SFYF vs. MSTZ

Last updated Jun 26, 2026

SFYF (SoFi Social 50 ETF) and MSTZ (T-REX 2X Inverse MSTR Daily Target ETF) are both exchange-traded funds - SFYF is a Large Cap Growth Equities fund tracking the SoFi Social 50 Index, while MSTZ is a Inverse Equities fund actively managed by REX. SFYF is passively managed, while MSTZ is actively managed. Over the past year, SFYF returned 29.18% vs 279.21% for MSTZ. At a correlation of -0.56, they often move in opposite directions. SFYF charges 0.29%/yr vs 1.05%/yr for MSTZ.

Performance

SFYF vs. MSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFYF achieves a 6.40% return, which is significantly higher than MSTZ's 1.05% return.

SFYF

• 1D: -0.77%
• 1M: -6.35%
• YTD: 6.40%
• 6M: 4.11%
• 1Y: 29.18%
• 3Y*: 32.16%
• 5Y*: 9.54%
• 10Y*: —

MSTZ

• 1D: 19.27%
• 1M: 186.45%
• YTD: 1.05%
• 6M: 9.89%
• 1Y: 279.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SFYF vs. MSTZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SFYF SoFi Social 50 ETF	6.40%	30.00%	19.71%
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	1.05%	-38.95%	-94.43%

Correlation

The correlation between SFYF and MSTZ is -0.59, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.59
Correlation (All Time) Calculated using the full available price history since Sep 18, 2024	-0.57

The correlation between SFYF and MSTZ has been stable across timeframes, ranging from -0.59 to -0.56 - a consistent structural relationship.

Return for Risk

SFYF vs. MSTZ — Risk / Return Rank

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

SFYF

SFYF Risk / Return Rank: 45
SFYF Sharpe Ratio Rank: 49
SFYF Sortino Ratio Rank: 45
SFYF Omega Ratio Rank: 46
SFYF Calmar Ratio Rank: 44
SFYF Martin Ratio Rank: 43

MSTZ

MSTZ Risk / Return Rank: 62
MSTZ Sharpe Ratio Rank: 69
MSTZ Sortino Ratio Rank: 60
MSTZ Omega Ratio Rank: 59
MSTZ Calmar Ratio Rank: 74
MSTZ Martin Ratio Rank: 45

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. MSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). 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	MSTZ	Difference
Sharpe ratio: Return per unit of total volatility	1.49	1.93	-0.44
Sortino ratio: Return per unit of downside risk	2.00	2.48	-0.48
Omega ratio: Gain probability vs. loss probability	1.26	1.32	-0.06
Calmar ratio: Return relative to maximum drawdown	1.93	3.31	-1.38
Martin ratio: Return relative to average drawdown	6.12	6.57	-0.45

SFYF vs. MSTZ - Sharpe Ratio Comparison

The current SFYF Sharpe Ratio is 1.49, which is comparable to the MSTZ Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SFYF and MSTZ, 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

SFYF vs. MSTZ - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, smaller than the maximum MSTZ drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for SFYF and MSTZ.

Drawdown Indicators

	SFYF	MSTZ	Difference
Max Drawdown Largest peak-to-trough decline	-56.09%	-99.38%	+43.29%
Max Drawdown (1Y) Largest decline over 1 year	-15.18%	-84.89%	+69.71%
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	-8.92%	-96.56%	+87.64%
Average Drawdown Average peak-to-trough decline	-16.48%	-94.46%	+77.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.78%	42.70%	-37.92%

Volatility

SFYF vs. MSTZ - Volatility Comparison

The current volatility for SoFi Social 50 ETF (SFYF) is 8.04%, while T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) has a volatility of 46.08%. This indicates that SFYF experiences smaller price fluctuations and is considered to be less risky than MSTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFYF	MSTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.04%	46.08%	-38.04%
Volatility (6M) Calculated over the trailing 6-month period	15.00%	129.73%	-114.73%
Volatility (1Y) Calculated over the trailing 1-year period	19.64%	145.84%	-126.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.38%	170.65%	-141.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.68%	170.65%	-139.97%

SFYF vs. MSTZ - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is lower than MSTZ's 1.05% expense ratio.

Dividends

SFYF vs. MSTZ - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.31%, while MSTZ has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SFYF SoFi Social 50 ETF	0.31%	0.33%	0.31%	1.71%	1.19%	0.26%	0.40%	0.73%

Frequently Asked Questions

Can I hold both SFYF and MSTZ in my portfolio?

SFYF and MSTZ have a correlation of -0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFYF or MSTZ?

MSTZ has higher volatility (46.08%) compared to SFYF (8.04%). In terms of maximum drawdown, SFYF dropped -56.09% vs MSTZ's -99.38%.

Which ETF is better, SFYF or MSTZ?

On 1-year performance, MSTZ leads with 279.21% vs 29.18% for SFYF. On fees, SFYF is cheaper at 0.29% per year. On volatility, SFYF has been the lower-risk option at 8.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SFYF or MSTZ?

Over the 1-year period, MSTZ has performed better with a 279.21% return vs 29.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFYF or MSTZ?

SFYF is cheaper with a 0.29% expense ratio, compared with 1.05% for MSTZ.

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

SFYF has the higher dividend yield at 0.31%, compared with 0.00% for MSTZ.

What is the main difference between SFYF and MSTZ?

SFYF is categorized as Large Cap Growth Equities, while MSTZ is Inverse Equities. They also come from different issuers: Toroso Investments and REX. Their fees differ too: 0.29% for SFYF and 1.05% for MSTZ.

Which has better risk-adjusted returns?

MSTZ currently has the higher Sharpe Ratio (1.93 vs 1.49), 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.