PortfoliosLab logo
SFYX vs. SPYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFYX and SPYD is 0.69, 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.


Performance

SFYX vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Next 500 ETF (SFYX) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

SFYX:

0.25

SPYD:

0.61

Sortino Ratio

SFYX:

0.54

SPYD:

0.88

Omega Ratio

SFYX:

1.07

SPYD:

1.12

Calmar Ratio

SFYX:

0.26

SPYD:

0.56

Martin Ratio

SFYX:

0.83

SPYD:

1.75

Ulcer Index

SFYX:

7.59%

SPYD:

5.14%

Daily Std Dev

SFYX:

24.34%

SPYD:

15.65%

Max Drawdown

SFYX:

-39.59%

SPYD:

-46.42%

Current Drawdown

SFYX:

-7.75%

SPYD:

-6.75%

Returns By Period

In the year-to-date period, SFYX achieves a 0.21% return, which is significantly lower than SPYD's 0.75% return.


SFYX

YTD

0.21%

1M

13.49%

6M

-2.92%

1Y

6.06%

3Y*

9.54%

5Y*

11.31%

10Y*

N/A

SPYD

YTD

0.75%

1M

4.76%

6M

-3.59%

1Y

9.50%

3Y*

5.06%

5Y*

15.17%

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.


SoFi Next 500 ETF

SFYX vs. SPYD - Expense Ratio Comparison

SFYX 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%.


Risk-Adjusted Performance

SFYX vs. SPYD — 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 3232
Overall Rank
The Sharpe Ratio Rank of SFYX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SFYX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SFYX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SFYX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SFYX is 3232
Martin Ratio Rank

SPYD
The Risk-Adjusted Performance Rank of SPYD is 5555
Overall Rank
The Sharpe Ratio Rank of SPYD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 5151
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. SPYD - Risk-Adjusted Performance Comparison

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


The current SFYX Sharpe Ratio is 0.25, which is lower than the SPYD Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of SFYX and SPYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

SFYX vs. SPYD - Dividend Comparison

SFYX's dividend yield for the trailing twelve months is around 1.25%, less than SPYD's 4.43% yield.


TTM2024202320222021202020192018201720162015
SFYX
SoFi Next 500 ETF
1.25%1.25%1.51%1.57%0.90%1.16%1.02%0.00%0.00%0.00%0.00%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.43%4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%

Drawdowns

SFYX vs. SPYD - Drawdown Comparison

The maximum SFYX drawdown since its inception was -39.59%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for SFYX and SPYD. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SFYX vs. SPYD - Volatility Comparison

SoFi Next 500 ETF (SFYX) has a higher volatility of 5.58% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.77%. This indicates that SFYX'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.


Loading data...