STXK vs. VPC

Last updated Jun 4, 2026

STXK (Strive Small-Cap ETF) and VPC (Virtus Private Credit ETF) are both exchange-traded funds - STXK is a Small Cap Blend Equities fund tracking the Bloomberg US 600 Index - Benchmark TR Gross, while VPC is a Nontraditional Bonds fund tracking the Indxx Private Credit Index. Both are passively managed. Over the past 3 years, STXK returned 14.24%/yr vs 2.85%/yr for VPC. A 0.63 correlation means they provide meaningful diversification when combined. STXK charges 0.18%/yr vs 0.75%/yr for VPC.

Performance

STXK vs. VPC - Performance Comparison

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

Returns By Period

In the year-to-date period, STXK achieves a 10.46% return, which is significantly higher than VPC's -9.26% return.

STXK

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

VPC

• 1D: -1.89%
• 1M: -5.24%
• YTD: -9.26%
• 6M: -10.18%
• 1Y: -12.88%
• 3Y*: 2.85%
• 5Y*: 1.17%
• 10Y*: —

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

STXK vs. VPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXK Strive Small-Cap ETF	10.46%	7.82%	9.47%	20.15%	-4.99%
VPC Virtus Private Credit ETF	-9.26%	-6.75%	10.52%	22.20%	-2.51%

Correlation

The correlation between STXK and VPC is 0.52, 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	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (All Time) Calculated using the full available price history since Nov 11, 2022	0.63

The correlation between STXK and VPC shifts across timeframes, from 0.52 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

STXK vs. VPC - Sectors Allocation Comparison

Sectors	STXK	VPC
Technology	16.4%	1.3%
Financial Services	15.8%	98.3%
Industrials	14.6%	0.1%
Consumer Cyclical	13.5%	0.1%
Healthcare	12.2%	0.0%
Real Estate	7.4%	-
Energy	7.0%	0.0%
Basic Materials	4.5%	-
Utilities	3.2%	-
Consumer Defensive	3.1%	-
Communication Services	2.2%	0.1%

Return for Risk

STXK vs. VPC — Risk / Return Rank

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

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

VPC

VPC Risk / Return Rank: 3
VPC Sharpe Ratio Rank: 1
VPC Sortino Ratio Rank: 2
VPC Omega Ratio Rank: 2
VPC Calmar Ratio Rank: 4
VPC Martin Ratio Rank: 3

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. VPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Small-Cap ETF (STXK) and Virtus Private Credit ETF (VPC). 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.

	STXK	VPC	Difference
Sharpe ratio Return per unit of total volatility	1.55	-0.98	+2.53
Sortino ratio Return per unit of downside risk	2.29	-1.33	+3.62
Omega ratio Gain probability vs. loss probability	1.27	0.85	+0.42
Calmar ratio Return relative to maximum drawdown	2.65	-0.57	+3.21
Martin ratio Return relative to average drawdown	9.12	-1.13	+10.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STXK vs. VPC - Sharpe Ratio Comparison

The current STXK Sharpe Ratio is 1.55, which is higher than the VPC Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of STXK and VPC, 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

	STXK	VPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	-0.98	+2.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.20	+0.39

Drawdowns

STXK vs. VPC - Drawdown Comparison

The maximum STXK drawdown since its inception was -27.12%, smaller than the maximum VPC drawdown of -53.45%. Use the drawdown chart below to compare losses from any high point for STXK and VPC.

Drawdown Indicators

	STXK	VPC	Difference
Max Drawdown Largest peak-to-trough decline	-27.12%	-53.45%	+26.33%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-22.76%	+12.95%
Max Drawdown (3Y) Largest decline over 3 years	-27.12%	-24.86%	-2.26%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.86%	—
Current Drawdown Current decline from peak	-1.10%	-19.63%	+18.53%
Average Drawdown Average peak-to-trough decline	-5.61%	-7.67%	+2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	11.45%	-8.61%

Volatility

STXK vs. VPC - Volatility Comparison

Strive Small-Cap ETF (STXK) has a higher volatility of 4.21% compared to Virtus Private Credit ETF (VPC) at 3.27%. This indicates that STXK's price experiences larger fluctuations and is considered to be riskier than VPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXK	VPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	3.27%	+0.94%
Volatility (6M) Calculated over the trailing 6-month period	11.55%	10.85%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	16.86%	13.17%	+3.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.12%	13.50%	+6.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.12%	20.56%	-0.44%

STXK vs. VPC - Expense Ratio Comparison

STXK has a 0.18% expense ratio, which is lower than VPC's 0.75% expense ratio.

Dividends

STXK vs. VPC - Dividend Comparison

STXK's dividend yield for the trailing twelve months is around 1.39%, less than VPC's 17.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
STXK Strive Small-Cap ETF	1.39%	1.29%	1.64%	1.14%	0.31%	0.00%	0.00%	0.00%
VPC Virtus Private Credit ETF	17.30%	14.33%	11.26%	11.71%	10.74%	6.31%	10.06%	8.19%

Frequently Asked Questions

Can I hold both STXK and VPC in my portfolio?

STXK and VPC have a correlation of 0.52, 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 VPC?

STXK has higher volatility (4.21%) compared to VPC (3.27%). In terms of maximum drawdown, STXK dropped -27.12% vs VPC's -53.45%.

Which ETF is better, STXK or VPC?

On 3-year performance, STXK leads with 14.24% vs 2.85% for VPC. On fees, STXK is cheaper at 0.18% per year. On volatility, VPC has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXK or VPC?

Over the 3-year period, STXK has performed better with a 14.24% return vs 2.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXK or VPC?

STXK is cheaper with a 0.18% expense ratio, compared with 0.75% for VPC.

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

VPC has the higher dividend yield at 17.30%, compared with 1.39% for STXK.

What is the main difference between STXK and VPC?

STXK is categorized as Small Cap Blend Equities, while VPC is Nontraditional Bonds. STXK tracks Bloomberg US 600 Index - Benchmark TR Gross, while VPC tracks Indxx Private Credit Index. They also come from different issuers: Strive and Virtus Investment Partners. Their fees differ too: 0.18% for STXK and 0.75% for VPC.

Which has better risk-adjusted returns?

STXK currently has the higher Sharpe Ratio (1.55 vs -0.98), 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.