.19M | $1.59M |
FFTY vs. AUXFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFTY CapForce IBD 50 ETF | 6.26% | 23.38% | 18.36% | 12.40% | -51.08% | 11.92% | 18.20% | 25.74% | -16.76% | 37.62% |
AUXFX Auxier Focus Fund | 11.54% | 15.23% | 11.31% | 9.76% | -4.52% | 20.03% | 6.04% | 20.20% | -4.13% | 17.75% |
Correlation
The correlation between FFTY and AUXFX is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2015 | 0.57 |
Over the past year, the correlation between FFTY and AUXFX has dropped to 0.31 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
FFTY vs. AUXFX — Risk / Return Rank
FFTY
AUXFX
FFTY vs. AUXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CapForce IBD 50 ETF (FFTY) and Auxier Focus Fund (AUXFX). 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.
| FFTY | AUXFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.41 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 3.65 | -3.24 |
| Martin ratioReturn relative to average drawdown | 1.00 | 12.93 | -11.92 |
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Drawdowns
FFTY vs. AUXFX - Drawdown Comparison
The maximum FFTY drawdown since its inception was -59.46%, which is greater than AUXFX's maximum drawdown of -39.82%. Use the drawdown chart below to compare losses from any high point for FFTY and AUXFX.
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Drawdown Indicators
| FFTY | AUXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.46% | -39.82% | -19.64% |
Max Drawdown (1Y)Largest decline over 1 year | -23.29% | -5.42% | -17.87% |
Max Drawdown (3Y)Largest decline over 3 years | -29.60% | -9.30% | -20.30% |
Max Drawdown (5Y)Largest decline over 5 years | -59.46% | -15.73% | -43.73% |
Max Drawdown (10Y)Largest decline over 10 years | -59.46% | -33.69% | -25.77% |
Current DrawdownCurrent decline from peak | -25.10% | -0.50% | -24.60% |
Average DrawdownAverage peak-to-trough decline | -22.32% | -4.40% | -17.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.51% | 1.53% | +7.98% |
Volatility
FFTY vs. AUXFX - Volatility Comparison
CapForce IBD 50 ETF (FFTY) has a higher volatility of 8.45% compared to Auxier Focus Fund (AUXFX) at 2.69%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than AUXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFTY | AUXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.45% | 2.69% | +5.76% |
Volatility (6M)Calculated over the trailing 6-month period | 29.16% | 6.68% | +22.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.53% | 8.86% | +27.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.75% | 12.15% | +17.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.79% | 15.14% | +12.65% |
FFTY vs. AUXFX - Expense Ratio Comparison
FFTY has a 0.80% expense ratio, which is lower than AUXFX's 0.92% expense ratio.
Dividends
FFTY vs. AUXFX - Dividend Comparison
FFTY's dividend yield for the trailing twelve months is around 1.27%, less than AUXFX's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUXFX Auxier Focus Fund | 2.54% | 2.84% | 3.41% | 4.38% | 3.02% | 2.49% | 2.36% | 6.03% | 6.82% | 5.52% | 2.77% | 5.76% |
FFTY CapForce IBD 50 ETF | 1.27% | 1.35% | 0.91% | 0.65% | 2.75% | 0.22% | 0.00% | 0.00% | 0.00% | 0.17% | 0.00% | 0.00% |
Frequently Asked Questions
FFTY and AUXFX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFTY has higher volatility (8.45%) compared to AUXFX (2.69%). In terms of maximum drawdown, FFTY dropped -59.46% vs AUXFX's -39.82%.
AUXFX currently has the higher Sharpe Ratio (2.24 vs 0.26), 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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