SFTY vs VXX
Comparison between HORIZON MANAGED RISK ETF (SFTY, ETF) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX, ETF).
SFTY vs VXX - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
SFTY
$508M
VXX
$508M
Expense Ratio
Winner
SFTY
0.77%
VXX
0.89%
Max Drawdown
Winner
SFTY
8.64%
VXX
100.00%
Sharpe Ratio
Winner
SFTY
1.25
VXX
-0.97
5Y Beta
SFTY
0.93
Winner
VXX
0.00
P/E Ratio
SFTY
25.44
VXX
N/A
Forward P/E
SFTY
20.40
VXX
N/A
PEG Ratio
SFTY
0.30
VXX
N/A
5Y EPS CAGR
SFTY
25.76%
VXX
N/A
Debt to Equity
SFTY
2.52%
VXX
N/A
P/S Ratio
SFTY
3.67
VXX
N/A
P/B Ratio
SFTY
5.76
VXX
N/A
SFTY vs VXX - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SFTY
+3.78%
VXX
-16.50%
3M
Winner
SFTY
+2.91%
VXX
-27.18%
6M
Winner
SFTY
+10.59%
VXX
-31.81%
1Y
Winner
SFTY
+20.39%
VXX
-48.34%
5Y(CAGR)
SFTY
N/A
VXX
-46.30%
10Y(CAGR)
SFTY
N/A
VXX
-46.37%
Max(CAGR)
Winner
SFTY
+21.84%
VXX
-51.78%
SFTY vs VXX - Annual Returns (2009 - 2026)
Returns include dividend reinvestment.
| Year | SFTY | VXX |
|---|---|---|
| 2026 | +12.31% | -28.47% |
| 2025 | +11.73% | -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% |
SFTY vs VXX Drawdown Comparison
The maximum drawdown for SFTY was -8.64%, occurring on Mar 30, 2026. Recovery took 54 trading sessions.
The maximum drawdown for VXX was -100.00%, occurring on Aug 25, 2026. This drawdown has not yet recovered.
The current SFTY drawdown is -1.23%. The current VXX drawdown is -100.00%.
| Rank | SFTY | VXX |
|---|---|---|
| #1 | -8.64% Jan 27, 2026 - Apr 15, 2026 | -100.00% Feb 23, 2009 - Aug 25, 2026 |
| #2 | -4.59% Oct 28, 2025 - Dec 10, 2025 | -6.55% Jan 30, 2009 - Feb 10, 2009 |
| #3 | -3.77% Jun 2, 2026 - Jul 10, 2026 | -2.50% Feb 10, 2009 - Feb 17, 2009 |
| #4 | -2.89% Jul 10, 2026 - Aug 3, 2026 | N/A |
| #5 | -2.75% Dec 11, 2025 - Dec 23, 2025 | N/A |
| #6 | -2.56% Oct 8, 2025 - Oct 20, 2025 | N/A |
| #7 | -2.42% Jan 12, 2026 - Jan 27, 2026 | N/A |
| #8 | -1.90% Aug 13, 2026 - Aug 20, 2026 | N/A |
| #9 | -1.88% May 14, 2026 - May 26, 2026 | N/A |
| #10 | -1.57% Jul 25, 2025 - Aug 6, 2025 | N/A |
| #11 | -1.45% Aug 12, 2025 - Aug 28, 2025 | N/A |
| #12 | -1.34% Sep 22, 2025 - Oct 6, 2025 | N/A |
| #13 | -1.26% Dec 24, 2025 - Jan 9, 2026 | N/A |
| #14 | -1.10% Apr 17, 2026 - Apr 24, 2026 | N/A |
| #15 | -1.04% Aug 28, 2025 - Sep 4, 2025 | N/A |
Correlation
Correlation between SFTY and VXX is -0.94 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.
-0.94
-101
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