We perform several tests on a recent proposal by Shifman and Stepanyantz for an exact expression for the current correlation functions in supersymmetric gauge theories. We clarify the meaning of the relation in superconformal theories. In particular we show that it automatically follows from known relations between the current correlation functions and anomalies. It therefore also automatically matches between different dual realizations of the same superconformal theory. We use holographic examples as well as calculations in free theories to show that the proposed relation fails in theories with mass terms.