USDX vs. SOFI
USDX (SGI Enhanced Core ETF) is Intermediate Core Bond fund actively managed by Summit Global Investments, while SOFI (SoFi Technologies, Inc.) is a stock. Over the past year, USDX returned 6.51% vs 15.87% for SOFI. At a correlation of -0.02, they often move in opposite directions.
Performance
USDX vs. SOFI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, USDX achieves a 2.19% return, which is significantly higher than SOFI's -36.97% return.
USDX
- 1D
- -0.12%
- 1M
- 0.43%
- YTD
- 2.19%
- 6M
- 2.64%
- 1Y
- 6.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOFI
- 1D
- 2.93%
- 1M
- 4.76%
- YTD
- -36.97%
- 6M
- -40.24%
- 1Y
- 15.87%
- 3Y*
- 26.35%
- 5Y*
- -6.19%
- 10Y*
- —
USDX vs. SOFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
USDX SGI Enhanced Core ETF | 2.19% | 6.25% | 6.87% |
SOFI SoFi Technologies, Inc. | -36.97% | 70.00% | 71.49% |
Correlation
The correlation between USDX and SOFI is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2024 | -0.02 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USDX vs. SOFI — Risk / Return Rank
USDX
SOFI
USDX vs. SOFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Core ETF (USDX) and SoFi Technologies, Inc. (SOFI). 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.
| USDX | SOFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.00 | ||
| Sortino ratioReturn per unit of downside risk | +4.47 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.09 | +0.74 |
| Calmar ratioReturn relative to maximum drawdown | 6.97 | 0.30 | +6.67 |
| Martin ratioReturn relative to average drawdown | 47.52 | 0.56 | +46.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| USDX | SOFI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.29 | 0.28 | +3.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.98 | 0.12 | +3.86 |
Drawdowns
USDX vs. SOFI - Drawdown Comparison
The maximum USDX drawdown since its inception was -0.94%, smaller than the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for USDX and SOFI.
Loading charts...
Drawdown Indicators
| USDX | SOFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.94% | -83.32% | +82.38% |
Max Drawdown (1Y)Largest decline over 1 year | -0.94% | -52.96% | +52.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -52.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -81.54% | — |
Current DrawdownCurrent decline from peak | -0.25% | -48.77% | +48.52% |
Average DrawdownAverage peak-to-trough decline | -0.06% | -51.23% | +51.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.14% | 28.21% | -28.07% |
Volatility
USDX vs. SOFI - Volatility Comparison
The current volatility for SGI Enhanced Core ETF (USDX) is 1.07%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.24%. This indicates that USDX experiences smaller price fluctuations and is considered to be less risky than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| USDX | SOFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 17.24% | -16.17% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 38.62% | -36.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.99% | 56.53% | -54.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.71% | 66.71% | -65.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.71% | 71.97% | -70.26% |
Dividends
USDX vs. SOFI - Dividend Comparison
USDX's dividend yield for the trailing twelve months is around 5.88%, while SOFI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% |
USDX SGI Enhanced Core ETF | 5.88% | 5.88% | 4.60% |
Frequently Asked Questions
USDX and SOFI have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (17.24%) compared to USDX (1.07%). In terms of maximum drawdown, USDX dropped -0.94% vs SOFI's -83.32%.
USDX currently has the higher Sharpe Ratio (3.29 vs 0.28), 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.
Find the right allocation for USDX and SOFI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer