SFY vs. VGSH
SFY (SoFi Select 500 ETF) and VGSH (Vanguard Short-Term Treasury ETF) are both exchange-traded funds - SFY is a Large Cap Growth Equities fund tracking the Solactive SoFi US 500 Growth Index, while VGSH is a Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index. Both are passively managed. Over the past 5 years, SFY returned 15.20%/yr vs 1.79%/yr for VGSH. At a correlation of -0.03, they often move in opposite directions. SFY charges 0.00%/yr vs 0.03%/yr for VGSH.
Performance
SFY vs. VGSH - Performance Comparison
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Returns By Period
In the year-to-date period, SFY achieves a 11.25% return, which is significantly higher than VGSH's 0.36% return.
SFY
- 1D
- 0.79%
- 1M
- 0.79%
- YTD
- 11.25%
- 6M
- 10.69%
- 1Y
- 30.73%
- 3Y*
- 25.93%
- 5Y*
- 15.20%
- 10Y*
- —
VGSH
- 1D
- 0.00%
- 1M
- -0.20%
- YTD
- 0.36%
- 6M
- 0.76%
- 1Y
- 3.41%
- 3Y*
- 4.14%
- 5Y*
- 1.79%
- 10Y*
- 1.71%
SFY vs. VGSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SFY SoFi Select 500 ETF | 11.25% | 22.67% | 29.81% | 29.36% | -22.84% | 28.03% | 24.52% | 13.72% |
VGSH Vanguard Short-Term Treasury ETF | 0.36% | 5.07% | 4.00% | 4.31% | -3.86% | -0.60% | 3.04% | 2.58% |
Correlation
The correlation between SFY and VGSH is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | -0.03 |
The correlation between SFY and VGSH shifts across timeframes, from -0.03 (all time) to 0.09 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SFY vs. VGSH — Risk / Return Rank
SFY
VGSH
SFY vs. VGSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) and Vanguard Short-Term Treasury ETF (VGSH). 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.
| SFY | VGSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.57 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 3.88 | -1.01 |
| Martin ratioReturn relative to average drawdown | 12.35 | 15.29 | -2.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFY | VGSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.69 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.91 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.01 | -0.13 |
Drawdowns
SFY vs. VGSH - Drawdown Comparison
The maximum SFY drawdown since its inception was -33.25%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for SFY and VGSH.
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Drawdown Indicators
| SFY | VGSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -5.70% | -27.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.79% | -0.88% | -9.91% |
Max Drawdown (3Y)Largest decline over 3 years | -21.04% | -0.97% | -20.07% |
Max Drawdown (5Y)Largest decline over 5 years | -27.72% | -5.66% | -22.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.70% | — |
Current DrawdownCurrent decline from peak | -3.84% | -0.41% | -3.43% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -0.60% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 0.22% | +2.27% |
Volatility
SFY vs. VGSH - Volatility Comparison
SoFi Select 500 ETF (SFY) has a higher volatility of 5.54% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.35%. This indicates that SFY's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFY | VGSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 0.35% | +5.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 0.89% | +10.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.97% | 1.28% | +13.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 1.97% | +17.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 1.58% | +18.65% |
SFY vs. VGSH - Expense Ratio Comparison
SFY has a 0.00% expense ratio, which is lower than VGSH's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SFY vs. VGSH - Dividend Comparison
SFY's dividend yield for the trailing twelve months is around 0.86%, less than VGSH's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFY SoFi Select 500 ETF | 0.86% | 0.96% | 0.99% | 1.40% | 1.61% | 0.90% | 1.18% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSH Vanguard Short-Term Treasury ETF | 3.88% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Frequently Asked Questions
SFY and VGSH have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFY has higher volatility (5.54%) compared to VGSH (0.35%). In terms of maximum drawdown, SFY dropped -33.25% vs VGSH's -5.70%.
On 5-year performance, SFY leads with 15.20% vs 1.79% for VGSH. On fees, SFY is cheaper at 0.00% per year. On volatility, VGSH has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SFY has performed better with a 15.20% return vs 1.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SFY is cheaper with a 0.00% expense ratio, compared with 0.03% for VGSH.
VGSH has the higher dividend yield at 3.88%, compared with 0.86% for SFY.
SFY is categorized as Large Cap Growth Equities, while VGSH is Government Bonds. SFY tracks Solactive SoFi US 500 Growth Index, while VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index. They also come from different issuers: Toroso Investments and Vanguard. Their fees differ too: 0.00% for SFY and 0.03% for VGSH.
VGSH currently has the higher Sharpe Ratio (2.69 vs 2.07), 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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