SFTY vs. SFTX
SFTY (Horizon Managed Risk ETF) and SFTX (Horizon International Managed Risk ETF) are both Tactical Allocation funds from Horizon. A 0.79 correlation means they provide meaningful diversification when combined. SFTY charges 0.77%/yr vs 0.82%/yr for SFTX.
Performance
SFTY vs. SFTX - Performance Comparison
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Returns By Period
In the year-to-date period, SFTY achieves a 10.02% return, which is significantly lower than SFTX's 17.47% return.
SFTY
- 1D
- -0.29%
- 1M
- 0.52%
- 6M
- 8.56%
- YTD
- 10.02%
- 1Y
- 21.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SFTX
- 1D
- -1.28%
- 1M
- -4.23%
- 6M
- 11.15%
- YTD
- 17.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SFTY vs. SFTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SFTY Horizon Managed Risk ETF | 10.02% | 0.22% |
SFTX Horizon International Managed Risk ETF | 17.47% | 1.61% |
Correlation
The correlation between SFTY and SFTX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025 | 0.79 |
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Return for Risk
SFTY vs. SFTX — Risk / Return Rank
SFTY
SFTX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SFTY vs. SFTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Horizon Managed Risk ETF (SFTY) and Horizon International Managed Risk ETF (SFTX). 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.
| SFTY | SFTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | — | — |
| Martin ratioReturn relative to average drawdown | 10.99 | — | — |
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Drawdowns
SFTY vs. SFTX - Drawdown Comparison
The maximum SFTY drawdown since its inception was -8.64%, smaller than the maximum SFTX drawdown of -12.75%. Use the drawdown chart below to compare losses from any high point for SFTY and SFTX.
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Drawdown Indicators
| SFTY | SFTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.64% | -12.75% | +4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | -4.93% | +4.42% |
Average DrawdownAverage peak-to-trough decline | -1.12% | -2.78% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | — | — |
Volatility
SFTY vs. SFTX - Volatility Comparison
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Volatility by Period
| SFTY | SFTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 22.43% | -10.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.84% | 22.43% | -10.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.84% | 22.43% | -10.59% |
SFTY vs. SFTX - Expense Ratio Comparison
SFTY has a 0.77% expense ratio, which is lower than SFTX's 0.82% expense ratio.
Dividends
SFTY vs. SFTX - Dividend Comparison
SFTY's dividend yield for the trailing twelve months is around 0.17%, less than SFTX's 0.21% yield.
| Position | TTM | 2025 |
|---|---|---|
SFTX Horizon International Managed Risk ETF | 0.21% | 0.25% |
SFTY Horizon Managed Risk ETF | 0.17% | 0.19% |
Frequently Asked Questions
SFTY and SFTX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
SFTY is cheaper with a 0.77% expense ratio, compared with 0.82% for SFTX.
SFTX has the higher dividend yield at 0.21%, compared with 0.17% for SFTY.
Their fees differ too: 0.77% for SFTY and 0.82% for SFTX.
Find the right allocation for SFTY and SFTX
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