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SFY vs. VITAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFY and VITAX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

SFY vs. VITAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Select 500 ETF (SFY) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%December2025FebruaryMarchAprilMay
114.84%
188.55%
SFY
VITAX

Key characteristics

Sharpe Ratio

SFY:

0.78

VITAX:

0.51

Sortino Ratio

SFY:

1.20

VITAX:

0.90

Omega Ratio

SFY:

1.17

VITAX:

1.12

Calmar Ratio

SFY:

0.86

VITAX:

0.56

Martin Ratio

SFY:

3.13

VITAX:

1.89

Ulcer Index

SFY:

5.80%

VITAX:

8.15%

Daily Std Dev

SFY:

23.36%

VITAX:

30.35%

Max Drawdown

SFY:

-33.25%

VITAX:

-54.81%

Current Drawdown

SFY:

-8.63%

VITAX:

-12.18%

Returns By Period

In the year-to-date period, SFY achieves a -3.50% return, which is significantly higher than VITAX's -8.55% return.


SFY

YTD

-3.50%

1M

7.56%

6M

-0.09%

1Y

15.60%

5Y*

16.12%

10Y*

N/A

VITAX

YTD

-8.55%

1M

11.04%

6M

-2.99%

1Y

12.07%

5Y*

19.97%

10Y*

19.45%

*Annualized

Compare stocks, funds, or ETFs

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SFY vs. VITAX - Expense Ratio Comparison

SFY has a 0.00% expense ratio, which is lower than VITAX's 0.10% 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%.


Expense ratio chart for VITAX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VITAX: 0.10%
Expense ratio chart for SFY: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SFY: 0.00%

Risk-Adjusted Performance

SFY vs. VITAX — Risk-Adjusted Performance Rank

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

SFY
The Risk-Adjusted Performance Rank of SFY is 6969
Overall Rank
The Sharpe Ratio Rank of SFY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SFY is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SFY is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SFY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SFY is 6969
Martin Ratio Rank

VITAX
The Risk-Adjusted Performance Rank of VITAX is 5151
Overall Rank
The Sharpe Ratio Rank of VITAX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VITAX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VITAX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VITAX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VITAX is 5050
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.

SFY vs. VITAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.


The chart of Sharpe ratio for SFY, currently valued at 0.78, compared to the broader market-1.000.001.002.003.004.00
SFY: 0.78
VITAX: 0.51
The chart of Sortino ratio for SFY, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.00
SFY: 1.20
VITAX: 0.90
The chart of Omega ratio for SFY, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
SFY: 1.17
VITAX: 1.12
The chart of Calmar ratio for SFY, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.0012.00
SFY: 0.86
VITAX: 0.56
The chart of Martin ratio for SFY, currently valued at 3.13, compared to the broader market0.0020.0040.0060.00
SFY: 3.13
VITAX: 1.89

The current SFY Sharpe Ratio is 0.78, which is higher than the VITAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SFY and VITAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.78
0.51
SFY
VITAX

Dividends

SFY vs. VITAX - Dividend Comparison

SFY's dividend yield for the trailing twelve months is around 1.02%, more than VITAX's 0.56% yield.


TTM20242023202220212020201920182017201620152014
SFY
SoFi Select 500 ETF
1.02%0.98%1.40%1.61%0.90%1.18%1.02%0.00%0.00%0.00%0.00%0.00%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

SFY vs. VITAX - Drawdown Comparison

The maximum SFY drawdown since its inception was -33.25%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for SFY and VITAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.63%
-12.18%
SFY
VITAX

Volatility

SFY vs. VITAX - Volatility Comparison

The current volatility for SoFi Select 500 ETF (SFY) is 15.64%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 19.53%. This indicates that SFY experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.64%
19.53%
SFY
VITAX