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SFY vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFY and SMH is 0.80, 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. SMH - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
108.13%
296.33%
SFY
SMH

Key characteristics

Sharpe Ratio

SFY:

0.59

SMH:

0.06

Sortino Ratio

SFY:

0.96

SMH:

0.38

Omega Ratio

SFY:

1.14

SMH:

1.05

Calmar Ratio

SFY:

0.66

SMH:

0.07

Martin Ratio

SFY:

2.46

SMH:

0.17

Ulcer Index

SFY:

5.61%

SMH:

14.52%

Daily Std Dev

SFY:

23.39%

SMH:

43.08%

Max Drawdown

SFY:

-33.25%

SMH:

-83.29%

Current Drawdown

SFY:

-11.48%

SMH:

-24.30%

Returns By Period

In the year-to-date period, SFY achieves a -6.51% return, which is significantly higher than SMH's -12.47% return.


SFY

YTD

-6.51%

1M

0.01%

6M

-4.40%

1Y

12.98%

5Y*

15.37%

10Y*

N/A

SMH

YTD

-12.47%

1M

-0.09%

6M

-15.83%

1Y

-2.17%

5Y*

27.14%

10Y*

24.02%

*Annualized

Compare stocks, funds, or ETFs

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SFY vs. SMH - Expense Ratio Comparison

SFY has a 0.00% expense ratio, which is lower than SMH's 0.35% expense ratio.


Expense ratio chart for SMH: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMH: 0.35%
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%

Risk-Adjusted Performance

SFY vs. SMH — 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 6767
Overall Rank
The Sharpe Ratio Rank of SFY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SFY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SFY is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SFY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SFY is 6767
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 3030
Overall Rank
The Sharpe Ratio Rank of SMH is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 2828
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2525
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. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) and VanEck Vectors Semiconductor ETF (SMH). 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.


The chart of Sharpe ratio for SFY, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
SFY: 0.59
SMH: 0.06
The chart of Sortino ratio for SFY, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.00
SFY: 0.96
SMH: 0.38
The chart of Omega ratio for SFY, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
SFY: 1.14
SMH: 1.05
The chart of Calmar ratio for SFY, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
SFY: 0.66
SMH: 0.07
The chart of Martin ratio for SFY, currently valued at 2.46, compared to the broader market0.0020.0040.0060.00
SFY: 2.46
SMH: 0.17

The current SFY Sharpe Ratio is 0.59, which is higher than the SMH Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SFY and SMH, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.59
0.06
SFY
SMH

Dividends

SFY vs. SMH - Dividend Comparison

SFY's dividend yield for the trailing twelve months is around 1.05%, more than SMH's 0.51% yield.


TTM20242023202220212020201920182017201620152014
SFY
SoFi Select 500 ETF
1.05%0.98%1.40%1.61%0.90%1.18%1.02%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.51%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%

Drawdowns

SFY vs. SMH - Drawdown Comparison

The maximum SFY drawdown since its inception was -33.25%, smaller than the maximum SMH drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for SFY and SMH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.48%
-24.30%
SFY
SMH

Volatility

SFY vs. SMH - Volatility Comparison

The current volatility for SoFi Select 500 ETF (SFY) is 15.67%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 23.93%. This indicates that SFY experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
15.67%
23.93%
SFY
SMH