XRLX vs. SFTY

Last updated Jul 16, 2026

XRLX (FundX Conservative ETF) and SFTY (Horizon Managed Risk ETF) are both Tactical Allocation funds. Over the past year, XRLX returned 13.24% vs 21.71% for SFTY. Their correlation of 0.92 suggests significant overlap in exposure. XRLX charges 1.63%/yr vs 0.77%/yr for SFTY.

Performance

XRLX vs. SFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FundX Conservative ETF (XRLX) and Horizon Managed Risk ETF (SFTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XRLX achieves a 6.17% return, which is significantly lower than SFTY's 10.34% return.

XRLX

• 1D: -0.19%
• 1M: -1.60%
• 6M: 5.47%
• YTD: 6.17%
• 1Y: 13.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SFTY

• 1D: 0.23%
• 1M: 0.29%
• 6M: 8.96%
• YTD: 10.34%
• 1Y: 21.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XRLX vs. SFTY - Yearly Performance Comparison

	2026 (YTD)	2025
XRLX FundX Conservative ETF	6.17%	7.96%
SFTY Horizon Managed Risk ETF	10.34%	12.10%

Correlation

The correlation between XRLX and SFTY is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.92

The correlation between XRLX and SFTY has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

Return for Risk

XRLX vs. SFTY — Risk / Return Rank

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

XRLX

XRLX Risk / Return Rank: 53
XRLX Sharpe Ratio Rank: 51
XRLX Sortino Ratio Rank: 50
XRLX Omega Ratio Rank: 51
XRLX Calmar Ratio Rank: 51
XRLX Martin Ratio Rank: 60

SFTY

SFTY Risk / Return Rank: 69
SFTY Sharpe Ratio Rank: 70
SFTY Sortino Ratio Rank: 68
SFTY Omega Ratio Rank: 69
SFTY Calmar Ratio Rank: 62
SFTY Martin Ratio Rank: 76

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.

XRLX vs. SFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FundX Conservative ETF (XRLX) and Horizon Managed Risk ETF (SFTY). 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.

	XRLX	SFTY	Difference
Sharpe ratio: Return per unit of total volatility	1.45	1.82	-0.36
Sortino ratio: Return per unit of downside risk	2.06	2.52	-0.46
Omega ratio: Gain probability vs. loss probability	1.27	1.33	-0.06
Calmar ratio: Return relative to maximum drawdown	2.12	2.52	-0.41
Martin ratio: Return relative to average drawdown	8.66	11.29	-2.63

XRLX vs. SFTY - Sharpe Ratio Comparison

The current XRLX Sharpe Ratio is 1.45, which is comparable to the SFTY Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of XRLX and SFTY, 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

XRLX vs. SFTY - Drawdown Comparison

The maximum XRLX drawdown since its inception was -15.33%, which is greater than SFTY's maximum drawdown of -8.64%. Use the drawdown chart below to compare losses from any high point for XRLX and SFTY.

Drawdown Indicators

	XRLX	SFTY	Difference
Max Drawdown Largest peak-to-trough decline	-15.33%	-8.64%	-6.69%
Max Drawdown (1Y) Largest decline over 1 year	-6.28%	-8.64%	+2.36%
Current Drawdown Current decline from peak	-2.03%	-0.22%	-1.81%
Average Drawdown Average peak-to-trough decline	-1.70%	-1.12%	-0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	1.93%	-0.40%

Volatility

XRLX vs. SFTY - Volatility Comparison

FundX Conservative ETF (XRLX) has a higher volatility of 3.70% compared to Horizon Managed Risk ETF (SFTY) at 3.22%. This indicates that XRLX's price experiences larger fluctuations and is considered to be riskier than SFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XRLX	SFTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	3.22%	+0.48%
Volatility (6M) Calculated over the trailing 6-month period	7.90%	9.43%	-1.53%
Volatility (1Y) Calculated over the trailing 1-year period	9.15%	12.00%	-2.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.17%	11.86%	-0.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.17%	11.86%	-0.69%

XRLX vs. SFTY - Expense Ratio Comparison

XRLX has a 1.63% expense ratio, which is higher than SFTY's 0.77% expense ratio.

Dividends

XRLX vs. SFTY - Dividend Comparison

XRLX's dividend yield for the trailing twelve months is around 2.61%, more than SFTY's 0.17% yield.

Position	TTM	2025	2024	2023
SFTY Horizon Managed Risk ETF	0.17%	0.19%	0.00%	0.00%
XRLX FundX Conservative ETF	2.61%	2.77%	1.66%	1.68%

Frequently Asked Questions

Can I hold both XRLX and SFTY in my portfolio?

With a correlation of 0.92, XRLX and SFTY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, XRLX or SFTY?

XRLX has higher volatility (3.70%) compared to SFTY (3.22%). In terms of maximum drawdown, XRLX dropped -15.33% vs SFTY's -8.64%.

Which ETF is better, XRLX or SFTY?

On 1-year performance, SFTY leads with 21.71% vs 13.24% for XRLX. On fees, SFTY is cheaper at 0.77% per year. On volatility, SFTY has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XRLX or SFTY?

Over the 1-year period, SFTY has performed better with a 21.71% return vs 13.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XRLX or SFTY?

SFTY is cheaper with a 0.77% expense ratio, compared with 1.63% for XRLX.

Which ETF pays a higher dividend yield, XRLX or SFTY?

XRLX has the higher dividend yield at 2.61%, compared with 0.17% for SFTY.

What is the main difference between XRLX and SFTY?

They also come from different issuers: FundX and Horizon. Their fees differ too: 1.63% for XRLX and 0.77% for SFTY.

Which has better risk-adjusted returns?

SFTY currently has the higher Sharpe Ratio (1.82 vs 1.45), 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.