FFTY vs. TEKX

Last updated Aug 2, 2026

FFTY (CapForce IBD 50 ETF) and TEKX (SPDR Galaxy Transformative Tech Accelerators ETF) are both Mid Cap Growth Equities funds. FFTY is passively managed, while TEKX is actively managed. Over the past year, FFTY returned 13.28% vs 104.77% for TEKX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. FFTY charges 0.80%/yr vs 0.65%/yr for TEKX.

Performance

FFTY vs. TEKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CapForce IBD 50 ETF (FFTY) and SPDR Galaxy Transformative Tech Accelerators ETF (TEKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FFTY achieves a 6.26% return, which is significantly lower than TEKX's 62.61% 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%

TEKX

• 1D: -1.61%
• 1M: -4.46%
• 6M: 44.26%
• YTD: 62.61%
• 1Y: 104.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 67.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FFTY CapForce IBD 50 ETF	$863.41K	$1.19M	$1.59M
TEKX SPDR Galaxy Transformative Tech Accelerators ETF	$275.59K	$265.92K	$375.06K

FFTY vs. TEKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FFTY CapForce IBD 50 ETF	6.26%	23.38%	16.07%
TEKX SPDR Galaxy Transformative Tech Accelerators ETF	62.61%	40.92%	16.00%

Correlation

The correlation between FFTY and TEKX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.77
Correlation (All Time) Calculated using the full available price history since Sep 10, 2024	0.73

The correlation between FFTY and TEKX has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

FFTY vs. TEKX - Sectors Allocation Comparison

Sectors	FFTY	TEKX
Healthcare	43.7%	-
Financial Services	20.9%	25.5%
Technology	18.5%	38.7%
Industrials	5.7%	18.4%
Basic Materials	3.6%	4.3%
Consumer Cyclical	3.6%	1.5%
Energy	2.6%	1.7%
Utilities	2.1%	11.5%
Consumer Defensive	1.0%	1.3%
Communication Services	0.9%	1.7%
Real Estate	0.5%	-

Return for Risk

FFTY vs. TEKX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FFTY

FFTY Risk / Return Rank: 18
FFTY Sharpe Ratio Rank: 17
FFTY Sortino Ratio Rank: 18
FFTY Omega Ratio Rank: 18
FFTY Calmar Ratio Rank: 18
FFTY Martin Ratio Rank: 18

TEKX

TEKX Risk / Return Rank: 89
TEKX Sharpe Ratio Rank: 91
TEKX Sortino Ratio Rank: 87
TEKX Omega Ratio Rank: 84
TEKX Calmar Ratio Rank: 94
TEKX Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FFTY vs. TEKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CapForce IBD 50 ETF (FFTY) and SPDR Galaxy Transformative Tech Accelerators ETF (TEKX). 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	TEKX	Difference
Sharpe ratio: Return per unit of total volatility	0.26	2.33	-2.07
Sortino ratio: Return per unit of downside risk	0.59	2.93	-2.35
Omega ratio: Gain probability vs. loss probability	1.07	1.36	-0.29
Calmar ratio: Return relative to maximum drawdown	0.41	4.71	-4.30
Martin ratio: Return relative to average drawdown	1.00	15.73	-14.73

FFTY vs. TEKX - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.26, which is lower than the TEKX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of FFTY and TEKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FFTY vs. TEKX - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than TEKX's maximum drawdown of -45.57%. Use the drawdown chart below to compare losses from any high point for FFTY and TEKX.

Drawdown Indicators

	FFTY	TEKX	Difference
Max Drawdown Largest peak-to-trough decline	-59.46%	-45.57%	-13.89%
Max Drawdown (1Y) Largest decline over 1 year	-23.29%	-20.41%	-2.88%
Max Drawdown (3Y) Largest decline over 3 years	-29.60%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-59.46%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-59.46%	—	—
Current Drawdown Current decline from peak	-25.10%	-11.23%	-13.87%
Average Drawdown Average peak-to-trough decline	-22.32%	-9.97%	-12.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.51%	6.11%	+3.40%

Volatility

FFTY vs. TEKX - Volatility Comparison

The current volatility for CapForce IBD 50 ETF (FFTY) is 8.45%, while SPDR Galaxy Transformative Tech Accelerators ETF (TEKX) has a volatility of 18.19%. This indicates that FFTY experiences smaller price fluctuations and is considered to be less risky than TEKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFTY	TEKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.45%	18.19%	-9.74%
Volatility (6M) Calculated over the trailing 6-month period	29.16%	33.71%	-4.55%
Volatility (1Y) Calculated over the trailing 1-year period	36.53%	41.27%	-4.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.75%	45.30%	-15.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.79%	45.30%	-17.51%

FFTY vs. TEKX - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is higher than TEKX's 0.65% expense ratio.

Dividends

FFTY vs. TEKX - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.27%, more than TEKX's 0.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
TEKX SPDR Galaxy Transformative Tech Accelerators ETF	0.22%	0.36%	3.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FFTY and TEKX in my portfolio?

FFTY and TEKX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFTY or TEKX?

TEKX has higher volatility (18.19%) compared to FFTY (8.45%). In terms of maximum drawdown, FFTY dropped -59.46% vs TEKX's -45.57%.

Which ETF is better, FFTY or TEKX?

On 1-year performance, TEKX leads with 104.77% vs 13.28% for FFTY. On fees, TEKX is cheaper at 0.65% per year. On volatility, FFTY has been the lower-risk option at 8.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FFTY or TEKX?

Over the 1-year period, TEKX has performed better with a 104.77% return vs 13.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FFTY or TEKX?

TEKX is cheaper with a 0.65% expense ratio, compared with 0.80% for FFTY.

Which ETF pays a higher dividend yield, FFTY or TEKX?

FFTY has the higher dividend yield at 1.27%, compared with 0.22% for TEKX.

What is the main difference between FFTY and TEKX?

They also come from different issuers: CapForce and State Street. Their fees differ too: 0.80% for FFTY and 0.65% for TEKX.

Which has better risk-adjusted returns?

TEKX currently has the higher Sharpe Ratio (2.33 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.