XFLX vs. VGMS

Last updated Jun 24, 2026

XFLX (FundX Flexible ETF) and VGMS (Vanguard Multi-Sector Income Bond ETF) are both Multisector Bonds funds. Both are actively managed. Over the past year, XFLX returned 4.36% vs 6.52% for VGMS. Their correlation of 0.85 suggests significant overlap in exposure. XFLX charges 1.17%/yr vs 0.30%/yr for VGMS.

Performance

XFLX vs. VGMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FundX Flexible ETF (XFLX) and Vanguard Multi-Sector Income Bond ETF (VGMS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XFLX achieves a 1.14% return, which is significantly lower than VGMS's 1.48% return.

XFLX

• 1D: -0.11%
• 1M: 0.37%
• YTD: 1.14%
• 6M: 1.26%
• 1Y: 4.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VGMS

• 1D: 0.17%
• 1M: 0.73%
• YTD: 1.48%
• 6M: 1.55%
• 1Y: 6.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XFLX vs. VGMS - Yearly Performance Comparison

	2026 (YTD)	2025
XFLX FundX Flexible ETF	1.14%	3.58%
VGMS Vanguard Multi-Sector Income Bond ETF	1.48%	5.51%

Correlation

The correlation between XFLX and VGMS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jun 11, 2025	0.85

The correlation between XFLX and VGMS has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

Return for Risk

XFLX vs. VGMS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XFLX

XFLX Risk / Return Rank: 36
XFLX Sharpe Ratio Rank: 36
XFLX Sortino Ratio Rank: 36
XFLX Omega Ratio Rank: 37
XFLX Calmar Ratio Rank: 30
XFLX Martin Ratio Rank: 39

VGMS

VGMS Risk / Return Rank: 66
VGMS Sharpe Ratio Rank: 65
VGMS Sortino Ratio Rank: 70
VGMS Omega Ratio Rank: 69
VGMS Calmar Ratio Rank: 58
VGMS Martin Ratio Rank: 69

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.

XFLX vs. VGMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FundX Flexible ETF (XFLX) and Vanguard Multi-Sector Income Bond ETF (VGMS). 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.

	XFLX	VGMS	Difference
Sharpe ratio: Return per unit of total volatility	1.21	2.01	-0.80
Sortino ratio: Return per unit of downside risk	1.77	2.99	-1.22
Omega ratio: Gain probability vs. loss probability	1.23	1.39	-0.16
Calmar ratio: Return relative to maximum drawdown	1.41	2.66	-1.25
Martin ratio: Return relative to average drawdown	5.73	12.04	-6.31

XFLX vs. VGMS - Sharpe Ratio Comparison

The current XFLX Sharpe Ratio is 1.21, which is lower than the VGMS Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of XFLX and VGMS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XFLX vs. VGMS - Drawdown Comparison

The maximum XFLX drawdown since its inception was -6.54%, which is greater than VGMS's maximum drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for XFLX and VGMS.

Drawdown Indicators

	XFLX	VGMS	Difference
Max Drawdown Largest peak-to-trough decline	-6.54%	-2.46%	-4.08%
Max Drawdown (1Y) Largest decline over 1 year	-3.11%	-2.46%	-0.65%
Current Drawdown Current decline from peak	-0.47%	-0.18%	-0.29%
Average Drawdown Average peak-to-trough decline	-0.94%	-0.30%	-0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.76%	0.54%	+0.22%

Volatility

XFLX vs. VGMS - Volatility Comparison

FundX Flexible ETF (XFLX) and Vanguard Multi-Sector Income Bond ETF (VGMS) have volatilities of 1.07% and 1.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XFLX	VGMS	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.07%	1.06%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	3.10%	2.64%	+0.46%
Volatility (1Y) Calculated over the trailing 1-year period	3.63%	3.27%	+0.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.68%	3.24%	+1.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.68%	3.24%	+1.44%

XFLX vs. VGMS - Expense Ratio Comparison

XFLX has a 1.17% expense ratio, which is higher than VGMS's 0.30% expense ratio.

Dividends

XFLX vs. VGMS - Dividend Comparison

XFLX's dividend yield for the trailing twelve months is around 9.69%, more than VGMS's 5.14% yield.

Position	TTM	2025	2024	2023
VGMS Vanguard Multi-Sector Income Bond ETF	5.14%	2.94%	0.00%	0.00%
XFLX FundX Flexible ETF	9.69%	9.80%	4.55%	4.05%

Frequently Asked Questions

Can I hold both XFLX and VGMS in my portfolio?

XFLX and VGMS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XFLX or VGMS?

XFLX has higher volatility (1.07%) compared to VGMS (1.06%). In terms of maximum drawdown, XFLX dropped -6.54% vs VGMS's -2.46%.

Which ETF is better, XFLX or VGMS?

On 1-year performance, VGMS leads with 6.52% vs 4.36% for XFLX. On fees, VGMS is cheaper at 0.30% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XFLX or VGMS?

Over the 1-year period, VGMS has performed better with a 6.52% return vs 4.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XFLX or VGMS?

VGMS is cheaper with a 0.30% expense ratio, compared with 1.17% for XFLX.

Which ETF pays a higher dividend yield, XFLX or VGMS?

XFLX has the higher dividend yield at 9.69%, compared with 5.14% for VGMS.

What is the main difference between XFLX and VGMS?

They also come from different issuers: FundX and Vanguard. Their fees differ too: 1.17% for XFLX and 0.30% for VGMS.

Which has better risk-adjusted returns?

VGMS currently has the higher Sharpe Ratio (2.01 vs 1.21), 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.