JSTC vs. SFY

Last updated Jun 24, 2026

JSTC (Adasina Social Justice All Cap Global ETF) and SFY (SoFi Select 500 ETF) are both exchange-traded funds - JSTC is a Global Equities fund actively managed by Toroso Investments, while SFY is a Large Cap Growth Equities fund tracking the Solactive SoFi US 500 Growth Index. JSTC is actively managed, while SFY is passively managed. Over the past 5 years, JSTC returned 6.37%/yr vs 14.51%/yr for SFY. Their correlation of 0.83 suggests significant overlap in exposure. JSTC charges 0.89%/yr vs 0.00%/yr for SFY.

Performance

JSTC vs. SFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adasina Social Justice All Cap Global ETF (JSTC) and SoFi Select 500 ETF (SFY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with JSTC having a 10.39% return and SFY slightly higher at 10.75%.

JSTC

• 1D: -1.66%
• 1M: 1.31%
• YTD: 10.39%
• 6M: 9.87%
• 1Y: 17.39%
• 3Y*: 13.94%
• 5Y*: 6.37%
• 10Y*: —

SFY

• 1D: -2.17%
• 1M: -0.76%
• YTD: 10.75%
• 6M: 9.59%
• 1Y: 29.48%
• 3Y*: 25.39%
• 5Y*: 14.51%
• 10Y*: —

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

JSTC vs. SFY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
JSTC Adasina Social Justice All Cap Global ETF	10.39%	12.02%	8.96%	15.67%	-17.58%	19.28%	2.48%
SFY SoFi Select 500 ETF	10.75%	22.67%	29.81%	29.36%	-22.84%	28.03%	2.23%

Correlation

The correlation between JSTC and SFY is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020	0.83

The correlation between JSTC and SFY has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

JSTC vs. SFY - Sectors Allocation Comparison

Sectors	JSTC	SFY
Technology	35.4%	44.0%
Financial Services	22.2%	11.1%
Industrials	15.1%	6.0%
Healthcare	9.2%	10.6%
Communication Services	8.1%	9.8%
Consumer Cyclical	4.4%	7.7%
Consumer Defensive	2.7%	3.2%
Utilities	1.6%	2.1%
Basic Materials	0.9%	1.6%
Real Estate	0.4%	1.5%
Energy	0.0%	2.0%

Return for Risk

JSTC vs. SFY — Risk / Return Rank

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

JSTC

JSTC Risk / Return Rank: 39
JSTC Sharpe Ratio Rank: 38
JSTC Sortino Ratio Rank: 37
JSTC Omega Ratio Rank: 35
JSTC Calmar Ratio Rank: 38
JSTC Martin Ratio Rank: 46

SFY

SFY Risk / Return Rank: 59
SFY Sharpe Ratio Rank: 59
SFY Sortino Ratio Rank: 54
SFY Omega Ratio Rank: 56
SFY Calmar Ratio Rank: 58
SFY Martin Ratio Rank: 65

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.

JSTC vs. SFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and SoFi Select 500 ETF (SFY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JSTC	SFY	Difference
Sharpe ratio: Return per unit of total volatility	1.26	1.90	-0.64
Sortino ratio: Return per unit of downside risk	1.83	2.52	-0.68
Omega ratio: Gain probability vs. loss probability	1.22	1.34	-0.11
Calmar ratio: Return relative to maximum drawdown	1.76	2.75	-0.99
Martin ratio: Return relative to average drawdown	7.11	11.38	-4.27

JSTC vs. SFY - Sharpe Ratio Comparison

The current JSTC Sharpe Ratio is 1.26, which is lower than the SFY Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of JSTC and SFY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JSTC vs. SFY - Drawdown Comparison

The maximum JSTC drawdown since its inception was -26.82%, smaller than the maximum SFY drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for JSTC and SFY.

Drawdown Indicators

	JSTC	SFY	Difference
Max Drawdown Largest peak-to-trough decline	-26.82%	-33.25%	+6.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.93%	-10.79%	+0.86%
Max Drawdown (3Y) Largest decline over 3 years	-16.72%	-21.04%	+4.32%
Max Drawdown (5Y) Largest decline over 5 years	-26.82%	-27.72%	+0.90%
Current Drawdown Current decline from peak	-1.91%	-4.27%	+2.36%
Average Drawdown Average peak-to-trough decline	-6.54%	-6.16%	-0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	2.60%	-0.15%

Volatility

JSTC vs. SFY - Volatility Comparison

The current volatility for Adasina Social Justice All Cap Global ETF (JSTC) is 5.11%, while SoFi Select 500 ETF (SFY) has a volatility of 6.87%. This indicates that JSTC experiences smaller price fluctuations and is considered to be less risky than SFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JSTC	SFY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.11%	6.87%	-1.76%
Volatility (6M) Calculated over the trailing 6-month period	11.47%	12.50%	-1.03%
Volatility (1Y) Calculated over the trailing 1-year period	13.93%	15.63%	-1.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.06%	19.21%	-3.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.80%	20.26%	-4.46%

JSTC vs. SFY - Expense Ratio Comparison

JSTC has a 0.89% expense ratio, which is higher than SFY's 0.00% expense ratio.

Dividends

JSTC vs. SFY - Dividend Comparison

JSTC's dividend yield for the trailing twelve months is around 1.22%, more than SFY's 0.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
JSTC Adasina Social Justice All Cap Global ETF	1.22%	1.34%	1.11%	1.03%	0.83%	0.96%	0.00%	0.00%
SFY SoFi Select 500 ETF	0.87%	0.96%	0.99%	1.40%	1.61%	0.90%	1.18%	1.02%

Frequently Asked Questions

Can I hold both JSTC and SFY in my portfolio?

JSTC and SFY have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JSTC or SFY?

SFY has higher volatility (6.87%) compared to JSTC (5.11%). In terms of maximum drawdown, JSTC dropped -26.82% vs SFY's -33.25%.

Which ETF is better, JSTC or SFY?

On 5-year performance, SFY leads with 14.51% vs 6.37% for JSTC. On fees, SFY is cheaper at 0.00% per year. On volatility, JSTC has been the lower-risk option at 5.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JSTC or SFY?

Over the 5-year period, SFY has performed better with a 14.51% return vs 6.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JSTC or SFY?

SFY is cheaper with a 0.00% expense ratio, compared with 0.89% for JSTC.

Which ETF pays a higher dividend yield, JSTC or SFY?

JSTC has the higher dividend yield at 1.22%, compared with 0.87% for SFY.

What is the main difference between JSTC and SFY?

JSTC is categorized as Global Equities, while SFY is Large Cap Growth Equities. They also come from different issuers: Toroso Investments and SoFi. Their fees differ too: 0.89% for JSTC and 0.00% for SFY.

Which has better risk-adjusted returns?

SFY currently has the higher Sharpe Ratio (1.90 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.