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STXF vs. USPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STXF vs. USPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 500 ETF (STXF) and Franklin U.S. Equity Index ETF (USPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with STXF having a 8.95% return and USPX slightly lower at 8.72%.


STXF

1D
0.50%
1M
0.11%
YTD
8.95%
6M
9.14%
1Y
24.01%
3Y*
21.18%
5Y*
10Y*

USPX

1D
0.46%
1M
0.04%
YTD
8.72%
6M
8.94%
1Y
23.74%
3Y*
20.90%
5Y*
11.85%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STXF vs. USPX - Yearly Performance Comparison


2026 (YTD)2025202420232022
STXF
Strive 500 ETF
8.95%17.95%25.13%27.70%-2.98%
USPX
Franklin U.S. Equity Index ETF
8.72%17.78%24.97%27.07%-2.66%

Correlation

The correlation between STXF and USPX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2022

0.97

The correlation between STXF and USPX has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

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Return for Risk

STXF vs. USPX — Risk / Return Rank

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

STXF
STXF Risk / Return Rank: 6262
Overall Rank
STXF Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
STXF Sortino Ratio Rank: 6262
Sortino Ratio Rank
STXF Omega Ratio Rank: 6161
Omega Ratio Rank
STXF Calmar Ratio Rank: 5858
Calmar Ratio Rank
STXF Martin Ratio Rank: 6969
Martin Ratio Rank

USPX
USPX Risk / Return Rank: 6565
Overall Rank
USPX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
USPX Sortino Ratio Rank: 6464
Sortino Ratio Rank
USPX Omega Ratio Rank: 6565
Omega Ratio Rank
USPX Calmar Ratio Rank: 5959
Calmar Ratio Rank
USPX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STXF vs. USPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 500 ETF (STXF) and Franklin U.S. Equity Index ETF (USPX). 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.


STXFUSPXDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

2.60

2.61

-0.01

Martin ratioReturn relative to average drawdown

11.44

11.56

-0.12

STXF vs. USPX - Sharpe Ratio Comparison

The current STXF Sharpe Ratio is 1.87, which is comparable to the USPX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of STXF and USPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STXF vs. USPX - Drawdown Comparison

The maximum STXF drawdown since its inception was -19.00%, smaller than the maximum USPX drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for STXF and USPX.


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Drawdown Indicators


STXFUSPXDifference

Max Drawdown

Largest peak-to-trough decline

-19.00%

-31.21%

+12.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-9.15%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

-19.21%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

Max Drawdown (10Y)

Largest decline over 10 years

-31.21%

Current Drawdown

Current decline from peak

-2.48%

-2.47%

-0.01%

Average Drawdown

Average peak-to-trough decline

-2.30%

-4.44%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.06%

+0.05%

Volatility

STXF vs. USPX - Volatility Comparison

Strive 500 ETF (STXF) and Franklin U.S. Equity Index ETF (USPX) have volatilities of 4.41% and 4.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXFUSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

4.44%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

9.85%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

12.56%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

16.24%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

15.95%

+0.20%

STXF vs. USPX - Expense Ratio Comparison

STXF has a 0.05% expense ratio, which is higher than USPX's 0.03% expense ratio. However, 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. USPX - Dividend Comparison

STXF's dividend yield for the trailing twelve months is around 1.04%, which matches USPX's 1.05% yield.


PositionTTM2025202420232022202120202019201820172016
STXF
Strive 500 ETF
1.04%1.05%1.13%1.21%0.37%0.00%0.00%0.00%0.00%0.00%0.00%
USPX
Franklin U.S. Equity Index ETF
1.05%1.07%1.23%1.35%2.21%2.40%2.51%3.07%2.91%2.60%4.89%

Frequently Asked Questions


With a correlation of 0.97, STXF and USPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

USPX has higher volatility (4.44%) compared to STXF (4.41%). In terms of maximum drawdown, STXF dropped -19.00% vs USPX's -31.21%.

On 3-year performance, STXF leads with 21.18% vs 20.90% for USPX. On fees, USPX is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, STXF has performed better with a 21.18% return vs 20.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USPX is cheaper with a 0.03% expense ratio, compared with 0.05% for STXF.

USPX has the higher dividend yield at 1.05%, compared with 1.04% for STXF.

STXF tracks Bloomberg US Large Cap Index, while USPX tracks Morningstar US Target Market Exposure Index. They also come from different issuers: Strive and Franklin Templeton. Their fees differ too: 0.05% for STXF and 0.03% for USPX.

USPX currently has the higher Sharpe Ratio (1.90 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.

Portfolio Optimizer

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