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