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SFYF vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFYF and VTI is 0.82, 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.


Performance

SFYF vs. VTI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SFYF:

1.16

VTI:

0.60

Sortino Ratio

SFYF:

1.81

VTI:

1.11

Omega Ratio

SFYF:

1.24

VTI:

1.16

Calmar Ratio

SFYF:

1.46

VTI:

0.73

Martin Ratio

SFYF:

4.53

VTI:

2.76

Ulcer Index

SFYF:

8.52%

VTI:

5.10%

Daily Std Dev

SFYF:

31.05%

VTI:

20.25%

Max Drawdown

SFYF:

-56.09%

VTI:

-55.45%

Current Drawdown

SFYF:

-4.22%

VTI:

-3.80%

Returns By Period

In the year-to-date period, SFYF achieves a 2.59% return, which is significantly higher than VTI's 0.62% return.


SFYF

YTD

2.59%

1M

16.85%

6M

7.03%

1Y

35.90%

5Y*

21.67%

10Y*

N/A

VTI

YTD

0.62%

1M

10.20%

6M

-0.51%

1Y

12.13%

5Y*

16.89%

10Y*

12.10%

*Annualized

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SFYF vs. VTI - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is higher than VTI's 0.03% expense ratio.


Risk-Adjusted Performance

SFYF vs. VTI — Risk-Adjusted Performance Rank

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

SFYF
The Risk-Adjusted Performance Rank of SFYF is 8686
Overall Rank
The Sharpe Ratio Rank of SFYF is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SFYF is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SFYF is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SFYF is 8989
Calmar Ratio Rank
The Martin Ratio Rank of SFYF is 8383
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6868
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 7070
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.

SFYF vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) 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.


The current SFYF Sharpe Ratio is 1.16, which is higher than the VTI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SFYF and VTI, 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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Dividends

SFYF vs. VTI - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.31%, less than VTI's 1.29% yield.


TTM20242023202220212020201920182017201620152014
SFYF
SoFi Social 50 ETF
0.31%0.31%1.71%1.19%0.26%0.40%0.73%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.29%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

SFYF vs. VTI - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SFYF and VTI. For additional features, visit the drawdowns tool.


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Volatility

SFYF vs. VTI - Volatility Comparison

SoFi Social 50 ETF (SFYF) has a higher volatility of 9.03% compared to Vanguard Total Stock Market ETF (VTI) at 6.15%. This indicates that SFYF'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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