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SFYX vs. VO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SFYXVO
YTD Return4.53%3.35%
1Y Return21.30%17.98%
3Y Return (Ann)-0.71%2.53%
5Y Return (Ann)7.10%9.28%
Sharpe Ratio1.091.17
Daily Std Dev17.22%13.35%
Max Drawdown-39.59%-58.89%
Current Drawdown-10.23%-4.59%

Correlation

-0.50.00.51.00.9

The correlation between SFYX and VO is 0.95, 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

SFYX vs. VO - Performance Comparison

In the year-to-date period, SFYX achieves a 4.53% return, which is significantly higher than VO's 3.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
22.91%
22.31%
SFYX
VO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SoFi Next 500 ETF

Vanguard Mid-Cap ETF

SFYX vs. VO - Expense Ratio Comparison

SFYX has a 0.00% expense ratio, which is lower than VO's 0.04% 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%.


VO
Vanguard Mid-Cap ETF
Expense ratio chart for VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for SFYX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

SFYX vs. VO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Next 500 ETF (SFYX) and Vanguard Mid-Cap ETF (VO). 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.


SFYX
Sharpe ratio
The chart of Sharpe ratio for SFYX, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.001.09
Sortino ratio
The chart of Sortino ratio for SFYX, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.001.64
Omega ratio
The chart of Omega ratio for SFYX, currently valued at 1.19, compared to the broader market1.001.502.001.19
Calmar ratio
The chart of Calmar ratio for SFYX, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.000.68
Martin ratio
The chart of Martin ratio for SFYX, currently valued at 3.45, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.45
VO
Sharpe ratio
The chart of Sharpe ratio for VO, currently valued at 1.17, compared to the broader market-1.000.001.002.003.004.001.17
Sortino ratio
The chart of Sortino ratio for VO, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.001.73
Omega ratio
The chart of Omega ratio for VO, currently valued at 1.20, compared to the broader market1.001.502.001.20
Calmar ratio
The chart of Calmar ratio for VO, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.000.69
Martin ratio
The chart of Martin ratio for VO, currently valued at 3.36, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.36

SFYX vs. VO - Sharpe Ratio Comparison

The current SFYX Sharpe Ratio is 1.09, which roughly equals the VO Sharpe Ratio of 1.17. The chart below compares the 12-month rolling Sharpe Ratio of SFYX and VO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.09
1.17
SFYX
VO

Dividends

SFYX vs. VO - Dividend Comparison

SFYX's dividend yield for the trailing twelve months is around 1.45%, less than VO's 1.57% yield.


TTM20232022202120202019201820172016201520142013
SFYX
SoFi Next 500 ETF
1.45%1.51%1.56%0.90%1.16%1.02%0.00%0.00%0.00%0.00%0.00%0.00%
VO
Vanguard Mid-Cap ETF
1.57%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%

Drawdowns

SFYX vs. VO - Drawdown Comparison

The maximum SFYX drawdown since its inception was -39.59%, smaller than the maximum VO drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for SFYX and VO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.23%
-4.59%
SFYX
VO

Volatility

SFYX vs. VO - Volatility Comparison

SoFi Next 500 ETF (SFYX) has a higher volatility of 5.16% compared to Vanguard Mid-Cap ETF (VO) at 3.76%. This indicates that SFYX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
5.16%
3.76%
SFYX
VO