SFTX vs VXX
Comparison between Horizon International Managed Risk ETF (SFTX, ETF) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX, ETF).
SFTX vs VXX - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SFTX
$412M
Winner
VXX
$414M
Expense Ratio
Winner
SFTX
0.82%
VXX
0.89%
Max Drawdown
Winner
SFTX
12.75%
VXX
100.00%
Sharpe Ratio
Winner
SFTX
1.48
VXX
-1.08
5Y Beta
SFTX
1.37
Winner
VXX
0.00
SFTX vs VXX - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SFTX
+0.76%
VXX
-12.19%
3M
Winner
SFTX
+9.73%
VXX
-19.64%
6M
Winner
SFTX
+18.56%
VXX
-17.94%
1Y
SFTX
N/A
VXX
-52.45%
5Y(CAGR)
SFTX
N/A
VXX
-45.69%
10Y(CAGR)
SFTX
N/A
VXX
-46.53%
Max(CAGR)
Winner
SFTX
+40.67%
VXX
-51.39%
SFTX vs VXX - Annual Returns (2009 - 2026)
Returns include dividend reinvestment.
| Year | SFTX | VXX |
|---|---|---|
| 2026 | +14.51% | -3.41% |
| 2025 | +1.61% | -43.49% |
| 2024 | N/A | -26.22% |
| 2023 | N/A | -72.27% |
| 2022 | N/A | -21.12% |
| 2021 | N/A | -74.62% |
| 2020 | N/A | +15.71% |
| 2019 | N/A | -66.77% |
| 2018 | N/A | +73.95% |
| 2017 | N/A | -70.55% |
| 2016 | N/A | -70.11% |
| 2015 | N/A | -35.14% |
| 2014 | N/A | -27.46% |
| 2013 | N/A | -62.08% |
| 2012 | N/A | -76.38% |
| 2011 | N/A | -2.63% |
| 2010 | N/A | -71.25% |
| 2009 | N/A | -67.41% |
SFTX vs VXX Drawdown Comparison
The maximum drawdown for SFTX was -12.75%, occurring on Mar 30, 2026. Recovery took 48 trading sessions.
The maximum drawdown for VXX was -100.00%, occurring on Jun 4, 2026. This drawdown has not yet recovered.
The current SFTX drawdown is -4.76%. The current VXX drawdown is -100.00%.
| Rank | SFTX | VXX |
|---|---|---|
| #1 | -12.75% Feb 25, 2026 - May 5, 2026 | -100.00% Feb 23, 2009 - Jun 4, 2026 |
| #2 | -4.76% Jun 4, 2026 - Jun 5, 2026 | -6.55% Jan 30, 2009 - Feb 10, 2009 |
| #3 | -4.27% May 14, 2026 - Jun 1, 2026 | -2.50% Feb 10, 2009 - Feb 17, 2009 |
| #4 | -3.14% Jan 29, 2026 - Feb 9, 2026 | N/A |
| #5 | -2.33% Dec 11, 2025 - Dec 23, 2025 | N/A |
| #6 | -2.19% May 11, 2026 - May 14, 2026 | N/A |
| #7 | -1.80% Jan 15, 2026 - Jan 22, 2026 | N/A |
| #8 | -1.49% May 6, 2026 - May 8, 2026 | N/A |
| #9 | -1.29% Feb 11, 2026 - Feb 20, 2026 | N/A |
| #10 | -1.09% Jan 6, 2026 - Jan 9, 2026 | N/A |
| #11 | -0.69% Dec 26, 2025 - Jan 2, 2026 | N/A |
| #12 | -0.29% Jun 2, 2026 - Jun 4, 2026 | N/A |
| #13 | -0.23% Jan 12, 2026 - Jan 14, 2026 | N/A |
| #14 | -0.14% Dec 5, 2025 - Dec 10, 2025 | N/A |
| #15 | -0.10% Feb 20, 2026 - Feb 24, 2026 | N/A |
Correlation
Correlation between SFTX and VXX is -0.51 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.
-0.51
-101
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