SAFX vs. VTI
SAFX (XCF Global, Inc) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past year, SAFX returned -71.13% vs 22.81% for VTI. At a 0.14 correlation, their price movements are largely independent.
Performance
SAFX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, SAFX achieves a 103.08% return, which is significantly higher than VTI's 11.83% return.
SAFX
- 1D
- 6.02%
- 1M
- 33.11%
- 6M
- 230.39%
- YTD
- 103.08%
- 1Y
- -71.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- 0.33%
- 1M
- 2.02%
- 6M
- 9.50%
- YTD
- 11.83%
- 1Y
- 22.81%
- 3Y*
- 20.66%
- 5Y*
- 12.09%
- 10Y*
- 14.80%
SAFX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SAFX XCF Global, Inc | 103.08% | -97.33% |
VTI Vanguard Total Stock Market ETF | 11.83% | 17.10% |
Correlation
The correlation between SAFX and VTI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025 | 0.14 |
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Return for Risk
SAFX vs. VTI — Risk / Return Rank
SAFX
VTI
SAFX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XCF Global, Inc (SAFX) and Vanguard Total Stock Market ETF (VTI). 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.
| SAFX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.31 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 2.51 | -3.28 |
| Martin ratioReturn relative to average drawdown | -1.06 | 11.00 | -12.05 |
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Drawdowns
SAFX vs. VTI - Drawdown Comparison
The maximum SAFX drawdown since its inception was -99.62%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SAFX and VTI.
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Drawdown Indicators
| SAFX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.62% | -55.45% | -44.17% |
Max Drawdown (1Y)Largest decline over 1 year | -92.86% | -8.92% | -83.94% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -98.47% | -0.16% | -98.31% |
Average DrawdownAverage peak-to-trough decline | -72.29% | -8.00% | -64.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.18% | 2.03% | +66.15% |
Volatility
SAFX vs. VTI - Volatility Comparison
XCF Global, Inc (SAFX) has a higher volatility of 58.74% compared to Vanguard Total Stock Market ETF (VTI) at 4.34%. This indicates that SAFX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAFX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 58.74% | 4.34% | +54.40% |
Volatility (6M)Calculated over the trailing 6-month period | 182.44% | 10.10% | +172.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 223.96% | 12.80% | +211.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 466.42% | 17.51% | +448.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 466.42% | 18.28% | +448.14% |
Dividends
SAFX vs. VTI - Dividend Comparison
SAFX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.05% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
SAFX and VTI have a correlation of 0.18, 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 VTI (4.34%). In terms of maximum drawdown, SAFX dropped -99.62% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.75 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.
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