SOVF vs. VFQY

Last updated Apr 2, 2026

Compare and contrast key facts about Sovereign's Capital Flourish Fund (SOVF) and Vanguard U.S. Quality Factor ETF (VFQY).

SOVF and VFQY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOVF is an actively managed fund by Sovereign's. It was launched on Oct 2, 2023. VFQY is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.

Performance

SOVF vs. VFQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sovereign's Capital Flourish Fund (SOVF) and Vanguard U.S. Quality Factor ETF (VFQY). The values are adjusted to include any dividend payments, if applicable.

SOVF vs. VFQY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SOVF Sovereign's Capital Flourish Fund	-8.11%	-4.38%	8.67%	16.18%
VFQY Vanguard U.S. Quality Factor ETF	-1.89%	10.24%	12.93%	15.51%

Returns By Period

In the year-to-date period, SOVF achieves a -8.11% return, which is significantly lower than VFQY's -1.89% return.

SOVF

• 1D: 0.01%
• 1M: -5.49%
• YTD: -8.11%
• 6M: -10.57%
• 1Y: -9.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFQY

• 1D: 0.55%
• 1M: -4.66%
• YTD: -1.89%
• 6M: -0.10%
• 1Y: 13.14%
• 3Y*: 12.99%
• 5Y*: 7.20%
• 10Y*: —

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

SOVF vs. VFQY - Expense Ratio Comparison

SOVF has a 0.75% expense ratio, which is higher than VFQY's 0.13% expense ratio.

SOVF

Sovereign's Capital Flourish Fund

VFQY

Vanguard U.S. Quality Factor ETF

Return for Risk

SOVF vs. VFQY — Risk / Return Rank

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

SOVF

SOVF Risk / Return Rank: 3
SOVF Sharpe Ratio Rank: 4
SOVF Sortino Ratio Rank: 4
SOVF Omega Ratio Rank: 4
SOVF Calmar Ratio Rank: 3
SOVF Martin Ratio Rank: 1

VFQY

VFQY Risk / Return Rank: 38
VFQY Sharpe Ratio Rank: 34
VFQY Sortino Ratio Rank: 36
VFQY Omega Ratio Rank: 35
VFQY Calmar Ratio Rank: 39
VFQY Martin Ratio Rank: 44

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.

SOVF vs. VFQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sovereign's Capital Flourish Fund (SOVF) and Vanguard U.S. Quality Factor ETF (VFQY). 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.

	SOVF	VFQY	Difference
Sharpe ratio Return per unit of total volatility	-0.48	0.68	-1.15
Sortino ratio Return per unit of downside risk	-0.57	1.09	-1.66
Omega ratio Gain probability vs. loss probability	0.93	1.15	-0.22
Calmar ratio Return relative to maximum drawdown	-0.63	1.06	-1.69
Martin ratio Return relative to average drawdown	-1.44	4.37	-5.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOVF vs. VFQY - Sharpe Ratio Comparison

The current SOVF Sharpe Ratio is -0.48, which is lower than the VFQY Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SOVF and VFQY, 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

	SOVF	VFQY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.48	0.68	-1.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.48	-0.24

Correlation

The correlation between SOVF and VFQY is 0.90, 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.

Dividends

SOVF vs. VFQY - Dividend Comparison

SOVF's dividend yield for the trailing twelve months is around 0.84%, less than VFQY's 1.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SOVF Sovereign's Capital Flourish Fund	0.84%	0.77%	0.30%	0.18%	0.00%	0.00%	0.00%	0.00%	0.00%
VFQY Vanguard U.S. Quality Factor ETF	1.20%	1.17%	1.34%	1.38%	1.43%	0.98%	1.22%	1.34%	1.31%

Drawdowns

SOVF vs. VFQY - Drawdown Comparison

The maximum SOVF drawdown since its inception was -21.74%, smaller than the maximum VFQY drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for SOVF and VFQY.

Drawdown Indicators

	SOVF	VFQY	Difference
Max Drawdown Largest peak-to-trough decline	-21.74%	-37.41%	+15.67%
Max Drawdown (1Y) Largest decline over 1 year	-14.46%	-12.84%	-1.62%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.93%	—
Current Drawdown Current decline from peak	-19.15%	-6.40%	-12.75%
Average Drawdown Average peak-to-trough decline	-6.79%	-6.80%	+0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.31%	3.12%	+3.19%

Volatility

SOVF vs. VFQY - Volatility Comparison

The current volatility for Sovereign's Capital Flourish Fund (SOVF) is 4.11%, while Vanguard U.S. Quality Factor ETF (VFQY) has a volatility of 4.69%. This indicates that SOVF experiences smaller price fluctuations and is considered to be less risky than VFQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOVF	VFQY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	4.69%	-0.58%
Volatility (6M) Calculated over the trailing 6-month period	10.65%	10.36%	+0.29%
Volatility (1Y) Calculated over the trailing 1-year period	20.05%	19.54%	+0.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.52%	18.39%	-0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.52%	21.02%	-3.50%