GFOF vs. LTCN

Last updated Apr 1, 2026

Compare and contrast key facts about Grayscale Future of Finance ETF (GFOF) and Grayscale Litecoin Trust (LTCN).

GFOF and LTCN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GFOF is a passively managed fund by Grayscale that tracks the performance of the Bloomberg Grayscale Future of Finance Index. It was launched on Feb 1, 2022. LTCN is a passively managed fund by Grayscale that tracks the performance of the CoinDesk Litecoin Price Index. It was launched on Aug 18, 2020. Both GFOF and LTCN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

GFOF vs. LTCN - Performance Comparison

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

GFOF vs. LTCN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GFOF Grayscale Future of Finance ETF	0.00%	0.00%	60.08%	145.49%	-68.58%
LTCN Grayscale Litecoin Trust	-30.08%	-54.37%	-18.79%	650.00%	-61.33%

Returns By Period

GFOF

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LTCN

• 1D: 0.99%
• 1M: -0.71%
• YTD: -30.08%
• 6M: -53.58%
• 1Y: -37.99%
• 3Y*: 0.25%
• 5Y*: -48.71%
• 10Y*: —

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

GFOF vs. LTCN - Expense Ratio Comparison

GFOF has a 0.70% expense ratio, which is lower than LTCN's 2.50% expense ratio.

LTCN

Grayscale Litecoin Trust

GFOF

Grayscale Future of Finance ETF

Return for Risk

GFOF vs. LTCN — Risk / Return Rank

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

LTCN

LTCN Risk / Return Rank: 4
LTCN Sharpe Ratio Rank: 4
LTCN Sortino Ratio Rank: 5
LTCN Omega Ratio Rank: 5
LTCN Calmar Ratio Rank: 2
LTCN Martin Ratio Rank: 2

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. LTCN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Future of Finance ETF (GFOF) and Grayscale Litecoin Trust (LTCN). 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.

Sharpe Ratios by Period

	GFOF	LTCN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.51	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.19	—

Correlation

The correlation between GFOF and LTCN is 0.44, 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. LTCN - Dividend Comparison

Neither GFOF nor LTCN has paid dividends to shareholders.

	TTM	2025	2024	2023
GFOF Grayscale Future of Finance ETF	0.00%	0.00%	2.55%	4.08%
LTCN Grayscale Litecoin Trust	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	GFOF	LTCN	Difference
Max Drawdown Largest peak-to-trough decline	—	-99.58%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-65.17%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-99.53%	—
Current Drawdown Current decline from peak	—	-99.18%	—
Average Drawdown Average peak-to-trough decline	—	-89.31%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	34.69%	—

Volatility

Volatility by Period

	GFOF	LTCN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	54.46%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	75.66%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	113.23%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	143.44%	—