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GFOF vs. BPAY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFOF vs. BPAY - Performance Comparison

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

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GFOF vs. BPAY - Yearly Performance Comparison


2026 (YTD)2025202420232022
GFOF
Grayscale Future of Finance ETF
0.00%0.00%60.08%145.49%-50.76%
BPAY
BlackRock Future Financial and Technology ETF
-18.60%8.54%17.28%13.19%-16.39%

Returns By Period


GFOF

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

BPAY

1D
-0.02%
1M
-7.36%
YTD
-18.60%
6M
-26.54%
1Y
-4.51%
3Y*
8.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFOF vs. BPAY - Expense Ratio Comparison

Both GFOF and BPAY have an expense ratio of 0.70%.


Return for Risk

GFOF vs. BPAY — Risk / Return Rank

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

GFOF

BPAY
BPAY Risk / Return Rank: 99
Overall Rank
BPAY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BPAY Sortino Ratio Rank: 99
Sortino Ratio Rank
BPAY Omega Ratio Rank: 99
Omega Ratio Rank
BPAY Calmar Ratio Rank: 1010
Calmar Ratio Rank
BPAY Martin Ratio Rank: 1010
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. BPAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Future of Finance ETF (GFOF) and BlackRock Future Financial and Technology ETF (BPAY). 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. BPAY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GFOFBPAYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

Correlation

The correlation between GFOF and BPAY is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GFOF vs. BPAY - Dividend Comparison

GFOF has not paid dividends to shareholders, while BPAY's dividend yield for the trailing twelve months is around 7.97%.


TTM2025202420232022
GFOF
Grayscale Future of Finance ETF
0.00%0.00%2.55%4.08%0.00%
BPAY
BlackRock Future Financial and Technology ETF
7.97%6.49%0.48%1.18%0.18%

Drawdowns

GFOF vs. BPAY - Drawdown Comparison


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Drawdown Indicators


GFOFBPAYDifference

Max Drawdown

Largest peak-to-trough decline

-33.62%

Max Drawdown (1Y)

Largest decline over 1 year

-33.62%

Current Drawdown

Current decline from peak

-31.23%

Average Drawdown

Average peak-to-trough decline

-9.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.77%

Volatility

GFOF vs. BPAY - Volatility Comparison


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Volatility by Period


GFOFBPAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

Volatility (6M)

Calculated over the trailing 6-month period

19.02%

Volatility (1Y)

Calculated over the trailing 1-year period

29.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%