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GFOF vs. BKCH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFOF vs. BKCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Future of Finance ETF (GFOF) and Global X Blockchain ETF (BKCH). The values are adjusted to include any dividend payments, if applicable.

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GFOF vs. BKCH - Yearly Performance Comparison


2026 (YTD)2025202420232022
GFOF
Grayscale Future of Finance ETF
0.00%0.00%60.08%145.49%-68.58%
BKCH
Global X Blockchain ETF
-12.18%27.14%18.81%267.06%-80.16%

Returns By Period


GFOF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BKCH

1D
0.47%
1M
-12.18%
YTD
-12.18%
6M
-35.21%
1Y
64.27%
3Y*
41.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFOF vs. BKCH - Expense Ratio Comparison

GFOF has a 0.70% expense ratio, which is higher than BKCH's 0.50% expense ratio.


Return for Risk

GFOF vs. BKCH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GFOF

BKCH
BKCH Risk / Return Rank: 4646
Overall Rank
BKCH Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BKCH Sortino Ratio Rank: 6060
Sortino Ratio Rank
BKCH Omega Ratio Rank: 4545
Omega Ratio Rank
BKCH Calmar Ratio Rank: 4848
Calmar Ratio Rank
BKCH Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GFOF vs. BKCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Future of Finance ETF (GFOF) and Global X Blockchain ETF (BKCH). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GFOF vs. BKCH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GFOFBKCHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

Correlation

The correlation between GFOF and BKCH is 0.79, 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

GFOF vs. BKCH - Dividend Comparison

GFOF has not paid dividends to shareholders, while BKCH's dividend yield for the trailing twelve months is around 2.28%.


TTM20252024202320222021
GFOF
Grayscale Future of Finance ETF
0.00%0.00%2.55%4.08%0.00%0.00%
BKCH
Global X Blockchain ETF
2.28%2.00%7.61%2.33%1.29%4.28%

Drawdowns

GFOF vs. BKCH - Drawdown Comparison


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Drawdown Indicators


GFOFBKCHDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

Max Drawdown (1Y)

Largest decline over 1 year

-56.28%

Current Drawdown

Current decline from peak

-57.90%

Average Drawdown

Average peak-to-trough decline

-62.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.78%

Volatility

GFOF vs. BKCH - Volatility Comparison


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Volatility by Period


GFOFBKCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.01%

Volatility (6M)

Calculated over the trailing 6-month period

56.53%

Volatility (1Y)

Calculated over the trailing 1-year period

72.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.94%