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SOFI Overall
Performance
Risk-Adjusted Performance
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Volatility
Diversification

SOFI Overall

Last updated Apr 21, 2025

Asset Allocation

USDX 29.1%UYLD 11.7%CDX 7.2%JSI 7.1%GSST 6.7%CARY 5.1%TFLO 5%SGOV 5%JPST 4.9%EMNT 4.9%ICSH 4.9%GBIL 4.4%BIL 2%OOSP 2%BondBond
PositionCategory/SectorTarget Weight
BIL
SPDR Barclays 1-3 Month T-Bill ETF		Government Bonds
2%
CARY
Angel Oak Income ETF		Multisector Bonds
5.10%
CDX
Simplify High Yield PLUS Credit Hedge ETF		High Yield Bonds
7.20%
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund		Total Bond Market, Actively Managed
4.90%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF		Government Bonds
4.40%
GSST
Goldman Sachs Access Ultra Short Bond ETF		Mortgage Backed Securities, Actively Managed
6.70%
ICSH
iShares Ultra Short-Term Bond ETF		Money Market, Actively Managed
4.90%
JPST
JPMorgan Ultra-Short Income ETF		Money Market, Actively Managed
4.90%
JSI
Janus Henderson Securitized Income ETF		Short-Term Bond
7.10%
OOSP
Obra Opportunistic Structured Products ETF		Multisector Bonds
2%
SGOV
iShares 0-3 Month Treasury Bond ETF		Government Bonds
5%
TFLO
iShares Treasury Floating Rate Bond ETF		Government Bonds
5%
USDX
SGI Enhanced Core ETF		Intermediate Core Bond
29.10%
UYLD
Angel Oak Ultrashort Income ETF		Ultrashort Bond
11.70%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SOFI Overall, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every week.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
7.06%
2.37%
SOFI Overall
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2024, corresponding to the inception date of OOSP

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.79%-9.92%6.35%14.12%9.63%
SOFI Overall1.70%0.01%2.58%6.95%N/AN/A
Portfolio components:
JSI
Janus Henderson Securitized Income ETF		1.05%-0.65%1.52%7.51%N/AN/A
USDX
SGI Enhanced Core ETF		1.27%-0.24%2.86%7.45%N/AN/A
UYLD
Angel Oak Ultrashort Income ETF		1.33%0.12%2.46%6.09%N/AN/A
TFLO
iShares Treasury Floating Rate Bond ETF		1.26%0.30%2.31%4.87%2.73%2.02%
JPST
JPMorgan Ultra-Short Income ETF		1.37%0.18%2.17%5.42%3.10%N/A
SGOV
iShares 0-3 Month Treasury Bond ETF		1.27%0.33%2.21%4.89%N/AN/A
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF		1.17%0.29%2.17%4.94%2.44%N/A
GSST
Goldman Sachs Access Ultra Short Bond ETF		1.50%0.25%2.41%5.83%3.25%N/A
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund		1.37%0.23%2.28%5.29%2.90%N/A
CDX
Simplify High Yield PLUS Credit Hedge ETF		6.71%0.52%4.87%13.49%N/AN/A
BIL
SPDR Barclays 1-3 Month T-Bill ETF		1.25%0.32%2.18%4.83%2.52%1.75%
ICSH
iShares Ultra Short-Term Bond ETF		1.47%0.36%2.37%5.49%2.98%2.48%
CARY
Angel Oak Income ETF		1.64%-0.44%1.57%8.41%N/AN/A
OOSP
Obra Opportunistic Structured Products ETF		1.57%-0.46%2.74%7.72%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of SOFI Overall, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.66%0.75%0.40%-0.12%1.70%
20240.27%0.72%0.65%0.91%0.92%0.72%0.05%0.65%0.25%5.26%

Expense Ratio

SOFI Overall has an expense ratio of 0.49%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

USDX
SGI Enhanced Core ETF
Expense ratio chart for USDX: current value is 0.98%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USDX: 0.98%
OOSP
Obra Opportunistic Structured Products ETF
Expense ratio chart for OOSP: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OOSP: 0.90%
CARY
Angel Oak Income ETF
Expense ratio chart for CARY: current value is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CARY: 0.80%
JSI
Janus Henderson Securitized Income ETF
Expense ratio chart for JSI: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JSI: 0.50%
UYLD
Angel Oak Ultrashort Income ETF
Expense ratio chart for UYLD: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UYLD: 0.29%
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
Expense ratio chart for EMNT: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMNT: 0.27%
CDX
Simplify High Yield PLUS Credit Hedge ETF
Expense ratio chart for CDX: current value is 0.26%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CDX: 0.26%
JPST
JPMorgan Ultra-Short Income ETF
Expense ratio chart for JPST: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPST: 0.18%
GSST
Goldman Sachs Access Ultra Short Bond ETF
Expense ratio chart for GSST: current value is 0.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSST: 0.16%
TFLO
iShares Treasury Floating Rate Bond ETF
Expense ratio chart for TFLO: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TFLO: 0.15%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Expense ratio chart for BIL: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BIL: 0.14%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
Expense ratio chart for GBIL: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GBIL: 0.12%
ICSH
iShares Ultra Short-Term Bond ETF
Expense ratio chart for ICSH: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ICSH: 0.08%
SGOV
iShares 0-3 Month Treasury Bond ETF
Expense ratio chart for SGOV: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SGOV: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 100, SOFI Overall is among the top 0% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of SOFI Overall is 100100
Overall Rank
The Sharpe Ratio Rank of SOFI Overall is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SOFI Overall is 100100
Sortino Ratio Rank
The Omega Ratio Rank of SOFI Overall is 100100
Omega Ratio Rank
The Calmar Ratio Rank of SOFI Overall is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SOFI Overall is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 4.71, compared to the broader market-4.00-2.000.002.00
Portfolio: 4.71
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 6.75, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 6.75
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 2.73, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 2.73
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 7.31, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: 7.31
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 51.16, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 51.16
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JSI
Janus Henderson Securitized Income ETF		2.493.711.513.3414.79
USDX
SGI Enhanced Core ETF		5.088.412.3210.1965.44
UYLD
Angel Oak Ultrashort Income ETF		7.8615.553.4833.01173.88
TFLO
iShares Treasury Floating Rate Bond ETF		15.3654.0712.87191.45841.48
JPST
JPMorgan Ultra-Short Income ETF		9.4018.824.6018.39133.08
SGOV
iShares 0-3 Month Treasury Bond ETF		21.61490.28491.28502.337,974.31
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF		16.1956.3520.5271.44721.59
GSST
Goldman Sachs Access Ultra Short Bond ETF		8.1215.504.1823.78158.53
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund		9.4521.135.3833.46250.27
CDX
Simplify High Yield PLUS Credit Hedge ETF		0.801.271.261.507.93
BIL
SPDR Barclays 1-3 Month T-Bill ETF		20.63253.38147.29448.784,119.51
ICSH
iShares Ultra Short-Term Bond ETF		12.5931.117.0067.32405.39
CARY
Angel Oak Income ETF		3.145.161.645.2113.84
OOSP
Obra Opportunistic Structured Products ETF		3.064.561.817.8840.55

