SFY vs. SPYD
Compare and contrast key facts about SoFi Select 500 ETF (SFY) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
SFY and SPYD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SFY is a passively managed fund by Toroso Investments that tracks the performance of the Solactive SoFi US 500 Growth Index. It was launched on Apr 11, 2019. SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015. Both SFY and SPYD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFY or SPYD.
Performance
SFY vs. SPYD - Performance Comparison
Returns By Period
In the year-to-date period, SFY achieves a 29.42% return, which is significantly higher than SPYD's 20.15% return.
SFY
29.42%
1.93%
15.94%
38.27%
15.89%
N/A
SPYD
20.15%
-1.32%
12.60%
33.94%
8.08%
N/A
Key characteristics
| SFY | SPYD | |
|---|---|---|
| Sharpe Ratio | 2.55 | 2.55 |
| Sortino Ratio | 3.31 | 3.55 |
| Omega Ratio | 1.47 | 1.45 |
| Calmar Ratio | 3.39 | 2.07 |
| Martin Ratio | 15.60 | 16.91 |
| Ulcer Index | 2.43% | 1.96% |
| Daily Std Dev | 14.84% | 13.04% |
| Max Drawdown | -33.25% | -46.42% |
| Current Drawdown | -2.60% | -1.32% |
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SFY vs. SPYD - Expense Ratio Comparison
SFY has a 0.00% expense ratio, which is lower than SPYD's 0.07% 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%.
Correlation
The correlation between SFY and SPYD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SFY vs. SPYD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.
Dividends
SFY vs. SPYD - Dividend Comparison
SFY's dividend yield for the trailing twelve months is around 0.65%, less than SPYD's 4.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFY SoFi Select 500 ETF | 0.65% | 0.85% | 0.92% | 0.56% | 0.24% | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.06% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% |
Drawdowns
SFY vs. SPYD - Drawdown Comparison
The maximum SFY drawdown since its inception was -33.25%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for SFY and SPYD. For additional features, visit the drawdowns tool.
Volatility
SFY vs. SPYD - Volatility Comparison
SoFi Select 500 ETF (SFY) has a higher volatility of 5.18% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.42%. This indicates that SFY's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.