SOFR vs. VGMS

Last updated Jun 24, 2026

SOFR (Amplify Samsung SOFR ETF) and VGMS (Vanguard Multi-Sector Income Bond ETF) are both Multisector Bonds funds. SOFR is passively managed, while VGMS is actively managed. Over the past year, SOFR returned 3.91% vs 6.52% for VGMS. At a correlation of -0.00, they often move in opposite directions. SOFR charges 0.20%/yr vs 0.30%/yr for VGMS.

Performance

SOFR vs. VGMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Samsung SOFR ETF (SOFR) and Vanguard Multi-Sector Income Bond ETF (VGMS). 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 VGMS's 1.48% return.

SOFR

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

VGMS

• 1D: 0.17%
• 1M: 0.73%
• YTD: 1.48%
• 6M: 1.55%
• 1Y: 6.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SOFR vs. VGMS - Yearly Performance Comparison

	2026 (YTD)	2025
SOFR Amplify Samsung SOFR ETF	1.68%	2.35%
VGMS Vanguard Multi-Sector Income Bond ETF	1.48%	5.51%

Correlation

The correlation between SOFR and VGMS 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 Jun 11, 2025	-0.00

Return for Risk

SOFR vs. VGMS — 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

VGMS

VGMS Risk / Return Rank: 66
VGMS Sharpe Ratio Rank: 65
VGMS Sortino Ratio Rank: 70
VGMS Omega Ratio Rank: 69
VGMS Calmar Ratio Rank: 58
VGMS Martin Ratio Rank: 69

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. VGMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Samsung SOFR ETF (SOFR) and Vanguard Multi-Sector Income Bond ETF (VGMS). 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	VGMS	Difference
Sharpe ratio: Return per unit of total volatility	4.68	2.01	+2.67
Sortino ratio: Return per unit of downside risk	6.89	2.99	+3.90
Omega ratio: Gain probability vs. loss probability	3.41	1.39	+2.02
Calmar ratio: Return relative to maximum drawdown	9.67	2.66	+7.01
Martin ratio: Return relative to average drawdown	39.53	12.04	+27.49

SOFR vs. VGMS - Sharpe Ratio Comparison

The current SOFR Sharpe Ratio is 4.68, which is higher than the VGMS Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SOFR and VGMS, 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. VGMS - Drawdown Comparison

The maximum SOFR drawdown since its inception was -0.41%, smaller than the maximum VGMS drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for SOFR and VGMS.

Drawdown Indicators

	SOFR	VGMS	Difference
Max Drawdown Largest peak-to-trough decline	-0.41%	-2.46%	+2.05%
Max Drawdown (1Y) Largest decline over 1 year	-0.41%	-2.46%	+2.05%
Current Drawdown Current decline from peak	-0.01%	-0.18%	+0.17%
Average Drawdown Average peak-to-trough decline	-0.03%	-0.30%	+0.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.10%	0.54%	-0.44%

Volatility

SOFR vs. VGMS - Volatility Comparison

The current volatility for Amplify Samsung SOFR ETF (SOFR) is 0.25%, while Vanguard Multi-Sector Income Bond ETF (VGMS) has a volatility of 1.06%. This indicates that SOFR experiences smaller price fluctuations and is considered to be less risky than VGMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOFR	VGMS	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.25%	1.06%	-0.81%
Volatility (6M) Calculated over the trailing 6-month period	0.56%	2.64%	-2.08%
Volatility (1Y) Calculated over the trailing 1-year period	0.84%	3.27%	-2.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.83%	3.24%	-2.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.83%	3.24%	-2.41%

SOFR vs. VGMS - Expense Ratio Comparison

SOFR has a 0.20% expense ratio, which is lower than VGMS's 0.30% expense ratio.

Dividends

SOFR vs. VGMS - Dividend Comparison

SOFR's dividend yield for the trailing twelve months is around 3.94%, less than VGMS's 5.14% yield.

Position	TTM	2025	2024
SOFR Amplify Samsung SOFR ETF	3.94%	4.22%	1.60%
VGMS Vanguard Multi-Sector Income Bond ETF	5.14%	2.94%	0.00%

Frequently Asked Questions

Can I hold both SOFR and VGMS in my portfolio?

SOFR and VGMS 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 VGMS?

VGMS has higher volatility (1.06%) compared to SOFR (0.25%). In terms of maximum drawdown, SOFR dropped -0.41% vs VGMS's -2.46%.

Which ETF is better, SOFR or VGMS?

On 1-year performance, VGMS leads with 6.52% 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 VGMS?

Over the 1-year period, VGMS has performed better with a 6.52% 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 VGMS?

SOFR is cheaper with a 0.20% expense ratio, compared with 0.30% for VGMS.

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

VGMS has the higher dividend yield at 5.14%, compared with 3.94% for SOFR.

What is the main difference between SOFR and VGMS?

They also come from different issuers: Amplify and Vanguard. Their fees differ too: 0.20% for SOFR and 0.30% for VGMS.

Which has better risk-adjusted returns?

SOFR currently has the higher Sharpe Ratio (4.68 vs 2.01), 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.