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VTI vs. SOXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTI vs. SOXL

Last updated Jun 14, 2026

VTI (Vanguard Total Stock Market ETF) and SOXL (Direxion Daily Semiconductor Bull 3X ETF) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while SOXL is a Leveraged Equities fund tracking the ICE Semiconductor Index. Both are passively managed. Over the past 10 years, VTI returned 15.02%/yr vs 63.20%/yr for SOXL. A 0.78 correlation means they provide meaningful diversification when combined. VTI charges 0.03%/yr vs 0.75%/yr for SOXL.

Performance

VTI vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTI achieves a 9.62% return, which is significantly lower than SOXL's 458.36% return. Over the past 10 years, VTI has underperformed SOXL with an annualized return of 15.02%, while SOXL has yielded a comparatively higher 63.20% annualized return.

VTI

1D
0.57%
1M
1.00%
YTD
9.62%
6M
9.69%
1Y
26.27%
3Y*
20.60%
5Y*
12.20%
10Y*
15.02%

SOXL

1D
4.77%
1M
42.94%
YTD
458.36%
6M
462.65%
1Y
1,075.10%
3Y*
110.81%
5Y*
43.69%
10Y*
63.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. SOXL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTI
Vanguard Total Stock Market ETF		9.62%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%
SOXL
Direxion Daily Semiconductor Bull 3X ETF		458.36%54.91%-12.31%226.98%-85.66%118.84%70.04%231.83%-39.07%141.71%

Correlation

The correlation between VTI and SOXL is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.73

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

0.76

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

0.80

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

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

0.78

The correlation between VTI and SOXL has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.

VTI vs. SOXL - Sectors Allocation Comparison

Sectors
VTI
SOXL

Technology

33.3%
100.0%

Financial Services

11.9%

-

Communication Services

10.1%

-

Consumer Cyclical

9.8%

-

Industrials

9.5%

-

Healthcare

9.1%

-

Consumer Defensive

4.7%

-

Energy

3.8%

-

Utilities

2.7%

-

Real Estate

2.4%

-

Basic Materials

2.0%

-

Technology

VTI
33.3%
SOXL
100.0%

Financial Services

VTI
11.9%
SOXL

-

Communication Services

VTI
10.1%
SOXL

-

Consumer Cyclical

VTI
9.8%
SOXL

-

Industrials

VTI
9.5%
SOXL

-

Healthcare

VTI
9.1%
SOXL

-

Consumer Defensive

VTI
4.7%
SOXL

-

Energy

VTI
3.8%
SOXL

-

Utilities

VTI
2.7%
SOXL

-

Real Estate

VTI
2.4%
SOXL

-

Basic Materials

VTI
2.0%
SOXL

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Total Stock Market ETF

Direxion Daily Semiconductor Bull 3X ETF

Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ
Often compared with SOXL:
SOXL vs. TQQQSOXL vs. SOXXSOXL vs. SOXSSOXL vs. USDSOXL vs. TECLSOXL vs. NVDLSOXL vs. SPY

Return for Risk

VTI vs. SOXL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTI
VTI Risk / Return Rank: 7070
Overall Rank
VTI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6969
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7676
Martin Ratio Rank
SOXL
SOXL Risk / Return Rank: 9797
Overall Rank
SOXL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXL Omega Ratio Rank: 9494
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9898
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.

VTI vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). 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.

VTISOXLDifference
Sharpe ratioReturn per unit of total volatility
1.97
8.99

-7.02

Sortino ratioReturn per unit of downside risk
2.67
4.23

-1.56

Omega ratioGain probability vs. loss probability

1.35

1.60

-0.25

Calmar ratioReturn relative to maximum drawdown

2.79

22.91

-20.12

Martin ratioReturn relative to average drawdown

12.52

74.51

-61.99

VTI vs. SOXL - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 1.97, which is lower than the SOXL Sharpe Ratio of 8.99. The chart below compares the historical Sharpe Ratios of VTI and SOXL, 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

VTI vs. SOXL - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for VTI and SOXL.

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Drawdown Indicators

VTISOXLDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-90.46%

+35.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-43.47%

+34.55%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-87.88%

+68.58%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-90.46%

+65.10%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-90.46%

+55.46%

Current Drawdown

Current decline from peak

-2.14%

-16.35%

+14.21%

Average Drawdown

Average peak-to-trough decline

-8.02%

-34.99%

+26.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

13.35%

-11.36%

Volatility

VTI vs. SOXL - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 4.50%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 58.17%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTISOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

58.17%

-53.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

93.93%

-84.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

110.81%

-98.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

108.96%

-91.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

99.99%

-81.66%

VTI vs. SOXL - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than SOXL's 0.75% expense ratio.

Dividends

VTI vs. SOXL - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.03%, more than SOXL's 0.03% yield.

PositionTTM20252024202320222021202020192018201720162015
SOXL
Direxion Daily Semiconductor Bull 3X ETF		0.03%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%0.00%
VTI
Vanguard Total Stock Market ETF		1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

VTI and SOXL have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXL has higher volatility (58.17%) compared to VTI (4.50%). In terms of maximum drawdown, VTI dropped -55.45% vs SOXL's -90.46%.

On 10-year performance, SOXL leads with 63.20% vs 15.02% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXL has performed better with a 63.20% return vs 15.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.75% for SOXL.

VTI has the higher dividend yield at 1.03%, compared with 0.03% for SOXL.

VTI is categorized as Large Cap Blend Equities, while SOXL is Leveraged Equities. VTI tracks CRSP US Total Market Index, while SOXL tracks ICE Semiconductor Index. They also come from different issuers: Vanguard and Direxion. Their fees differ too: 0.03% for VTI and 0.75% for SOXL.

SOXL currently has the higher Sharpe Ratio (8.99 vs 1.97), 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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