STXK vs. STXF

Last updated Jun 21, 2026

STXK (Strive Small-Cap ETF) and STXF (Strive 500 ETF) are both exchange-traded funds - STXK is a Small Cap Blend Equities fund tracking the Bloomberg US 600 Index - Benchmark TR Gross, while STXF is a Large Cap Blend Equities fund tracking the Bloomberg US Large Cap Index. Both are passively managed. Over the past 3 years, STXK returned 14.35%/yr vs 21.17%/yr for STXF. A 0.76 correlation means they provide meaningful diversification when combined. STXK charges 0.18%/yr vs 0.05%/yr for STXF.

Performance

STXK vs. STXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Small-Cap ETF (STXK) and Strive 500 ETF (STXF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXK achieves a 13.75% return, which is significantly higher than STXF's 10.07% return.

STXK

• 1D: 1.51%
• 1M: 4.31%
• YTD: 13.75%
• 6M: 12.02%
• 1Y: 29.19%
• 3Y*: 14.35%
• 5Y*: —
• 10Y*: —

STXF

• 1D: 1.07%
• 1M: 1.02%
• YTD: 10.07%
• 6M: 10.05%
• 1Y: 27.20%
• 3Y*: 21.17%
• 5Y*: —
• 10Y*: —

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

STXK vs. STXF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXK Strive Small-Cap ETF	13.75%	7.82%	9.47%	20.15%	-3.32%
STXF Strive 500 ETF	10.07%	17.95%	25.13%	27.70%	2.49%

Correlation

The correlation between STXK and STXF is 0.73, 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	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.76

The correlation between STXK and STXF has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.

Return for Risk

STXK vs. STXF — Risk / Return Rank

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

STXK

STXK Risk / Return Rank: 56
STXK Sharpe Ratio Rank: 52
STXK Sortino Ratio Rank: 54
STXK Omega Ratio Rank: 49
STXK Calmar Ratio Rank: 62
STXK Martin Ratio Rank: 61

STXF

STXF Risk / Return Rank: 64
STXF Sharpe Ratio Rank: 65
STXF Sortino Ratio Rank: 63
STXF Omega Ratio Rank: 62
STXF Calmar Ratio Rank: 60
STXF Martin Ratio Rank: 70

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.

STXK vs. STXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Small-Cap ETF (STXK) and Strive 500 ETF (STXF). 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.

	STXK	STXF	Difference
Sharpe ratio: Return per unit of total volatility	1.72	2.05	-0.33
Sortino ratio: Return per unit of downside risk	2.52	2.84	-0.31
Omega ratio: Gain probability vs. loss probability	1.30	1.36	-0.07
Calmar ratio: Return relative to maximum drawdown	2.98	2.87	+0.11
Martin ratio: Return relative to average drawdown	10.32	12.62	-2.30

STXK vs. STXF - Sharpe Ratio Comparison

The current STXK Sharpe Ratio is 1.72, which is comparable to the STXF Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of STXK and STXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STXK vs. STXF - Drawdown Comparison

The maximum STXK drawdown since its inception was -27.12%, which is greater than STXF's maximum drawdown of -19.00%. Use the drawdown chart below to compare losses from any high point for STXK and STXF.

Drawdown Indicators

	STXK	STXF	Difference
Max Drawdown Largest peak-to-trough decline	-27.12%	-19.00%	-8.12%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-9.29%	-0.52%
Max Drawdown (3Y) Largest decline over 3 years	-27.12%	-19.00%	-8.12%
Current Drawdown Current decline from peak	-0.14%	-1.49%	+1.35%
Average Drawdown Average peak-to-trough decline	-5.55%	-2.30%	-3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	2.11%	+0.72%

Volatility

STXK vs. STXF - Volatility Comparison

Strive Small-Cap ETF (STXK) and Strive 500 ETF (STXF) have volatilities of 4.86% and 4.83%, 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.

Volatility by Period

	STXK	STXF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	4.83%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	11.89%	10.24%	+1.65%
Volatility (1Y) Calculated over the trailing 1-year period	16.98%	12.99%	+3.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.12%	16.17%	+3.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.12%	16.17%	+3.95%

STXK vs. STXF - Expense Ratio Comparison

STXK has a 0.18% expense ratio, which is higher than STXF's 0.05% 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

STXK vs. STXF - Dividend Comparison

STXK's dividend yield for the trailing twelve months is around 1.35%, more than STXF's 1.03% yield.

Position	TTM	2025	2024	2023	2022
STXF Strive 500 ETF	1.03%	1.05%	1.13%	1.21%	0.37%
STXK Strive Small-Cap ETF	1.35%	1.29%	1.64%	1.14%	0.31%

Frequently Asked Questions

Can I hold both STXK and STXF in my portfolio?

STXK and STXF have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXK or STXF?

STXK has higher volatility (4.86%) compared to STXF (4.83%). In terms of maximum drawdown, STXK dropped -27.12% vs STXF's -19.00%.

Which ETF is better, STXK or STXF?

On 3-year performance, STXF leads with 21.17% vs 14.35% for STXK. On fees, STXF is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXK or STXF?

Over the 3-year period, STXF has performed better with a 21.17% return vs 14.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXK or STXF?

STXF is cheaper with a 0.05% expense ratio, compared with 0.18% for STXK.

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

STXK has the higher dividend yield at 1.35%, compared with 1.03% for STXF.

What is the main difference between STXK and STXF?

STXK is categorized as Small Cap Blend Equities, while STXF is Large Cap Blend Equities. STXK tracks Bloomberg US 600 Index - Benchmark TR Gross, while STXF tracks Bloomberg US Large Cap Index. Their fees differ too: 0.18% for STXK and 0.05% for STXF.

Which has better risk-adjusted returns?

STXF currently has the higher Sharpe Ratio (2.05 vs 1.72), 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.