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 3.85% vs 12.57% 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 1.61% return, which is significantly higher than SOFI's -33.96% return.
VGUS
- 1D
- 0.01%
- 1M
- 0.20%
- YTD
- 1.61%
- 6M
- 1.69%
- 1Y
- 3.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOFI
- 1D
- 1.11%
- 1M
- 10.69%
- YTD
- -33.96%
- 6M
- -36.41%
- 1Y
- 12.57%
- 3Y*
- 27.82%
- 5Y*
- -3.69%
- 10Y*
- —
VGUS vs. SOFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VGUS Vanguard Ultra-Short Treasury ETF | 1.61% | 3.78% |
SOFI SoFi Technologies, Inc. | -33.96% | 73.03% |
Correlation
The correlation between VGUS and SOFI is -0.03, 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 | -0.03 |
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 | +11.62 | ||
| Sortino ratioReturn per unit of downside risk | +33.39 | ||
| Omega ratioGain probability vs. loss probability | 10.49 | 1.08 | +9.41 |
| Calmar ratioReturn relative to maximum drawdown | 53.13 | 0.24 | +52.89 |
| Martin ratioReturn relative to average drawdown | 402.18 | 0.42 | +401.76 |
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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% | -46.32% | +46.32% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -51.18% | +51.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 29.74% | -29.73% |
Volatility
VGUS vs. SOFI - Volatility Comparison
The current volatility for Vanguard Ultra-Short Treasury ETF (VGUS) is 0.11%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.56%. 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 | 0.11% | 17.56% | -17.45% |
Volatility (6M)Calculated over the trailing 6-month period | 0.18% | 38.31% | -38.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.33% | 55.98% | -55.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.34% | 66.65% | -66.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.34% | 71.83% | -71.49% |
Dividends
VGUS vs. SOFI - Dividend Comparison
VGUS's dividend yield for the trailing twelve months is around 3.60%, 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 | 3.60% | 3.12% |
Frequently Asked Questions
VGUS and SOFI have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (17.56%) compared to VGUS (0.11%). In terms of maximum drawdown, VGUS dropped -0.07% vs SOFI's -83.32%.
VGUS currently has the higher Sharpe Ratio (11.84 vs 0.23), 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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