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

Correlation

The correlation between SFYX and SFY is 0.83, 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

SFYX vs. SFY - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
31.50%
87.35%
SFYX
SFY

Key characteristics

Sharpe Ratio

SFYX:

-0.51

SFY:

-0.02

Sortino Ratio

SFYX:

-0.56

SFY:

0.10

Omega Ratio

SFYX:

0.93

SFY:

1.01

Calmar Ratio

SFYX:

-0.48

SFY:

-0.02

Martin Ratio

SFYX:

-1.91

SFY:

-0.10

Ulcer Index

SFYX:

5.51%

SFY:

4.27%

Daily Std Dev

SFYX:

20.73%

SFY:

19.72%

Max Drawdown

SFYX:

-39.59%

SFY:

-33.25%

Current Drawdown

SFYX:

-22.09%

SFY:

-20.32%

Returns By Period

The year-to-date returns for both stocks are quite close, with SFYX having a -15.37% return and SFY slightly lower at -15.85%.


SFYX

YTD

-15.37%

1M

-13.02%

6M

-13.82%

1Y

-9.54%

5Y*

13.19%

10Y*

N/A

SFY

YTD

-15.85%

1M

-14.63%

6M

-11.78%

1Y

0.81%

5Y*

16.09%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SFYX vs. SFY - Expense Ratio Comparison

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


SFYX
SoFi Next 500 ETF
Expense ratio chart for SFYX: 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%
SFYX: 0.00%
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

SFYX vs. SFY — Risk-Adjusted Performance Rank

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

SFYX
The Risk-Adjusted Performance Rank of SFYX is 66
Overall Rank
The Sharpe Ratio Rank of SFYX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SFYX is 77
Sortino Ratio Rank
The Omega Ratio Rank of SFYX is 77
Omega Ratio Rank
The Calmar Ratio Rank of SFYX is 66
Calmar Ratio Rank
The Martin Ratio Rank of SFYX is 22
Martin Ratio Rank

SFY
The Risk-Adjusted Performance Rank of SFY is 2626
Overall Rank
The Sharpe Ratio Rank of SFY is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SFY is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SFY is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SFY is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SFY is 2626
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.

SFYX vs. SFY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Next 500 ETF (SFYX) and SoFi Select 500 ETF (SFY). 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.


Sharpe ratio
The chart of Sharpe ratio for SFYX, currently valued at -0.51, compared to the broader market-1.000.001.002.003.004.00
SFYX: -0.51
SFY: -0.02
The chart of Sortino ratio for SFYX, currently valued at -0.56, compared to the broader market-2.000.002.004.006.008.0010.00
SFYX: -0.56
SFY: 0.10
The chart of Omega ratio for SFYX, currently valued at 0.93, compared to the broader market0.501.001.502.002.50
SFYX: 0.93
SFY: 1.01
The chart of Calmar ratio for SFYX, currently valued at -0.48, compared to the broader market0.005.0010.0015.00
SFYX: -0.48
SFY: -0.02
The chart of Martin ratio for SFYX, currently valued at -1.91, compared to the broader market0.0020.0040.0060.0080.00
SFYX: -1.91
SFY: -0.10

The current SFYX Sharpe Ratio is -0.51, which is lower than the SFY Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SFYX and SFY, 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
-0.51
-0.02
SFYX
SFY

Dividends

SFYX vs. SFY - Dividend Comparison

SFYX's dividend yield for the trailing twelve months is around 1.48%, more than SFY's 1.17% yield.


TTM202420232022202120202019
SFYX
SoFi Next 500 ETF
1.48%1.25%1.51%1.57%0.90%1.16%1.02%
SFY
SoFi Select 500 ETF
1.17%0.98%0.85%0.32%0.90%0.24%1.02%

Drawdowns

SFYX vs. SFY - Drawdown Comparison

The maximum SFYX drawdown since its inception was -39.59%, which is greater than SFY's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for SFYX and SFY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.09%
-20.32%
SFYX
SFY

Volatility

SFYX vs. SFY - Volatility Comparison

SoFi Next 500 ETF (SFYX) has a higher volatility of 11.34% compared to SoFi Select 500 ETF (SFY) at 10.33%. This indicates that SFYX's price experiences larger fluctuations and is considered to be riskier than SFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.34%
10.33%
SFYX
SFY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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