SFYF vs. RPG

Last updated Jun 21, 2026

SFYF (SoFi Social 50 ETF) and RPG (Invesco S&P 500 Pure Growth ETF) are both Large Cap Growth Equities funds - SFYF tracks the SoFi Social 50 Index while RPG tracks the S&P 500/Citigroup Pure Growth Index. Both are passively managed. Over the past 5 years, SFYF returned 11.19%/yr vs 12.97%/yr for RPG. A 0.78 correlation means they provide meaningful diversification when combined. SFYF charges 0.29%/yr vs 0.35%/yr for RPG.

Performance

SFYF vs. RPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) and Invesco S&P 500 Pure Growth ETF (RPG). 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 RPG's 34.49% return.

SFYF

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

RPG

• 1D: 2.65%
• 1M: 8.87%
• YTD: 34.49%
• 6M: 32.93%
• 1Y: 44.77%
• 3Y*: 28.19%
• 5Y*: 12.97%
• 10Y*: 15.20%

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

SFYF vs. RPG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SFYF SoFi Social 50 ETF	12.48%	30.00%	44.62%	56.80%	-47.73%	35.83%	33.65%	5.50%
RPG Invesco S&P 500 Pure Growth ETF	34.49%	13.41%	28.23%	8.04%	-27.55%	29.40%	29.34%	9.48%

Correlation

The correlation between SFYF and RPG is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since May 8, 2019	0.78

The correlation between SFYF and RPG has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

SFYF vs. RPG - Sectors Allocation Comparison

Sectors	SFYF	RPG
Technology	34.9%	46.9%
Consumer Cyclical	24.6%	14.7%
Communication Services	16.7%	5.4%
Financial Services	7.5%	5.3%
Healthcare	6.8%	6.4%
Consumer Defensive	6.0%	1.1%
Industrials	1.2%	14.0%
Real Estate	1.1%	1.0%
Energy	0.7%	1.6%
Basic Materials	-	1.2%
Utilities	-	2.4%

Return for Risk

SFYF vs. RPG — 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

RPG

RPG Risk / Return Rank: 72
RPG Sharpe Ratio Rank: 68
RPG Sortino Ratio Rank: 64
RPG Omega Ratio Rank: 64
RPG Calmar Ratio Rank: 82
RPG Martin Ratio Rank: 81

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. RPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) and Invesco S&P 500 Pure Growth ETF (RPG). 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	RPG	Difference
Sharpe ratio: Return per unit of total volatility	2.08	2.10	-0.02
Sortino ratio: Return per unit of downside risk	2.67	2.81	-0.15
Omega ratio: Gain probability vs. loss probability	1.36	1.37	-0.01
Calmar ratio: Return relative to maximum drawdown	2.68	4.09	-1.41
Martin ratio: Return relative to average drawdown	8.64	15.48	-6.83

SFYF vs. RPG - Sharpe Ratio Comparison

The current SFYF Sharpe Ratio is 2.08, which is comparable to the RPG Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SFYF and RPG, 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. RPG - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, which is greater than RPG's maximum drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for SFYF and RPG.

Drawdown Indicators

	SFYF	RPG	Difference
Max Drawdown Largest peak-to-trough decline	-56.09%	-53.27%	-2.82%
Max Drawdown (1Y) Largest decline over 1 year	-15.18%	-11.08%	-4.10%
Max Drawdown (3Y) Largest decline over 3 years	-26.45%	-24.75%	-1.70%
Max Drawdown (5Y) Largest decline over 5 years	-56.09%	-35.59%	-20.50%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.58%	—
Current Drawdown Current decline from peak	-3.71%	-0.19%	-3.52%
Average Drawdown Average peak-to-trough decline	-16.50%	-8.83%	-7.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.69%	2.92%	+1.77%

Volatility

SFYF vs. RPG - Volatility Comparison

The current volatility for SoFi Social 50 ETF (SFYF) is 7.93%, while Invesco S&P 500 Pure Growth ETF (RPG) has a volatility of 9.93%. This indicates that SFYF experiences smaller price fluctuations and is considered to be less risky than RPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFYF	RPG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.93%	9.93%	-2.00%
Volatility (6M) Calculated over the trailing 6-month period	14.94%	18.46%	-3.52%
Volatility (1Y) Calculated over the trailing 1-year period	19.50%	21.52%	-2.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.35%	23.76%	+5.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.69%	22.87%	+7.82%

SFYF vs. RPG - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is lower than RPG's 0.35% expense ratio.

Dividends

SFYF vs. RPG - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.29%, more than RPG's 0.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RPG Invesco S&P 500 Pure Growth ETF	0.16%	0.24%	0.25%	1.44%	0.74%	0.00%	0.46%	0.83%	0.47%	0.56%	0.43%	0.73%
SFYF SoFi Social 50 ETF	0.29%	0.33%	0.31%	1.71%	1.19%	0.26%	0.40%	0.73%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SFYF and RPG in my portfolio?

SFYF and RPG have a correlation of 0.75, 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 RPG?

RPG has higher volatility (9.93%) compared to SFYF (7.93%). In terms of maximum drawdown, SFYF dropped -56.09% vs RPG's -53.27%.

Which ETF is better, SFYF or RPG?

On 5-year performance, RPG leads with 12.97% vs 11.19% for SFYF. On fees, SFYF is cheaper at 0.29% per year. On volatility, SFYF has been the lower-risk option at 7.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SFYF or RPG?

Over the 5-year period, RPG has performed better with a 12.97% return vs 11.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFYF or RPG?

SFYF is cheaper with a 0.29% expense ratio, compared with 0.35% for RPG.

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

SFYF has the higher dividend yield at 0.29%, compared with 0.16% for RPG.

What is the main difference between SFYF and RPG?

SFYF tracks SoFi Social 50 Index, while RPG tracks S&P 500/Citigroup Pure Growth Index. They also come from different issuers: Toroso Investments and Invesco. Their fees differ too: 0.29% for SFYF and 0.35% for RPG.

Which has better risk-adjusted returns?

RPG currently has the higher Sharpe Ratio (2.10 vs 2.08), 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.