STOX vs. SFTX
STOX (Horizon Core Equity ETF) and SFTX (Horizon International Managed Risk ETF) are both exchange-traded funds - STOX is a Large Cap Blend Equities fund actively managed by Horizon, while SFTX is a Tactical Allocation fund actively managed by Horizon. Both are actively managed. Their 0.79 correlation means they have sometimes moved together and sometimes differently. STOX charges 0.70%/yr vs 0.82%/yr for SFTX.
Performance
STOX vs. SFTX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STOX achieves a 9.05% return, which is significantly lower than SFTX's 15.13% return.
STOX
- 1D
- 0.43%
- 1M
- 1.84%
- 6M
- 6.61%
- YTD
- 9.05%
- 1Y
- 18.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.18%
SFTX
- 1D
- -1.43%
- 1M
- -3.50%
- 6M
- 5.09%
- YTD
- 15.13%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $970.04K | $1.02M | $3.85M | |
| $905.82K | $921.25K | $857.62K |
STOX vs. SFTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STOX Horizon Core Equity ETF | 9.05% | 0.44% |
SFTX Horizon International Managed Risk ETF | 15.13% | 1.61% |
Correlation
The correlation between STOX and SFTX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025 | 0.79 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
STOX vs. SFTX — Risk / Return Rank
STOX
SFTX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
STOX vs. SFTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Horizon Core Equity ETF (STOX) and Horizon International Managed Risk ETF (SFTX). 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.
| STOX | SFTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | — | — |
| Martin ratioReturn relative to average drawdown | 8.90 | — | — |
Loading charts...
Drawdowns
STOX vs. SFTX - Drawdown Comparison
The maximum STOX drawdown since its inception was -9.33%, smaller than the maximum SFTX drawdown of -12.75%. Use the drawdown chart below to compare losses from any high point for STOX and SFTX.
Loading charts...
Drawdown Indicators
| STOX | SFTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.33% | -12.75% | +3.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | — | — |
Current DrawdownCurrent decline from peak | -1.52% | -6.83% | +5.31% |
Average DrawdownAverage peak-to-trough decline | -1.20% | -2.91% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | — | — |
Volatility
STOX vs. SFTX - Volatility Comparison
Loading charts...
Volatility by Period
| STOX | SFTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 22.30% | -9.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.57% | 22.30% | -9.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.57% | 22.30% | -9.73% |
STOX vs. SFTX - Expense Ratio Comparison
STOX has a 0.70% expense ratio, which is lower than SFTX's 0.82% expense ratio.
Dividends
STOX vs. SFTX - Dividend Comparison
STOX's dividend yield for the trailing twelve months is around 0.17%, less than SFTX's 0.22% yield.
| Position | TTM | 2025 |
|---|---|---|
SFTX Horizon International Managed Risk ETF | 0.22% | 0.25% |
STOX Horizon Core Equity ETF | 0.17% | 0.19% |
Frequently Asked Questions
STOX and SFTX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, STOX is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.
STOX is cheaper with a 0.70% expense ratio, compared with 0.82% for SFTX.
SFTX has the higher dividend yield at 0.22%, compared with 0.17% for STOX.
STOX is categorized as Large Cap Blend Equities, while SFTX is Tactical Allocation. Their fees differ too: 0.70% for STOX and 0.82% for SFTX.
Find the right allocation for STOX and SFTX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer