SOFR vs. SILJ

Last updated Jun 24, 2026

SOFR (Amplify Samsung SOFR ETF) and SILJ (Amplify Junior Silver Miners ETF) are both exchange-traded funds - SOFR is a Multisector Bonds fund tracking the Secured Overnight Financing Rate, while SILJ is a Silver fund tracking the Nasdaq Junior Silver Miners Index. Both are passively managed. Over the past year, SOFR returned 3.91% vs 80.90% for SILJ. At a correlation of -0.03, they often move in opposite directions. SOFR charges 0.20%/yr vs 0.69%/yr for SILJ.

Performance

SOFR vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Samsung SOFR ETF (SOFR) and Amplify Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOFR achieves a 1.68% return, which is significantly higher than SILJ's -5.93% return.

SOFR

• 1D: -0.01%
• 1M: 0.27%
• YTD: 1.68%
• 6M: 1.79%
• 1Y: 3.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SILJ

• 1D: -5.76%
• 1M: -9.71%
• YTD: -5.93%
• 6M: -10.68%
• 1Y: 80.90%
• 3Y*: 45.63%
• 5Y*: 13.14%
• 10Y*: 8.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SOFR vs. SILJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SOFR Amplify Samsung SOFR ETF	1.68%	4.27%	1.21%
SILJ Amplify Junior Silver Miners ETF	-5.93%	183.89%	-20.90%

Correlation

The correlation between SOFR and SILJ is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Sep 26, 2024	-0.03

Return for Risk

SOFR vs. SILJ — Risk / Return Rank

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

SOFR

SOFR Risk / Return Rank: 98
SOFR Sharpe Ratio Rank: 97
SOFR Sortino Ratio Rank: 98
SOFR Omega Ratio Rank: 99
SOFR Calmar Ratio Rank: 97
SOFR Martin Ratio Rank: 97

SILJ

SILJ Risk / Return Rank: 39
SILJ Sharpe Ratio Rank: 41
SILJ Sortino Ratio Rank: 37
SILJ Omega Ratio Rank: 40
SILJ Calmar Ratio Rank: 43
SILJ Martin Ratio Rank: 35

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.

SOFR vs. SILJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Samsung SOFR ETF (SOFR) and Amplify Junior Silver Miners ETF (SILJ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SOFR	SILJ	Difference
Sharpe ratio: Return per unit of total volatility	4.68	1.42	+3.26
Sortino ratio: Return per unit of downside risk	6.89	1.86	+5.03
Omega ratio: Gain probability vs. loss probability	3.41	1.25	+2.16
Calmar ratio: Return relative to maximum drawdown	9.67	2.08	+7.59
Martin ratio: Return relative to average drawdown	39.53	5.12	+34.42

SOFR vs. SILJ - Sharpe Ratio Comparison

The current SOFR Sharpe Ratio is 4.68, which is higher than the SILJ Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SOFR and SILJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SOFR vs. SILJ - Drawdown Comparison

The maximum SOFR drawdown since its inception was -0.41%, smaller than the maximum SILJ drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for SOFR and SILJ.

Drawdown Indicators

	SOFR	SILJ	Difference
Max Drawdown Largest peak-to-trough decline	-0.41%	-79.04%	+78.63%
Max Drawdown (1Y) Largest decline over 1 year	-0.41%	-39.16%	+38.75%
Max Drawdown (3Y) Largest decline over 3 years	—	-39.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-48.81%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-70.06%	—
Current Drawdown Current decline from peak	-0.01%	-35.41%	+35.40%
Average Drawdown Average peak-to-trough decline	-0.03%	-41.39%	+41.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.10%	15.86%	-15.76%

Volatility

SOFR vs. SILJ - Volatility Comparison

The current volatility for Amplify Samsung SOFR ETF (SOFR) is 0.25%, while Amplify Junior Silver Miners ETF (SILJ) has a volatility of 20.52%. This indicates that SOFR experiences smaller price fluctuations and is considered to be less risky than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOFR	SILJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.25%	20.52%	-20.27%
Volatility (6M) Calculated over the trailing 6-month period	0.56%	48.11%	-47.55%
Volatility (1Y) Calculated over the trailing 1-year period	0.84%	57.43%	-56.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.83%	44.93%	-44.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.83%	46.51%	-45.68%

SOFR vs. SILJ - Expense Ratio Comparison

SOFR has a 0.20% expense ratio, which is lower than SILJ's 0.69% expense ratio.

Dividends

SOFR vs. SILJ - Dividend Comparison

SOFR's dividend yield for the trailing twelve months is around 3.94%, more than SILJ's 2.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SILJ Amplify Junior Silver Miners ETF	2.13%	2.00%	7.26%	0.01%	0.05%	0.36%	1.23%	1.45%	1.66%	0.00%	0.52%	2.46%
SOFR Amplify Samsung SOFR ETF	3.94%	4.22%	1.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SOFR and SILJ in my portfolio?

SOFR and SILJ have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SOFR or SILJ?

SILJ has higher volatility (20.52%) compared to SOFR (0.25%). In terms of maximum drawdown, SOFR dropped -0.41% vs SILJ's -79.04%.

Which ETF is better, SOFR or SILJ?

On 1-year performance, SILJ leads with 80.90% vs 3.91% for SOFR. On fees, SOFR is cheaper at 0.20% per year. On volatility, SOFR has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SOFR or SILJ?

Over the 1-year period, SILJ has performed better with a 80.90% return vs 3.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SOFR or SILJ?

SOFR is cheaper with a 0.20% expense ratio, compared with 0.69% for SILJ.

Which ETF pays a higher dividend yield, SOFR or SILJ?

SOFR has the higher dividend yield at 3.94%, compared with 2.13% for SILJ.

What is the main difference between SOFR and SILJ?

SOFR is categorized as Multisector Bonds, while SILJ is Silver. SOFR tracks Secured Overnight Financing Rate, while SILJ tracks Nasdaq Junior Silver Miners Index. Their fees differ too: 0.20% for SOFR and 0.69% for SILJ.

Which has better risk-adjusted returns?

SOFR currently has the higher Sharpe Ratio (4.68 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.