XFLX vs. SOFR

Last updated Apr 2, 2026

Compare and contrast key facts about FundX Flexible ETF (XFLX) and Amplify Samsung SOFR ETF (SOFR).

XFLX and SOFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XFLX is an actively managed fund by FundX. It was launched on Jul 1, 2002. SOFR is a passively managed fund by Amplify that tracks the performance of the Secured Overnight Financing Rate. It was launched on Nov 14, 2023.

Performance

XFLX vs. SOFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FundX Flexible ETF (XFLX) and Amplify Samsung SOFR ETF (SOFR). The values are adjusted to include any dividend payments, if applicable.

XFLX vs. SOFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XFLX FundX Flexible ETF	-0.27%	2.56%	-1.64%
SOFR Amplify Samsung SOFR ETF	0.90%	4.27%	1.20%

Returns By Period

In the year-to-date period, XFLX achieves a -0.27% return, which is significantly lower than SOFR's 0.90% return.

XFLX

• 1D: 0.19%
• 1M: -1.46%
• YTD: -0.27%
• 6M: 0.09%
• 1Y: 2.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOFR

• 1D: 0.03%
• 1M: 0.35%
• YTD: 0.90%
• 6M: 1.93%
• 1Y: 4.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XFLX vs. SOFR - Expense Ratio Comparison

XFLX has a 1.17% expense ratio, which is higher than SOFR's 0.20% expense ratio.

XFLX

FundX Flexible ETF

SOFR

Amplify Samsung SOFR ETF

Return for Risk

XFLX vs. SOFR — Risk / Return Rank

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

XFLX

XFLX Risk / Return Rank: 23
XFLX Sharpe Ratio Rank: 23
XFLX Sortino Ratio Rank: 21
XFLX Omega Ratio Rank: 25
XFLX Calmar Ratio Rank: 22
XFLX Martin Ratio Rank: 25

SOFR

SOFR Risk / Return Rank: 99
SOFR Sharpe Ratio Rank: 99
SOFR Sortino Ratio Rank: 99
SOFR Omega Ratio Rank: 99
SOFR Calmar Ratio Rank: 99
SOFR Martin Ratio Rank: 99

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.

XFLX vs. SOFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FundX Flexible ETF (XFLX) and Amplify Samsung SOFR ETF (SOFR). 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.

	XFLX	SOFR	Difference
Sharpe ratio Return per unit of total volatility	0.44	5.09	-4.65
Sortino ratio Return per unit of downside risk	0.63	7.46	-6.82
Omega ratio Gain probability vs. loss probability	1.11	3.77	-2.67
Calmar ratio Return relative to maximum drawdown	0.51	10.15	-9.63
Martin ratio Return relative to average drawdown	2.08	43.07	-40.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XFLX vs. SOFR - Sharpe Ratio Comparison

The current XFLX Sharpe Ratio is 0.44, which is lower than the SOFR Sharpe Ratio of 5.09. The chart below compares the historical Sharpe Ratios of XFLX and SOFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XFLX	SOFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	5.09	-4.65
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	5.01	-4.14

Correlation

The correlation between XFLX and SOFR is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XFLX vs. SOFR - Dividend Comparison

XFLX's dividend yield for the trailing twelve months is around 9.82%, more than SOFR's 4.06% yield.

	TTM	2025	2024	2023
XFLX FundX Flexible ETF	9.82%	9.80%	4.55%	4.05%
SOFR Amplify Samsung SOFR ETF	4.06%	4.22%	1.60%	0.00%

Drawdowns

XFLX vs. SOFR - Drawdown Comparison

The maximum XFLX drawdown since its inception was -6.54%, which is greater than SOFR's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for XFLX and SOFR.

Drawdown Indicators

	XFLX	SOFR	Difference
Max Drawdown Largest peak-to-trough decline	-6.54%	-0.41%	-6.13%
Max Drawdown (1Y) Largest decline over 1 year	-4.97%	-0.41%	-4.56%
Current Drawdown Current decline from peak	-1.85%	0.00%	-1.85%
Average Drawdown Average peak-to-trough decline	-0.95%	-0.03%	-0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.22%	0.10%	+1.12%

Volatility

XFLX vs. SOFR - Volatility Comparison

FundX Flexible ETF (XFLX) has a higher volatility of 2.12% compared to Amplify Samsung SOFR ETF (SOFR) at 0.08%. This indicates that XFLX's price experiences larger fluctuations and is considered to be riskier than SOFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XFLX	SOFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.12%	0.08%	+2.04%
Volatility (6M) Calculated over the trailing 6-month period	2.85%	0.76%	+2.09%
Volatility (1Y) Calculated over the trailing 1-year period	5.28%	0.81%	+4.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.74%	0.85%	+3.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.74%	0.85%	+3.89%