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MEDX vs. SFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEDX vs. SFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Kinetics Medical ETF (MEDX) and Horizon Managed Risk ETF (SFTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with MEDX having a 7.32% return and SFTY slightly lower at 7.29%.


MEDX

1D
1.39%
1M
5.99%
YTD
7.32%
6M
6.24%
1Y
34.81%
3Y*
8.25%
5Y*
10Y*

SFTY

1D
-0.10%
1M
-1.98%
YTD
7.29%
6M
5.93%
1Y
20.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEDX vs. SFTY - Yearly Performance Comparison


2026 (YTD)2025
MEDX
Horizon Kinetics Medical ETF
7.32%25.61%
SFTY
Horizon Managed Risk ETF
7.29%12.10%

Correlation

The correlation between MEDX and SFTY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.26

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Return for Risk

MEDX vs. SFTY — Risk / Return Rank

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

MEDX
MEDX Risk / Return Rank: 6767
Overall Rank
MEDX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MEDX Sortino Ratio Rank: 7676
Sortino Ratio Rank
MEDX Omega Ratio Rank: 6161
Omega Ratio Rank
MEDX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MEDX Martin Ratio Rank: 5858
Martin Ratio Rank

SFTY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

MEDX vs. SFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Kinetics Medical ETF (MEDX) and Horizon Managed Risk ETF (SFTY). 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.


MEDXSFTYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

3.32

Martin ratioReturn relative to average drawdown

9.13

MEDX vs. SFTY - Sharpe Ratio Comparison


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Drawdowns

MEDX vs. SFTY - Drawdown Comparison

The maximum MEDX drawdown since its inception was -23.10%, which is greater than SFTY's maximum drawdown of -8.64%. Use the drawdown chart below to compare losses from any high point for MEDX and SFTY.


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Drawdown Indicators


MEDXSFTYDifference

Max Drawdown

Largest peak-to-trough decline

-23.10%

-8.64%

-14.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-8.64%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

Current Drawdown

Current decline from peak

0.00%

-2.64%

+2.64%

Average Drawdown

Average peak-to-trough decline

-6.64%

-1.14%

-5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

Volatility

MEDX vs. SFTY - Volatility Comparison


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Volatility by Period


MEDXSFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.19%

12.03%

+6.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

12.03%

+4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

12.03%

+4.97%

MEDX vs. SFTY - Expense Ratio Comparison

MEDX has a 0.85% expense ratio, which is higher than SFTY's 0.77% expense ratio.


Dividends

MEDX vs. SFTY - Dividend Comparison

MEDX's dividend yield for the trailing twelve months is around 1.15%, more than SFTY's 0.18% yield.


PositionTTM202520242023
MEDX
Horizon Kinetics Medical ETF
1.15%1.23%1.92%4.94%
SFTY
Horizon Managed Risk ETF
0.18%0.19%0.00%0.00%

Frequently Asked Questions


MEDX and SFTY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, MEDX leads with 34.81% vs 20.26% for SFTY. On fees, SFTY is cheaper at 0.77% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MEDX has performed better with a 34.81% return vs 20.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SFTY is cheaper with a 0.77% expense ratio, compared with 0.85% for MEDX.

MEDX has the higher dividend yield at 1.15%, compared with 0.18% for SFTY.

MEDX is categorized as Health & Biotech Equities, while SFTY is Tactical Allocation. Their fees differ too: 0.85% for MEDX and 0.77% for SFTY.

Portfolio Optimizer

Find the right allocation for MEDX and SFTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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