STXG vs. STXK

Last updated Jun 4, 2026

STXG (Strive 1000 Growth ETF) and STXK (Strive Small-Cap ETF) are both exchange-traded funds - STXG is a Large Cap Growth Equities fund tracking the Bloomberg US 1000 Growth, while STXK is a Small Cap Blend Equities fund tracking the Bloomberg US 600 Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, STXG returned 23.77%/yr vs 14.24%/yr for STXK. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.

Performance

STXG vs. STXK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Growth ETF (STXG) and Strive Small-Cap ETF (STXK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with STXG having a 10.21% return and STXK slightly higher at 10.46%.

STXG

• 1D: -0.84%
• 1M: 5.96%
• YTD: 10.21%
• 6M: 9.84%
• 1Y: 27.66%
• 3Y*: 23.77%
• 5Y*: —
• 10Y*: —

STXK

• 1D: -0.89%
• 1M: 2.04%
• YTD: 10.46%
• 6M: 9.14%
• 1Y: 25.86%
• 3Y*: 14.24%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STXG vs. STXK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXG Strive 1000 Growth ETF	10.21%	17.82%	28.53%	35.95%	-3.74%
STXK Strive Small-Cap ETF	10.46%	7.82%	9.47%	20.15%	-4.99%

Correlation

The correlation between STXG and STXK is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since Nov 11, 2022	0.70

The correlation between STXG and STXK has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.

STXG vs. STXK - Sectors Allocation Comparison

Sectors	STXG	STXK
Technology	45.0%	16.4%
Communication Services	12.6%	2.2%
Consumer Cyclical	11.4%	13.5%
Industrials	9.3%	14.6%
Financial Services	7.6%	15.8%
Healthcare	6.0%	12.2%
Consumer Defensive	3.4%	3.1%
Real Estate	1.7%	7.4%
Basic Materials	1.5%	4.5%
Utilities	0.7%	3.2%
Energy	0.6%	7.0%

Return for Risk

STXG vs. STXK — Risk / Return Rank

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

STXG

STXG Risk / Return Rank: 53
STXG Sharpe Ratio Rank: 57
STXG Sortino Ratio Rank: 56
STXG Omega Ratio Rank: 55
STXG Calmar Ratio Rank: 45
STXG Martin Ratio Rank: 53

STXK

STXK Risk / Return Rank: 48
STXK Sharpe Ratio Rank: 45
STXK Sortino Ratio Rank: 46
STXK Omega Ratio Rank: 42
STXK Calmar Ratio Rank: 54
STXK Martin Ratio Rank: 54

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.

STXG vs. STXK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Growth ETF (STXG) and Strive Small-Cap ETF (STXK). 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.

	STXG	STXK	Difference
Sharpe ratio Return per unit of total volatility	1.93	1.55	+0.38
Sortino ratio Return per unit of downside risk	2.65	2.29	+0.36
Omega ratio Gain probability vs. loss probability	1.34	1.27	+0.07
Calmar ratio Return relative to maximum drawdown	2.20	2.65	-0.44
Martin ratio Return relative to average drawdown	8.91	9.12	-0.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STXG vs. STXK - Sharpe Ratio Comparison

The current STXG Sharpe Ratio is 1.93, which is comparable to the STXK Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of STXG and STXK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STXG	STXK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	1.55	+0.38
Sharpe Ratio (All Time) Calculated using the full available price history	1.41	0.59	+0.82

Drawdowns

STXG vs. STXK - Drawdown Comparison

The maximum STXG drawdown since its inception was -21.22%, smaller than the maximum STXK drawdown of -27.12%. Use the drawdown chart below to compare losses from any high point for STXG and STXK.

Drawdown Indicators

	STXG	STXK	Difference
Max Drawdown Largest peak-to-trough decline	-21.22%	-27.12%	+5.90%
Max Drawdown (1Y) Largest decline over 1 year	-12.62%	-9.81%	-2.81%
Max Drawdown (3Y) Largest decline over 3 years	-21.22%	-27.12%	+5.90%
Current Drawdown Current decline from peak	-0.84%	-1.10%	+0.26%
Average Drawdown Average peak-to-trough decline	-2.62%	-5.61%	+2.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	2.84%	+0.27%

Volatility

STXG vs. STXK - Volatility Comparison

The current volatility for Strive 1000 Growth ETF (STXG) is 3.63%, while Strive Small-Cap ETF (STXK) has a volatility of 4.21%. This indicates that STXG experiences smaller price fluctuations and is considered to be less risky than STXK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXG	STXK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.63%	4.21%	-0.58%
Volatility (6M) Calculated over the trailing 6-month period	11.06%	11.55%	-0.49%
Volatility (1Y) Calculated over the trailing 1-year period	14.44%	16.86%	-2.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.53%	20.12%	-2.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.53%	20.12%	-2.59%

STXG vs. STXK - Expense Ratio Comparison

Both STXG and STXK have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

STXG vs. STXK - Dividend Comparison

STXG's dividend yield for the trailing twelve months is around 0.46%, less than STXK's 1.39% yield.

Position	TTM	2025	2024	2023	2022
STXG Strive 1000 Growth ETF	0.46%	0.48%	0.51%	0.55%	0.16%
STXK Strive Small-Cap ETF	1.39%	1.29%	1.64%	1.14%	0.31%

Frequently Asked Questions

Can I hold both STXG and STXK in my portfolio?

STXG and STXK have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXG or STXK?

STXK has higher volatility (4.21%) compared to STXG (3.63%). In terms of maximum drawdown, STXG dropped -21.22% vs STXK's -27.12%.

Which ETF is better, STXG or STXK?

On 3-year performance, STXG leads with 23.77% vs 14.24% for STXK. Both ETFs have the same 0.18% expense ratio. On volatility, STXG has been the lower-risk option at 3.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXG or STXK?

Over the 3-year period, STXG has performed better with a 23.77% return vs 14.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXG or STXK?

STXG and STXK have the same expense ratio: 0.18% per year.

Which ETF pays a higher dividend yield, STXG or STXK?

STXK has the higher dividend yield at 1.39%, compared with 0.46% for STXG.

What is the main difference between STXG and STXK?

STXG is categorized as Large Cap Growth Equities, while STXK is Small Cap Blend Equities. STXG tracks Bloomberg US 1000 Growth, while STXK tracks Bloomberg US 600 Index - Benchmark TR Gross.

Which has better risk-adjusted returns?

STXG currently has the higher Sharpe Ratio (1.93 vs 1.55), 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.