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GFOF vs. CBTJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GFOF vs. CBTJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Future of Finance ETF (GFOF) and Calamos Bitcoin 80 Series Structured Alt Protection ETF - January (CBTJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GFOF

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

CBTJ

1D
-1.44%
1M
-10.52%
YTD
-16.58%
6M
-22.65%
1Y
-30.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFOF vs. CBTJ - Yearly Performance Comparison


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Return for Risk

GFOF vs. CBTJ — Risk / Return Rank

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

GFOF

CBTJ
CBTJ Risk / Return Rank: 22
Overall Rank
CBTJ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CBTJ Sortino Ratio Rank: 11
Sortino Ratio Rank
CBTJ Omega Ratio Rank: 11
Omega Ratio Rank
CBTJ Calmar Ratio Rank: 22
Calmar Ratio Rank
CBTJ Martin Ratio Rank: 33
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. CBTJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Future of Finance ETF (GFOF) and Calamos Bitcoin 80 Series Structured Alt Protection ETF - January (CBTJ). 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. CBTJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GFOFCBTJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.80

Drawdowns

GFOF vs. CBTJ - Drawdown Comparison


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Drawdown Indicators


GFOFCBTJDifference

Max Drawdown

Largest peak-to-trough decline

-39.12%

Max Drawdown (1Y)

Largest decline over 1 year

-39.12%

Current Drawdown

Current decline from peak

-39.12%

Average Drawdown

Average peak-to-trough decline

-15.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.62%

Volatility

GFOF vs. CBTJ - Volatility Comparison


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Volatility by Period


GFOFCBTJDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

Volatility (1Y)

Calculated over the trailing 1-year period

27.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

GFOF vs. CBTJ - Expense Ratio Comparison

GFOF has a 0.70% expense ratio, which is higher than CBTJ's 0.69% expense ratio.


Dividends

GFOF vs. CBTJ - Dividend Comparison

GFOF has not paid dividends to shareholders, while CBTJ's dividend yield for the trailing twelve months is around 1.74%.


PositionTTM202520242023
CBTJ
Calamos Bitcoin 80 Series Structured Alt Protection ETF - January
1.74%1.45%0.00%0.00%
GFOF
Grayscale Future of Finance ETF
0.00%0.00%2.55%4.08%

Frequently Asked Questions


On fees, CBTJ is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBTJ is cheaper with a 0.69% expense ratio, compared with 0.70% for GFOF.

CBTJ has the higher dividend yield at 1.74%, compared with 0.00% for GFOF.

They also come from different issuers: Grayscale and Calamos. Their fees differ too: 0.70% for GFOF and 0.69% for CBTJ.

Portfolio Optimizer

Find the right allocation for GFOF and CBTJ

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