VGUS vs. SOFI
VGUS (Vanguard Ultra-Short Treasury ETF) is Ultrashort Bond fund tracking the Bloomberg Short Treasury Index, while SOFI (SoFi Technologies, Inc.) is a stock. Over the past year, VGUS returned 3.86% vs -14.48% for SOFI. At a correlation of -0.09, they often move in opposite directions.
Performance
VGUS vs. SOFI - Performance Comparison
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Returns By Period
In the year-to-date period, VGUS achieves a 1.81% return, which is significantly higher than SOFI's -30.75% return.
VGUS
- 1D
- 0.00%
- 1M
- 0.27%
- 6M
- 1.71%
- YTD
- 1.81%
- 1Y
- 3.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOFI
- 1D
- -3.46%
- 1M
- 9.35%
- 6M
- -31.84%
- YTD
- -30.75%
- 1Y
- -14.48%
- 3Y*
- 25.92%
- 5Y*
- 3.16%
- 10Y*
- —
VGUS vs. SOFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VGUS Vanguard Ultra-Short Treasury ETF | 1.81% | 3.78% |
SOFI SoFi Technologies, Inc. | -30.75% | 73.03% |
Correlation
The correlation between VGUS and SOFI is -0.05, 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 | -0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.09 |
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Return for Risk
VGUS vs. SOFI — Risk / Return Rank
VGUS
SOFI
VGUS vs. SOFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Treasury ETF (VGUS) and SoFi Technologies, Inc. (SOFI). 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.
| VGUS | SOFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +12.11 | ||
| Sortino ratioReturn per unit of downside risk | +34.08 | ||
| Omega ratioGain probability vs. loss probability | 10.36 | 1.00 | +9.36 |
| Calmar ratioReturn relative to maximum drawdown | 53.21 | -0.27 | +53.49 |
| Martin ratioReturn relative to average drawdown | 402.51 | -0.46 | +402.98 |
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Drawdowns
VGUS vs. SOFI - Drawdown Comparison
The maximum VGUS drawdown since its inception was -0.07%, smaller than the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for VGUS and SOFI.
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Drawdown Indicators
| VGUS | SOFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.07% | -83.32% | +83.25% |
Max Drawdown (1Y)Largest decline over 1 year | -0.07% | -52.96% | +52.89% |
Max Drawdown (3Y)Largest decline over 3 years | — | -52.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -81.54% | — |
Current DrawdownCurrent decline from peak | 0.00% | -43.71% | +43.71% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -51.11% | +51.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 31.36% | -31.35% |
Volatility
VGUS vs. SOFI - Volatility Comparison
The current volatility for Vanguard Ultra-Short Treasury ETF (VGUS) is 0.07%, while SoFi Technologies, Inc. (SOFI) has a volatility of 12.94%. This indicates that VGUS experiences smaller price fluctuations and is considered to be less risky than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGUS | SOFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.07% | 12.94% | -12.87% |
Volatility (6M)Calculated over the trailing 6-month period | 0.18% | 37.37% | -37.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.33% | 55.66% | -55.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.34% | 66.45% | -66.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.34% | 71.61% | -71.27% |
Dividends
VGUS vs. SOFI - Dividend Comparison
VGUS's dividend yield for the trailing twelve months is around 3.61%, while SOFI has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% |
VGUS Vanguard Ultra-Short Treasury ETF | 3.61% | 3.12% |
Frequently Asked Questions
VGUS and SOFI have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (12.94%) compared to VGUS (0.07%). In terms of maximum drawdown, VGUS dropped -0.07% vs SOFI's -83.32%.
VGUS currently has the higher Sharpe Ratio (11.85 vs -0.26), 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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