GLRY vs. SFYX

Last updated Apr 2, 2026

Compare and contrast key facts about Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and SoFi Next 500 ETF (SFYX).

GLRY and SFYX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLRY is an actively managed fund by Inspire. It was launched on Dec 7, 2020. SFYX is a passively managed fund by Toroso Investments that tracks the performance of the Solactive SoFi US Next 500 Growth Index. It was launched on Apr 11, 2019.

Performance

GLRY vs. SFYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and SoFi Next 500 ETF (SFYX). The values are adjusted to include any dividend payments, if applicable.

GLRY vs. SFYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	4.52%	16.50%	16.59%	19.58%	-22.50%	15.97%	4.13%
SFYX SoFi Next 500 ETF	5.66%	14.25%	14.45%	17.70%	-22.88%	18.89%	3.35%

Returns By Period

GLRY

• 1D: 0.75%
• 1M: -5.53%
• YTD: 4.52%
• 6M: 0.48%
• 1Y: 28.84%
• 3Y*: 16.47%
• 5Y*: 6.42%
• 10Y*: —

SFYX

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

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

GLRY vs. SFYX - Expense Ratio Comparison

GLRY has a 0.85% expense ratio, which is higher than SFYX's 0.00% expense ratio.

GLRY

Inspire Faithward Mid Cap Momentum ESG ETF

SFYX

SoFi Next 500 ETF

Return for Risk

GLRY vs. SFYX — Risk / Return Rank

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

GLRY

GLRY Risk / Return Rank: 75
GLRY Sharpe Ratio Rank: 72
GLRY Sortino Ratio Rank: 73
GLRY Omega Ratio Rank: 70
GLRY Calmar Ratio Rank: 85
GLRY Martin Ratio Rank: 77

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.

GLRY vs. SFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and SoFi Next 500 ETF (SFYX). 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.

	GLRY	SFYX	Difference
Sharpe ratio Return per unit of total volatility	1.33	—	—
Sortino ratio Return per unit of downside risk	1.91	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	2.74	—	—
Martin ratio Return relative to average drawdown	8.94	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GLRY	SFYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	—	—

Correlation

The correlation between GLRY and SFYX is 0.86, 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

GLRY vs. SFYX - Dividend Comparison

GLRY's dividend yield for the trailing twelve months is around 0.27%, less than SFYX's 1.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	0.27%	0.34%	0.52%	1.07%	1.04%	4.00%	0.00%	0.00%
SFYX SoFi Next 500 ETF	1.36%	1.44%	1.25%	1.51%	1.56%	0.90%	1.16%	1.02%

Drawdowns

Drawdown Indicators

	GLRY	SFYX	Difference
Max Drawdown Largest peak-to-trough decline	-40.60%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.93%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.63%	—	—
Current Drawdown Current decline from peak	-6.80%	—	—
Average Drawdown Average peak-to-trough decline	-16.50%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.35%	—	—

Volatility

Volatility by Period

	GLRY	SFYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.06%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.76%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.14%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.48%	—	—