SFY vs. GRW

Last updated Jun 5, 2026

SFY (SoFi Select 500 ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. SFY is passively managed, while GRW is actively managed. Their correlation of 0.80 suggests significant overlap in exposure. SFY charges 0.00%/yr vs 0.75%/yr for GRW.

Performance

SFY vs. GRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Select 500 ETF (SFY) and TCW Durable Growth ETF (GRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SFY

• 1D: 0.21%
• 1M: 6.84%
• YTD: 14.75%
• 6M: 14.54%
• 1Y: 35.47%
• 3Y*: 27.66%
• 5Y*: 15.91%
• 10Y*: —

GRW

• 1D: 0.18%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SFY vs. GRW - Yearly Performance Comparison

	2026 (YTD)
SFY SoFi Select 500 ETF	1.04%
GRW TCW Durable Growth ETF	1.46%

Correlation

The correlation between SFY and GRW 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 (All Time) Calculated using the full available price history since May 29, 2026	0.80

SFY vs. GRW - Sectors Allocation Comparison

Sectors	SFY	GRW
Technology	45.5%	26.6%
Communication Services	10.2%	9.1%
Financial Services	9.6%	9.8%
Healthcare	9.4%	4.1%
Consumer Cyclical	7.6%	8.3%
Industrials	6.7%	38.1%
Consumer Defensive	3.4%	-
Energy	2.4%	-
Utilities	1.9%	-
Real Estate	1.7%	-
Basic Materials	1.7%	4.0%

Return for Risk

SFY vs. GRW — Risk / Return Rank

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

SFY

SFY Risk / Return Rank: 74
SFY Sharpe Ratio Rank: 77
SFY Sortino Ratio Rank: 74
SFY Omega Ratio Rank: 73
SFY Calmar Ratio Rank: 67
SFY Martin Ratio Rank: 76

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.

SFY vs. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) and TCW Durable Growth ETF (GRW). 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.

	SFY	GRW	Difference
Sharpe ratio: Return per unit of total volatility	2.47	—	—
Sortino ratio: Return per unit of downside risk	3.27	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	3.30	—	—
Martin ratio: Return relative to average drawdown	14.42	—	—
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

	SFY	GRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	13.58	-12.68

Drawdowns

SFY vs. GRW - Drawdown Comparison

The maximum SFY drawdown since its inception was -33.25%, which is greater than GRW's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for SFY and GRW.

Drawdown Indicators

	SFY	GRW	Difference
Max Drawdown Largest peak-to-trough decline	-33.25%	-0.45%	-32.80%
Max Drawdown (1Y) Largest decline over 1 year	-10.79%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.04%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.72%	—	—
Current Drawdown Current decline from peak	-0.82%	-0.27%	-0.55%
Average Drawdown Average peak-to-trough decline	-6.18%	-0.17%	-6.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	—	—

Volatility

Volatility by Period

	SFY	GRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.44%	8.89%	+5.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.01%	8.89%	+10.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.19%	8.89%	+11.30%

SFY vs. GRW - Expense Ratio Comparison

SFY has a 0.00% expense ratio, which is lower than GRW's 0.75% expense ratio.

Dividends

SFY vs. GRW - Dividend Comparison

SFY's dividend yield for the trailing twelve months is around 0.84%, while GRW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
GRW TCW Durable Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SFY SoFi Select 500 ETF	0.84%	0.96%	0.99%	1.40%	1.61%	0.90%	1.18%	1.02%

Frequently Asked Questions

Can I hold both SFY and GRW in my portfolio?

SFY and GRW 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 ETF is better, SFY or GRW?

On fees, SFY is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SFY or GRW?

SFY is cheaper with a 0.00% expense ratio, compared with 0.75% for GRW.

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

SFY has the higher dividend yield at 0.84%, compared with 0.00% for GRW.

What is the main difference between SFY and GRW?

They also come from different issuers: Toroso Investments and TCW. Their fees differ too: 0.00% for SFY and 0.75% for GRW.