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SFYF vs. ESGV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFYF vs. ESGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) and Vanguard ESG U.S. Stock ETF (ESGV). The values are adjusted to include any dividend payments, if applicable.

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SFYF vs. ESGV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SFYF
SoFi Social 50 ETF
-8.70%30.00%44.62%56.80%-47.73%35.83%33.65%4.95%
ESGV
Vanguard ESG U.S. Stock ETF
-6.94%16.48%24.69%30.79%-24.04%26.55%25.69%14.08%

Returns By Period

In the year-to-date period, SFYF achieves a -8.70% return, which is significantly lower than ESGV's -6.94% return.


SFYF

1D
3.87%
1M
-4.74%
YTD
-8.70%
6M
-6.83%
1Y
33.22%
3Y*
30.03%
5Y*
11.94%
10Y*

ESGV

1D
3.40%
1M
-5.45%
YTD
-6.94%
6M
-4.73%
1Y
15.76%
3Y*
17.42%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFYF vs. ESGV - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is higher than ESGV's 0.09% expense ratio.


Return for Risk

SFYF vs. ESGV — Risk / Return Rank

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

SFYF
SFYF Risk / Return Rank: 7676
Overall Rank
SFYF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SFYF Sortino Ratio Rank: 7878
Sortino Ratio Rank
SFYF Omega Ratio Rank: 7474
Omega Ratio Rank
SFYF Calmar Ratio Rank: 8080
Calmar Ratio Rank
SFYF Martin Ratio Rank: 7272
Martin Ratio Rank

ESGV
ESGV Risk / Return Rank: 5454
Overall Rank
ESGV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ESGV Sortino Ratio Rank: 5151
Sortino Ratio Rank
ESGV Omega Ratio Rank: 5353
Omega Ratio Rank
ESGV Calmar Ratio Rank: 5757
Calmar Ratio Rank
ESGV Martin Ratio Rank: 5858
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.

SFYF vs. ESGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) and Vanguard ESG U.S. Stock ETF (ESGV). 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.


SFYFESGVDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.81

+0.47

Sortino ratio

Return per unit of downside risk

1.93

1.29

+0.65

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

2.15

1.33

+0.83

Martin ratio

Return relative to average drawdown

7.12

5.29

+1.83

SFYF vs. ESGV - Sharpe Ratio Comparison

The current SFYF Sharpe Ratio is 1.28, which is higher than the ESGV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of SFYF and ESGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SFYFESGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.81

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.54

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.61

-0.11

Correlation

The correlation between SFYF and ESGV is 0.85, 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.


Dividends

SFYF vs. ESGV - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.36%, less than ESGV's 1.01% yield.


TTM20252024202320222021202020192018
SFYF
SoFi Social 50 ETF
0.36%0.33%0.31%1.71%1.19%0.26%0.40%0.73%0.00%
ESGV
Vanguard ESG U.S. Stock ETF
1.01%0.91%1.04%1.16%1.42%0.95%1.11%1.27%0.28%

Drawdowns

SFYF vs. ESGV - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for SFYF and ESGV.


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Drawdown Indicators


SFYFESGVDifference

Max Drawdown

Largest peak-to-trough decline

-56.09%

-33.66%

-22.43%

Max Drawdown (1Y)

Largest decline over 1 year

-15.18%

-12.28%

-2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-56.09%

-28.81%

-27.28%

Current Drawdown

Current decline from peak

-11.89%

-8.60%

-3.29%

Average Drawdown

Average peak-to-trough decline

-16.94%

-6.55%

-10.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

3.08%

+1.51%

Volatility

SFYF vs. ESGV - Volatility Comparison

SoFi Social 50 ETF (SFYF) has a higher volatility of 7.62% compared to Vanguard ESG U.S. Stock ETF (ESGV) at 6.09%. This indicates that SFYF's price experiences larger fluctuations and is considered to be riskier than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFYFESGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

6.09%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

10.58%

+4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

19.47%

+6.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.54%

18.33%

+12.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.92%

20.72%

+10.20%