STXF vs. BUXX
STXF (Strive 500 ETF) and BUXX (Strive Enhanced Income Short Maturity ETF) are both exchange-traded funds - STXF is a Large Cap Blend Equities fund tracking the Bloomberg US Large Cap Index, while BUXX is a Ultrashort Bond fund actively managed by Strive. STXF is passively managed, while BUXX is actively managed. Over the past year, STXF returned 24.01% vs 4.41% for BUXX. At a 0.08 correlation, their price movements are largely independent. STXF charges 0.05%/yr vs 0.26%/yr for BUXX.
Performance
STXF vs. BUXX - Performance Comparison
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Returns By Period
In the year-to-date period, STXF achieves a 8.95% return, which is significantly higher than BUXX's 1.81% return.
STXF
- 1D
- 0.50%
- 1M
- 0.11%
- YTD
- 8.95%
- 6M
- 9.14%
- 1Y
- 24.01%
- 3Y*
- 21.18%
- 5Y*
- —
- 10Y*
- —
BUXX
- 1D
- 0.05%
- 1M
- 0.50%
- YTD
- 1.81%
- 6M
- 2.14%
- 1Y
- 4.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STXF vs. BUXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
STXF Strive 500 ETF | 8.95% | 17.95% | 25.13% | 8.02% |
BUXX Strive Enhanced Income Short Maturity ETF | 1.81% | 4.84% | 6.18% | 2.86% |
Correlation
The correlation between STXF and BUXX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 10, 2023 | 0.08 |
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Return for Risk
STXF vs. BUXX — Risk / Return Rank
STXF
BUXX
STXF vs. BUXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strive 500 ETF (STXF) and Strive Enhanced Income Short Maturity ETF (BUXX). 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.
| STXF | BUXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -3.64 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.90 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 15.03 | -12.43 |
| Martin ratioReturn relative to average drawdown | 11.44 | 62.13 | -50.69 |
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Drawdowns
STXF vs. BUXX - Drawdown Comparison
The maximum STXF drawdown since its inception was -19.00%, which is greater than BUXX's maximum drawdown of -0.60%. Use the drawdown chart below to compare losses from any high point for STXF and BUXX.
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Drawdown Indicators
| STXF | BUXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.00% | -0.60% | -18.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.29% | -0.29% | -9.00% |
Max Drawdown (3Y)Largest decline over 3 years | -19.00% | — | — |
Current DrawdownCurrent decline from peak | -2.48% | 0.00% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -0.05% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 0.07% | +2.04% |
Volatility
STXF vs. BUXX - Volatility Comparison
Strive 500 ETF (STXF) has a higher volatility of 4.41% compared to Strive Enhanced Income Short Maturity ETF (BUXX) at 0.26%. This indicates that STXF's price experiences larger fluctuations and is considered to be riskier than BUXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STXF | BUXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 0.26% | +4.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 0.75% | +9.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.90% | 1.20% | +11.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 1.45% | +14.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 1.45% | +14.70% |
STXF vs. BUXX - Expense Ratio Comparison
STXF has a 0.05% expense ratio, which is lower than BUXX's 0.26% 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%.
Dividends
STXF vs. BUXX - Dividend Comparison
STXF's dividend yield for the trailing twelve months is around 1.04%, less than BUXX's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BUXX Strive Enhanced Income Short Maturity ETF | 4.72% | 4.95% | 5.55% | 1.92% | 0.00% |
STXF Strive 500 ETF | 1.04% | 1.05% | 1.13% | 1.21% | 0.37% |
Frequently Asked Questions
STXF and BUXX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STXF has higher volatility (4.41%) compared to BUXX (0.26%). In terms of maximum drawdown, STXF dropped -19.00% vs BUXX's -0.60%.
On 1-year performance, STXF leads with 24.01% vs 4.41% for BUXX. On fees, STXF is cheaper at 0.05% per year. On volatility, BUXX has been the lower-risk option at 0.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, STXF has performed better with a 24.01% return vs 4.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STXF is cheaper with a 0.05% expense ratio, compared with 0.26% for BUXX.
BUXX has the higher dividend yield at 4.72%, compared with 1.04% for STXF.
STXF is categorized as Large Cap Blend Equities, while BUXX is Ultrashort Bond. Their fees differ too: 0.05% for STXF and 0.26% for BUXX.
BUXX currently has the higher Sharpe Ratio (3.68 vs 1.87), 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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