VGMS vs. SOFR
Compare and contrast key facts about Vanguard Multi-Sector Income Bond ETF (VGMS) and Amplify Samsung SOFR ETF (SOFR).
VGMS and SOFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGMS is an actively managed fund by Vanguard. It was launched on Jun 9, 2025. 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.
Performance
VGMS vs. SOFR - Performance Comparison
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VGMS vs. SOFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VGMS Vanguard Multi-Sector Income Bond ETF | -0.28% | 5.44% |
SOFR Amplify Samsung SOFR ETF | 0.87% | 2.33% |
Returns By Period
In the year-to-date period, VGMS achieves a -0.28% return, which is significantly lower than SOFR's 0.87% return.
VGMS
- 1D
- 0.79%
- 1M
- -1.38%
- YTD
- -0.28%
- 6M
- 1.27%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOFR
- 1D
- 0.01%
- 1M
- -0.01%
- YTD
- 0.87%
- 6M
- 1.90%
- 1Y
- 4.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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VGMS vs. SOFR - Expense Ratio Comparison
VGMS has a 0.30% expense ratio, which is higher than SOFR's 0.20% expense ratio.
Return for Risk
VGMS vs. SOFR — Risk / Return Rank
VGMS
SOFR
VGMS vs. SOFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Multi-Sector Income Bond ETF (VGMS) and Amplify Samsung SOFR ETF (SOFR). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| VGMS | SOFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 5.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.08 | 4.99 | -2.91 |
Correlation
The correlation between VGMS and SOFR is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
VGMS vs. SOFR - Dividend Comparison
VGMS's dividend yield for the trailing twelve months is around 3.83%, less than SOFR's 4.07% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
VGMS Vanguard Multi-Sector Income Bond ETF | 3.83% | 2.94% | 0.00% |
SOFR Amplify Samsung SOFR ETF | 4.07% | 4.22% | 1.60% |
Drawdowns
VGMS vs. SOFR - Drawdown Comparison
The maximum VGMS drawdown since its inception was -2.46%, which is greater than SOFR's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for VGMS and SOFR.
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Drawdown Indicators
| VGMS | SOFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.46% | -0.41% | -2.05% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.41% | — |
Current DrawdownCurrent decline from peak | -1.51% | -0.01% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -0.27% | -0.03% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.10% | — |
Volatility
VGMS vs. SOFR - Volatility Comparison
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Volatility by Period
| VGMS | SOFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.08% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.76% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.12% | 0.81% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.12% | 0.85% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.12% | 0.85% | +2.27% |