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SYF vs. VTEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYF vs. VTEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Synchrony Financial (SYF) and Vanguard Tax-Exempt Bond ETF (VTEB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SYF achieves a -10.24% return, which is significantly lower than VTEB's 1.44% return. Over the past 10 years, SYF has outperformed VTEB with an annualized return of 12.74%, while VTEB has yielded a comparatively lower 1.99% annualized return.


SYF

1D
0.32%
1M
-1.34%
6M
-3.62%
YTD
-10.24%
1Y
8.98%
3Y*
30.65%
5Y*
12.18%
10Y*
12.74%

VTEB

1D
-0.10%
1M
-0.10%
6M
0.80%
YTD
1.44%
1Y
6.67%
3Y*
3.19%
5Y*
0.74%
10Y*
1.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYF vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYF
Synchrony Financial
-10.24%30.64%74.01%19.76%-27.43%36.40%-0.08%57.48%-37.84%8.35%
VTEB
Vanguard Tax-Exempt Bond ETF
1.44%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%

Correlation

The correlation between SYF and VTEB is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2015

-0.05

The correlation between SYF and VTEB shifts across timeframes, from -0.05 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SYF vs. VTEB — Risk / Return Rank

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

SYF
SYF Risk / Return Rank: 5252
Overall Rank
SYF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SYF Sortino Ratio Rank: 4848
Sortino Ratio Rank
SYF Omega Ratio Rank: 4949
Omega Ratio Rank
SYF Calmar Ratio Rank: 5353
Calmar Ratio Rank
SYF Martin Ratio Rank: 5353
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 8080
Overall Rank
VTEB Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 9292
Sortino Ratio Rank
VTEB Omega Ratio Rank: 9494
Omega Ratio Rank
VTEB Calmar Ratio Rank: 6161
Calmar Ratio Rank
VTEB Martin Ratio Rank: 6363
Martin Ratio Rank
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.

SYF vs. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Synchrony Financial (SYF) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.


SYFVTEBDifference
Sharpe ratioReturn per unit of total volatility

-2.20

Sortino ratioReturn per unit of downside risk

-3.09

Omega ratioGain probability vs. loss probability

1.08

1.54

-0.46

Calmar ratioReturn relative to maximum drawdown

0.33

2.47

-2.15

Martin ratioReturn relative to average drawdown

0.68

8.93

-8.25

SYF vs. VTEB - Sharpe Ratio Comparison

The current SYF Sharpe Ratio is 0.29, which is lower than the VTEB Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of SYF and VTEB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SYF vs. VTEB - Drawdown Comparison

The maximum SYF drawdown since its inception was -66.37%, which is greater than VTEB's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for SYF and VTEB.


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Drawdown Indicators


SYFVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-66.37%

-17.00%

-49.37%

Max Drawdown (1Y)

Largest decline over 1 year

-27.61%

-2.71%

-24.90%

Max Drawdown (3Y)

Largest decline over 3 years

-37.75%

-5.53%

-32.22%

Max Drawdown (5Y)

Largest decline over 5 years

-46.65%

-12.64%

-34.01%

Max Drawdown (10Y)

Largest decline over 10 years

-66.37%

-17.00%

-49.37%

Current Drawdown

Current decline from peak

-15.36%

-0.75%

-14.61%

Average Drawdown

Average peak-to-trough decline

-16.97%

-2.30%

-14.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.21%

0.75%

+12.46%

Volatility

SYF vs. VTEB - Volatility Comparison

Synchrony Financial (SYF) has a higher volatility of 13.00% compared to Vanguard Tax-Exempt Bond ETF (VTEB) at 0.67%. This indicates that SYF's price experiences larger fluctuations and is considered to be riskier than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYFVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.00%

0.67%

+12.33%

Volatility (6M)

Calculated over the trailing 6-month period

24.70%

2.11%

+22.59%

Volatility (1Y)

Calculated over the trailing 1-year period

31.22%

2.70%

+28.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.95%

3.91%

+33.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.37%

5.25%

+34.12%

Dividends

SYF vs. VTEB - Dividend Comparison

SYF's dividend yield for the trailing twelve months is around 1.62%, less than VTEB's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
SYF
Synchrony Financial
1.62%1.38%1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%
VTEB
Vanguard Tax-Exempt Bond ETF
3.38%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


SYF and VTEB have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SYF has higher volatility (13.00%) compared to VTEB (0.67%). In terms of maximum drawdown, SYF dropped -66.37% vs VTEB's -17.00%.

VTEB currently has the higher Sharpe Ratio (2.48 vs 0.29), 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.

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