PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SFY vs. SFYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFY and SFYX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

SFY vs. SFYX - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
111.00%
49.72%
SFY
SFYX

Key characteristics

Sharpe Ratio

SFY:

0.66

SFYX:

0.05

Sortino Ratio

SFY:

0.96

SFYX:

0.20

Omega Ratio

SFY:

1.13

SFYX:

1.02

Calmar Ratio

SFY:

1.01

SFYX:

0.06

Martin Ratio

SFY:

2.97

SFYX:

0.18

Ulcer Index

SFY:

3.96%

SFYX:

5.21%

Daily Std Dev

SFY:

17.94%

SFYX:

18.72%

Max Drawdown

SFY:

-33.25%

SFYX:

-39.59%

Current Drawdown

SFY:

-10.27%

SFYX:

-11.30%

Returns By Period

In the year-to-date period, SFY achieves a -5.23% return, which is significantly lower than SFYX's -3.65% return.


SFY

YTD

-5.23%

1M

-3.52%

6M

0.80%

1Y

12.48%

5Y*

18.93%

10Y*

N/A

SFYX

YTD

-3.65%

1M

-1.82%

6M

-0.95%

1Y

2.12%

5Y*

16.20%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SFY vs. SFYX - Expense Ratio Comparison

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


SFY
SoFi Select 500 ETF
Expense ratio chart for SFY: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SFY: 0.00%
Expense ratio chart for SFYX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SFYX: 0.00%

Risk-Adjusted Performance

SFY vs. SFYX — Risk-Adjusted Performance Rank

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

SFY
The Risk-Adjusted Performance Rank of SFY is 6464
Overall Rank
The Sharpe Ratio Rank of SFY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SFY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SFY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SFY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SFY is 6666
Martin Ratio Rank

SFYX
The Risk-Adjusted Performance Rank of SFYX is 2121
Overall Rank
The Sharpe Ratio Rank of SFYX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of SFYX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SFYX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of SFYX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SFYX is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SFY vs. SFYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) and SoFi Next 500 ETF (SFYX). 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.


Sharpe ratio
The chart of Sharpe ratio for SFY, currently valued at 0.66, compared to the broader market0.002.004.00
SFY: 0.66
SFYX: 0.05
The chart of Sortino ratio for SFY, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.0012.00
SFY: 0.96
SFYX: 0.20
The chart of Omega ratio for SFY, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
SFY: 1.13
SFYX: 1.02
The chart of Calmar ratio for SFY, currently valued at 1.01, compared to the broader market0.005.0010.0015.00
SFY: 1.01
SFYX: 0.06
The chart of Martin ratio for SFY, currently valued at 2.97, compared to the broader market0.0020.0040.0060.0080.00100.00
SFY: 2.97
SFYX: 0.18

The current SFY Sharpe Ratio is 0.66, which is higher than the SFYX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of SFY and SFYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.66
0.05
SFY
SFYX

Dividends

SFY vs. SFYX - Dividend Comparison

SFY's dividend yield for the trailing twelve months is around 0.64%, less than SFYX's 1.30% yield.


TTM202420232022202120202019
SFY
SoFi Select 500 ETF
0.64%0.60%1.40%1.61%0.52%0.70%0.20%
SFYX
SoFi Next 500 ETF
1.30%1.25%1.51%1.57%0.90%1.16%1.02%

Drawdowns

SFY vs. SFYX - Drawdown Comparison

The maximum SFY drawdown since its inception was -33.25%, smaller than the maximum SFYX drawdown of -39.59%. Use the drawdown chart below to compare losses from any high point for SFY and SFYX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.27%
-11.30%
SFY
SFYX

Volatility

SFY vs. SFYX - Volatility Comparison

SoFi Select 500 ETF (SFY) and SoFi Next 500 ETF (SFYX) have volatilities of 7.05% and 7.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.05%
7.05%
SFY
SFYX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab