SOFR vs. VBIL

Last updated Apr 1, 2026

Compare and contrast key facts about Amplify Samsung SOFR ETF (SOFR) and Vanguard 0-3 Month Treasury Bill ETF (VBIL).

SOFR and VBIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOFR is a passively managed fund by Amplify that tracks the performance of the Secured Overnight Financing Rate. It was launched on Nov 14, 2023. VBIL is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Treasury Bills 0-3 Months Index. It was launched on Feb 7, 2025. Both SOFR and VBIL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SOFR vs. VBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Samsung SOFR ETF (SOFR) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). The values are adjusted to include any dividend payments, if applicable.

SOFR vs. VBIL - Yearly Performance Comparison

	2026 (YTD)	2025
SOFR Amplify Samsung SOFR ETF	0.87%	3.77%
VBIL Vanguard 0-3 Month Treasury Bill ETF	0.87%	3.71%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SOFR at 0.87% and VBIL at 0.87%.

SOFR

• 1D: 0.01%
• 1M: -0.01%
• YTD: 0.87%
• 6M: 1.90%
• 1Y: 4.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VBIL

• 1D: 0.01%
• 1M: 0.31%
• YTD: 0.87%
• 6M: 1.87%
• 1Y: 4.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SOFR vs. VBIL - Expense Ratio Comparison

SOFR has a 0.20% expense ratio, which is higher than VBIL's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

SOFR

Amplify Samsung SOFR ETF

VBIL

Vanguard 0-3 Month Treasury Bill ETF

Return for Risk

SOFR vs. VBIL — Risk / Return Rank

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

SOFR

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

VBIL

VBIL Risk / Return Rank: 100
VBIL Sharpe Ratio Rank: 100
VBIL Sortino Ratio Rank: 100
VBIL Omega Ratio Rank: 100
VBIL Calmar Ratio Rank: 100
VBIL Martin Ratio Rank: 100

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. VBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Samsung SOFR ETF (SOFR) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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.

	SOFR	VBIL	Difference
Sharpe ratio Return per unit of total volatility	5.07	12.78	-7.71
Sortino ratio Return per unit of downside risk	7.43	29.76	-22.33
Omega ratio Gain probability vs. loss probability	3.76	12.77	-9.01
Calmar ratio Return relative to maximum drawdown	10.09	43.72	-33.63
Martin ratio Return relative to average drawdown	42.82	377.55	-334.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOFR vs. VBIL - Sharpe Ratio Comparison

The current SOFR Sharpe Ratio is 5.07, which is lower than the VBIL Sharpe Ratio of 12.78. The chart below compares the historical Sharpe Ratios of SOFR and VBIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SOFR	VBIL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.07	12.78	-7.71
Sharpe Ratio (All Time) Calculated using the full available price history	4.99	13.10	-8.11

Correlation

The correlation between SOFR and VBIL is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SOFR vs. VBIL - Dividend Comparison

SOFR's dividend yield for the trailing twelve months is around 4.07%, more than VBIL's 3.66% yield.

	TTM	2025	2024
SOFR Amplify Samsung SOFR ETF	4.07%	4.22%	1.60%
VBIL Vanguard 0-3 Month Treasury Bill ETF	3.66%	3.12%	0.00%

Drawdowns

SOFR vs. VBIL - Drawdown Comparison

The maximum SOFR drawdown since its inception was -0.41%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for SOFR and VBIL.

Drawdown Indicators

	SOFR	VBIL	Difference
Max Drawdown Largest peak-to-trough decline	-0.41%	-0.09%	-0.32%
Max Drawdown (1Y) Largest decline over 1 year	-0.41%	-0.09%	-0.32%
Current Drawdown Current decline from peak	-0.01%	0.00%	-0.01%
Average Drawdown Average peak-to-trough decline	-0.03%	0.00%	-0.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.10%	0.01%	+0.09%

Volatility

SOFR vs. VBIL - Volatility Comparison

Amplify Samsung SOFR ETF (SOFR) has a higher volatility of 0.08% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.07%. This indicates that SOFR's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOFR	VBIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.08%	0.07%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	0.76%	0.16%	+0.60%
Volatility (1Y) Calculated over the trailing 1-year period	0.81%	0.32%	+0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.85%	0.31%	+0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.85%	0.31%	+0.54%