SFYF vs. HYP

Last updated Jun 21, 2026

SFYF (SoFi Social 50 ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. SFYF is passively managed, while HYP is actively managed. A 0.68 correlation means they provide meaningful diversification when combined. SFYF charges 0.29%/yr vs 0.85%/yr for HYP.

Performance

SFYF vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFYF achieves a 12.48% return, which is significantly lower than HYP's 33.57% return.

SFYF

• 1D: 1.87%
• 1M: 0.88%
• YTD: 12.48%
• 6M: 10.67%
• 1Y: 41.12%
• 3Y*: 32.72%
• 5Y*: 11.19%
• 10Y*: —

HYP

• 1D: 3.85%
• 1M: 3.88%
• YTD: 33.57%
• 6M: 30.99%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SFYF vs. HYP - Yearly Performance Comparison

	2026 (YTD)	2025
SFYF SoFi Social 50 ETF	12.48%	2.03%
HYP Golden Eagle Dynamic Hypergrowth ETF	33.57%	-6.61%

Correlation

The correlation between SFYF and HYP is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025	0.68

Return for Risk

SFYF vs. HYP — Risk / Return Rank

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

SFYF

SFYF Risk / Return Rank: 59
SFYF Sharpe Ratio Rank: 67
SFYF Sortino Ratio Rank: 59
SFYF Omega Ratio Rank: 61
SFYF Calmar Ratio Rank: 56
SFYF Martin Ratio Rank: 53

HYP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SFYF vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.

	SFYF	HYP	Difference
Sharpe ratio: Return per unit of total volatility	2.08	—	—
Sortino ratio: Return per unit of downside risk	2.67	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	2.68	—	—
Martin ratio: Return relative to average drawdown	8.64	—	—

Drawdowns

SFYF vs. HYP - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for SFYF and HYP.

Drawdown Indicators

	SFYF	HYP	Difference
Max Drawdown Largest peak-to-trough decline	-56.09%	-19.58%	-36.51%
Max Drawdown (1Y) Largest decline over 1 year	-15.18%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-26.45%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-56.09%	—	—
Current Drawdown Current decline from peak	-3.71%	-0.61%	-3.10%
Average Drawdown Average peak-to-trough decline	-16.50%	-6.47%	-10.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.69%	—	—

Volatility

Volatility by Period

	SFYF	HYP	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.93%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.50%	43.01%	-23.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.35%	43.01%	-13.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.69%	43.01%	-12.32%

SFYF vs. HYP - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is lower than HYP's 0.85% expense ratio.

Dividends

SFYF vs. HYP - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.29%, more than HYP's 0.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
HYP Golden Eagle Dynamic Hypergrowth ETF	0.10%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SFYF SoFi Social 50 ETF	0.29%	0.33%	0.31%	1.71%	1.19%	0.26%	0.40%	0.73%

Frequently Asked Questions

Can I hold both SFYF and HYP in my portfolio?

SFYF and HYP have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SFYF or HYP?

On fees, SFYF is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SFYF or HYP?

SFYF is cheaper with a 0.29% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, SFYF or HYP?

SFYF has the higher dividend yield at 0.29%, compared with 0.10% for HYP.

What is the main difference between SFYF and HYP?

They also come from different issuers: Toroso Investments and Golden Eagle. Their fees differ too: 0.29% for SFYF and 0.85% for HYP.