SOFI vs. USDX
SOFI (SoFi Technologies, Inc.) is a stock, while USDX (SGI Enhanced Core ETF) is Intermediate Core Bond fund actively managed by Summit Global Investments. Over the past year, SOFI returned -13.03% vs 6.41% for USDX. At a correlation of -0.02, they often move in opposite directions.
Performance
SOFI vs. USDX - Performance Comparison
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Returns By Period
In the year-to-date period, SOFI achieves a -29.14% return, which is significantly lower than USDX's 2.59% return.
SOFI
- 1D
- 2.32%
- 1M
- 11.88%
- 6M
- -31.65%
- YTD
- -29.14%
- 1Y
- -13.03%
- 3Y*
- 26.89%
- 5Y*
- 3.01%
- 10Y*
- —
USDX
- 1D
- 0.12%
- 1M
- 0.31%
- 6M
- 2.43%
- YTD
- 2.59%
- 1Y
- 6.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOFI vs. USDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SOFI SoFi Technologies, Inc. | -29.14% | 70.00% | 73.81% |
USDX SGI Enhanced Core ETF | 2.59% | 6.25% | 6.87% |
Correlation
The correlation between SOFI and USDX is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 29, 2024 | -0.02 |
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Return for Risk
SOFI vs. USDX — Risk / Return Rank
SOFI
USDX
SOFI vs. USDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and SGI Enhanced Core ETF (USDX). 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.
| SOFI | USDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.35 | ||
| Sortino ratioReturn per unit of downside risk | -4.86 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.77 | -0.76 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 6.87 | -7.12 |
| Martin ratioReturn relative to average drawdown | -0.41 | 43.69 | -44.10 |
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Drawdowns
SOFI vs. USDX - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, which is greater than USDX's maximum drawdown of -0.94%. Use the drawdown chart below to compare losses from any high point for SOFI and USDX.
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Drawdown Indicators
| SOFI | USDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -0.94% | -82.38% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -0.94% | -52.02% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -81.54% | — | — |
Current DrawdownCurrent decline from peak | -42.41% | -0.06% | -42.35% |
Average DrawdownAverage peak-to-trough decline | -51.10% | -0.06% | -51.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.48% | 0.15% | +31.33% |
Volatility
SOFI vs. USDX - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 12.27% compared to SGI Enhanced Core ETF (USDX) at 0.76%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than USDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOFI | USDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.27% | 0.76% | +11.51% |
Volatility (6M)Calculated over the trailing 6-month period | 37.45% | 1.94% | +35.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.60% | 2.07% | +53.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.45% | 1.75% | +64.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.59% | 1.75% | +69.84% |
Dividends
SOFI vs. USDX - Dividend Comparison
SOFI has not paid dividends to shareholders, while USDX's dividend yield for the trailing twelve months is around 6.87%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% |
USDX SGI Enhanced Core ETF | 6.87% | 5.88% | 4.60% |
Frequently Asked Questions
SOFI and USDX have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (12.27%) compared to USDX (0.76%). In terms of maximum drawdown, SOFI dropped -83.32% vs USDX's -0.94%.
USDX currently has the higher Sharpe Ratio (3.12 vs -0.24), 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.
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