The current SOFI Overall Sharpe ratio is 4.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.21 to 0.77, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of SOFI Overall with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.005.0006 AM12 PM06 PMTue 1506 AM12 PM06 PMWed 1606 AM12 PM06 PMThu 17
4.71
0.24
SOFI Overall
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SOFI Overall provided a 6.00% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio6.00%5.74%3.28%1.34%0.14%0.34%0.62%0.40%0.20%0.06%0.03%0.03%
Portfolio components:
JSI
Janus Henderson Securitized Income ETF		6.37%6.16%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USDX
SGI Enhanced Core ETF		5.82%4.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UYLD
Angel Oak Ultrashort Income ETF		5.68%5.52%5.92%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF		4.79%5.21%4.89%1.67%0.00%0.36%2.08%1.65%0.86%0.30%0.15%0.08%
JPST
JPMorgan Ultra-Short Income ETF		4.98%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%0.00%0.00%
SGOV
iShares 0-3 Month Treasury Bond ETF		4.79%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF		4.73%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%0.00%0.00%
GSST
Goldman Sachs Access Ultra Short Bond ETF		5.31%5.45%4.98%1.97%0.71%1.12%1.66%0.00%0.00%0.00%0.00%0.00%
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund		5.10%5.14%4.62%2.79%0.73%1.44%0.13%0.00%0.00%0.00%0.00%0.00%
CDX
Simplify High Yield PLUS Credit Hedge ETF		11.50%12.60%5.26%7.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		4.77%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%
ICSH
iShares Ultra Short-Term Bond ETF		5.04%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%0.46%
CARY
Angel Oak Income ETF		6.57%6.70%6.38%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OOSP
Obra Opportunistic Structured Products ETF		7.19%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.64%
-14.02%
SOFI Overall
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the SOFI Overall. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SOFI Overall was 0.96%, occurring on Apr 11, 2025. The portfolio has not yet recovered.

The current SOFI Overall drawdown is 0.64%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.96%Apr 10, 20252Apr 11, 2025———
-0.54%Apr 3, 20252Apr 4, 20253Apr 9, 20255
-0.2%Dec 17, 20243Dec 19, 20242Dec 23, 20245
-0.17%Oct 4, 20242Oct 7, 20249Oct 18, 202411
-0.12%Mar 11, 20252Mar 12, 20255Mar 19, 20257

Volatility

Volatility Chart

The current SOFI Overall volatility is 1.28%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
1.28%
13.60%
SOFI Overall
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
USDXCDXOOSPTFLOCARYBILUYLDSGOVEMNTJSIGBILGSSTICSHJPST
USDX1.000.05-0.01-0.060.01-0.040.04-0.020.020.050.02-0.020.11-0.05
CDX0.051.000.09-0.080.13-0.020.09-0.050.100.200.020.110.190.18
OOSP-0.010.091.00-0.000.210.090.100.090.130.140.180.230.160.16
TFLO-0.06-0.08-0.001.00-0.070.360.030.270.310.150.250.200.180.19
CARY0.010.130.21-0.071.00-0.110.230.020.150.470.170.290.230.42
BIL-0.04-0.020.090.36-0.111.000.100.550.240.040.450.310.220.22
UYLD0.040.090.100.030.230.101.000.150.240.380.350.300.430.41
SGOV-0.02-0.050.090.270.020.550.151.000.320.060.480.290.370.25
EMNT0.020.100.130.310.150.240.240.321.000.210.320.330.360.40
JSI0.050.200.140.150.470.040.380.060.211.000.180.530.370.62
GBIL0.020.020.180.250.170.450.350.480.320.181.000.350.410.37
GSST-0.020.110.230.200.290.310.300.290.330.530.351.000.430.54
ICSH0.110.190.160.180.230.220.430.370.360.370.410.431.000.50
JPST-0.050.180.160.190.420.220.410.250.400.620.370.540.501.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2024
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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