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SAFX vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAFX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XCF Global, Inc (SAFX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAFX achieves a 103.08% return, which is significantly higher than BND's 0.20% return.


SAFX

1D
6.02%
1M
33.11%
6M
230.39%
YTD
103.08%
1Y
-71.13%
3Y*
5Y*
10Y*

BND

1D
-0.08%
1M
-0.31%
6M
-0.09%
YTD
0.20%
1Y
3.97%
3Y*
4.21%
5Y*
-0.15%
10Y*
1.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAFX vs. BND - Yearly Performance Comparison


2026 (YTD)2025
SAFX
XCF Global, Inc
103.08%-97.33%
BND
Vanguard Total Bond Market ETF
0.20%7.08%

Correlation

The correlation between SAFX and BND is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2025

-0.03

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Return for Risk

SAFX vs. BND — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAFX
SAFX Risk / Return Rank: 3434
Overall Rank
SAFX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SAFX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SAFX Omega Ratio Rank: 5050
Omega Ratio Rank
SAFX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SAFX Martin Ratio Rank: 2222
Martin Ratio Rank

BND
BND Risk / Return Rank: 3131
Overall Rank
BND Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3131
Sortino Ratio Rank
BND Omega Ratio Rank: 2929
Omega Ratio Rank
BND Calmar Ratio Rank: 3333
Calmar Ratio Rank
BND Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SAFX vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XCF Global, Inc (SAFX) and Vanguard Total Bond Market ETF (BND). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SAFXBNDDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.08

1.17

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.77

1.33

-2.10

Martin ratioReturn relative to average drawdown

-1.06

3.71

-4.76

SAFX vs. BND - Sharpe Ratio Comparison

The current SAFX Sharpe Ratio is -0.32, which is lower than the BND Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SAFX and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SAFX vs. BND - Drawdown Comparison

The maximum SAFX drawdown since its inception was -99.62%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for SAFX and BND.


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Drawdown Indicators


SAFXBNDDifference

Max Drawdown

Largest peak-to-trough decline

-99.62%

-18.58%

-81.04%

Max Drawdown (1Y)

Largest decline over 1 year

-92.86%

-2.68%

-90.18%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-98.47%

-2.43%

-96.04%

Average Drawdown

Average peak-to-trough decline

-72.29%

-3.06%

-69.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.18%

0.96%

+67.22%

Volatility

SAFX vs. BND - Volatility Comparison

XCF Global, Inc (SAFX) has a higher volatility of 58.74% compared to Vanguard Total Bond Market ETF (BND) at 1.18%. This indicates that SAFX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAFXBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

58.74%

1.18%

+57.56%

Volatility (6M)

Calculated over the trailing 6-month period

182.44%

2.84%

+179.60%

Volatility (1Y)

Calculated over the trailing 1-year period

223.96%

3.72%

+220.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

466.42%

6.03%

+460.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

466.42%

5.53%

+460.89%

Dividends

SAFX vs. BND - Dividend Comparison

SAFX has not paid dividends to shareholders, while BND's dividend yield for the trailing twelve months is around 4.00%.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
4.00%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
SAFX
XCF Global, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SAFX and BND have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAFX has higher volatility (58.74%) compared to BND (1.18%). In terms of maximum drawdown, SAFX dropped -99.62% vs BND's -18.58%.

BND currently has the higher Sharpe Ratio (0.96 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SAFX and BND

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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