SFY vs. VTI
Compare and contrast key facts about SoFi Select 500 ETF (SFY) and Vanguard Total Stock Market ETF (VTI).
SFY and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SFY is a passively managed fund by Toroso Investments that tracks the performance of the Solactive SoFi US 500 Growth Index. It was launched on Apr 11, 2019. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both SFY and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFY or VTI.
Performance
SFY vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, SFY achieves a 29.42% return, which is significantly higher than VTI's 23.63% return.
SFY
29.42%
1.93%
15.94%
38.27%
15.89%
N/A
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| SFY | VTI | |
|---|---|---|
| Sharpe Ratio | 2.55 | 2.58 |
| Sortino Ratio | 3.31 | 3.45 |
| Omega Ratio | 1.47 | 1.48 |
| Calmar Ratio | 3.39 | 3.76 |
| Martin Ratio | 15.60 | 16.56 |
| Ulcer Index | 2.43% | 1.95% |
| Daily Std Dev | 14.84% | 12.51% |
| Max Drawdown | -33.25% | -55.45% |
| Current Drawdown | -2.60% | -2.43% |
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SFY vs. VTI - Expense Ratio Comparison
SFY has a 0.00% expense ratio, which is lower than VTI'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%.
Correlation
The correlation between SFY and VTI is 0.96, 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.
Risk-Adjusted Performance
SFY vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) 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.
Dividends
SFY vs. VTI - Dividend Comparison
SFY's dividend yield for the trailing twelve months is around 0.65%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFY SoFi Select 500 ETF | 0.65% | 0.85% | 0.92% | 0.56% | 0.24% | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SFY vs. VTI - Drawdown Comparison
The maximum SFY drawdown since its inception was -33.25%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SFY and VTI. For additional features, visit the drawdowns tool.
Volatility
SFY vs. VTI - Volatility Comparison
SoFi Select 500 ETF (SFY) has a higher volatility of 5.18% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that SFY'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.