SFY vs. SCHP

Last updated Jun 13, 2026

SFY (SoFi Select 500 ETF) and SCHP (Schwab U.S. TIPS ETF) are both exchange-traded funds - SFY is a Large Cap Growth Equities fund tracking the Solactive SoFi US 500 Growth Index, while SCHP is a Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Linked Bond Index (Series-L). Both are passively managed. Over the past 5 years, SFY returned 14.99%/yr vs 1.06%/yr for SCHP. At a 0.10 correlation, their price movements are largely independent. SFY charges 0.00%/yr vs 0.03%/yr for SCHP.

Performance

SFY vs. SCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Select 500 ETF (SFY) and Schwab U.S. TIPS ETF (SCHP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFY achieves a 11.40% return, which is significantly higher than SCHP's 1.42% return.

SFY

• 1D: 0.40%
• 1M: -0.18%
• YTD: 11.40%
• 6M: 12.36%
• 1Y: 29.80%
• 3Y*: 25.25%
• 5Y*: 14.99%
• 10Y*: —

SCHP

• 1D: 0.04%
• 1M: -0.18%
• YTD: 1.42%
• 6M: 1.48%
• 1Y: 4.71%
• 3Y*: 4.14%
• 5Y*: 1.06%
• 10Y*: 2.60%

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

SFY vs. SCHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SFY SoFi Select 500 ETF	11.40%	22.67%	29.81%	29.36%	-22.84%	28.03%	24.52%	13.72%
SCHP Schwab U.S. TIPS ETF	1.42%	6.76%	1.95%	3.91%	-12.02%	5.87%	10.86%	5.05%

Correlation

The correlation between SFY and SCHP is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019	0.11

SFY vs. SCHP - Sectors Allocation Comparison

Sectors	SFY	SCHP
Technology	45.5%	-
Communication Services	10.2%	-
Financial Services	9.6%	0.0%
Healthcare	9.4%	-
Consumer Cyclical	7.6%	100.0%
Industrials	6.7%	-
Consumer Defensive	3.4%	-
Energy	2.4%	-
Utilities	1.9%	-
Real Estate	1.7%	-
Basic Materials	1.7%	-

Return for Risk

SFY vs. SCHP — Risk / Return Rank

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

SFY

SFY Risk / Return Rank: 68
SFY Sharpe Ratio Rank: 70
SFY Sortino Ratio Rank: 65
SFY Omega Ratio Rank: 67
SFY Calmar Ratio Rank: 63
SFY Martin Ratio Rank: 72

SCHP

SCHP Risk / Return Rank: 50
SCHP Sharpe Ratio Rank: 47
SCHP Sortino Ratio Rank: 51
SCHP Omega Ratio Rank: 45
SCHP Calmar Ratio Rank: 56
SCHP Martin Ratio Rank: 50

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. SCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) and Schwab U.S. TIPS ETF (SCHP). 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.

	SFY	SCHP	Difference
Sharpe ratio: Return per unit of total volatility	1.97	1.44	+0.53
Sortino ratio: Return per unit of downside risk	2.59	2.19	+0.40
Omega ratio: Gain probability vs. loss probability	1.35	1.25	+0.09
Calmar ratio: Return relative to maximum drawdown	2.78	2.45	+0.32
Martin ratio: Return relative to average drawdown	11.66	7.41	+4.26

SFY vs. SCHP - Sharpe Ratio Comparison

The current SFY Sharpe Ratio is 1.97, which is higher than the SCHP Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of SFY and SCHP, 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

SFY vs. SCHP - Drawdown Comparison

The maximum SFY drawdown since its inception was -33.25%, which is greater than SCHP's maximum drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for SFY and SCHP.

Drawdown Indicators

	SFY	SCHP	Difference
Max Drawdown Largest peak-to-trough decline	-33.25%	-14.26%	-18.99%
Max Drawdown (1Y) Largest decline over 1 year	-10.79%	-1.93%	-8.86%
Max Drawdown (3Y) Largest decline over 3 years	-21.04%	-4.48%	-16.56%
Max Drawdown (5Y) Largest decline over 5 years	-27.72%	-14.26%	-13.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-14.26%	—
Current Drawdown Current decline from peak	-3.71%	-0.44%	-3.27%
Average Drawdown Average peak-to-trough decline	-6.17%	-3.93%	-2.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	0.64%	+1.92%

Volatility

SFY vs. SCHP - Volatility Comparison

SoFi Select 500 ETF (SFY) has a higher volatility of 6.15% compared to Schwab U.S. TIPS ETF (SCHP) at 1.02%. This indicates that SFY's price experiences larger fluctuations and is considered to be riskier than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFY	SCHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.15%	1.02%	+5.13%
Volatility (6M) Calculated over the trailing 6-month period	12.18%	2.24%	+9.94%
Volatility (1Y) Calculated over the trailing 1-year period	15.24%	3.30%	+11.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.13%	6.12%	+13.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.24%	5.59%	+14.65%

SFY vs. SCHP - Expense Ratio Comparison

SFY has a 0.00% expense ratio, which is lower than SCHP's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SFY vs. SCHP - Dividend Comparison

SFY's dividend yield for the trailing twelve months is around 0.86%, less than SCHP's 3.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHP Schwab U.S. TIPS ETF	3.99%	4.06%	2.99%	3.02%	7.19%	4.39%	1.11%	2.02%	2.26%	1.90%	1.38%	0.28%
SFY SoFi Select 500 ETF	0.86%	0.96%	0.99%	1.40%	1.61%	0.90%	1.18%	1.02%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SFY and SCHP in my portfolio?

SFY and SCHP have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFY or SCHP?

SFY has higher volatility (6.15%) compared to SCHP (1.02%). In terms of maximum drawdown, SFY dropped -33.25% vs SCHP's -14.26%.

Which ETF is better, SFY or SCHP?

On 5-year performance, SFY leads with 14.99% vs 1.06% for SCHP. On fees, SFY is cheaper at 0.00% per year. On volatility, SCHP has been the lower-risk option at 1.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SFY or SCHP?

Over the 5-year period, SFY has performed better with a 14.99% return vs 1.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFY or SCHP?

SFY is cheaper with a 0.00% expense ratio, compared with 0.03% for SCHP.

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

SCHP has the higher dividend yield at 3.99%, compared with 0.86% for SFY.

What is the main difference between SFY and SCHP?

SFY is categorized as Large Cap Growth Equities, while SCHP is Inflation-Protected Bonds. SFY tracks Solactive SoFi US 500 Growth Index, while SCHP tracks Bloomberg US Treasury Inflation-Linked Bond Index (Series-L). They also come from different issuers: Toroso Investments and Charles Schwab. Their fees differ too: 0.00% for SFY and 0.03% for SCHP.

Which has better risk-adjusted returns?

SFY currently has the higher Sharpe Ratio (1.97 vs 1.44), 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.