VGMS vs. SOFR
VGMS (Vanguard Multi-Sector Income Bond ETF) and SOFR (Amplify Samsung SOFR ETF) are both Multisector Bonds funds. VGMS is actively managed, while SOFR is passively managed. At a correlation of -0.01, they often move in opposite directions. VGMS charges 0.30%/yr vs 0.20%/yr for SOFR.
Performance
VGMS vs. SOFR - Performance Comparison
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Returns By Period
In the year-to-date period, VGMS achieves a 1.06% return, which is significantly lower than SOFR's 1.45% return.
VGMS
- 1D
- -0.36%
- 1M
- 0.29%
- YTD
- 1.06%
- 6M
- 1.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOFR
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 1.45%
- 6M
- 1.76%
- 1Y
- 3.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGMS vs. SOFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VGMS Vanguard Multi-Sector Income Bond ETF | 1.06% | 5.44% |
SOFR Amplify Samsung SOFR ETF | 1.45% | 2.33% |
Correlation
The correlation between VGMS and SOFR 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 (All Time) Calculated using the full available price history since Jun 12, 2025 | -0.01 |
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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 | — | 4.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.11 | 4.96 | -2.85 |
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 | -0.39% | -0.14% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -0.31% | -0.03% | -0.28% |
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 | — | 0.24% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.55% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.21% | 0.84% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.21% | 0.84% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.21% | 0.84% | +2.37% |
VGMS vs. SOFR - Expense Ratio Comparison
VGMS has a 0.30% expense ratio, which is higher than SOFR's 0.20% expense ratio.
Dividends
VGMS vs. SOFR - Dividend Comparison
VGMS's dividend yield for the trailing twelve months is around 5.16%, more than SOFR's 3.95% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SOFR Amplify Samsung SOFR ETF | 3.95% | 4.22% | 1.60% |
VGMS Vanguard Multi-Sector Income Bond ETF | 5.16% | 2.94% | 0.00% |
Frequently Asked Questions
VGMS and SOFR 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.
On fees, SOFR is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SOFR is cheaper with a 0.20% expense ratio, compared with 0.30% for VGMS.
VGMS has the higher dividend yield at 5.16%, compared with 3.95% for SOFR.
They also come from different issuers: Vanguard and Amplify. Their fees differ too: 0.30% for VGMS and 0.20% for SOFR.
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