STOT vs VFQY

Comparison between STATE STREET(R) DOUBLELINE(R) SHORT DURATION TOTAL RETURN TACTICAL ETF (STOT, ETF) and VANGUARD U.S. QUALITY FACTOR ETF ETF SHARES (VFQY, ETF).

5-Year PerformanceVFQY has outperformed STOT, delivering a return of +9.1% compared to +2.8%

STOT vs VFQY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	STOT(ETF)	VFQY(ETF)
Net Assets	$473M	$474M
Expense Ratio	0.45%	0.13%
Max Drawdown	9.93%	37.66%
Sharpe Ratio	-0.03	1.12
5Y Beta	-0.00	0.91
P/E Ratio	N/A	22.64
Forward P/E	N/A	16.79
5Y Dividends CAGR	23.68%	7.50%
5Y EPS CAGR	N/A	18.26%
Debt to Equity	N/A	60.68%
P/S Ratio	N/A	1.85
P/B Ratio	N/A	3.99

Net Assets

STOT

$473M

Winner

VFQY

$474M

Expense Ratio

STOT

0.45%

Winner

VFQY

0.13%

Max Drawdown

Winner

STOT

9.93%

VFQY

37.66%

Sharpe Ratio

STOT

-0.03

Winner

VFQY

1.12

5Y Beta

Winner

STOT

-0.00

VFQY

0.91

P/E Ratio

STOT

N/A

VFQY

22.64

Forward P/E

STOT

N/A

VFQY

16.79

5Y Dividends CAGR

Winner

STOT

23.68%

VFQY

7.50%

5Y EPS CAGR

STOT

N/A

VFQY

18.26%

Debt to Equity

STOT

N/A

VFQY

60.68%

P/S Ratio

STOT

N/A

VFQY

1.85

P/B Ratio

STOT

N/A

VFQY

3.99

STOT vs VFQY - Historical Returns

Returns include dividend reinvestment.

Period	STOT	VFQY
1 month	+0.19%	+2.51%
3 months	+0.41%	+7.87%
6 months	+1.14%	+8.66%
1 year	+3.73%	+19.74%
5 years(CAGR)	+2.81%	+9.09%
10 years(CAGR)	+2.38%	+11.50%
Max(CAGR)	+2.43%	+11.50%

STOT

+0.19%

Winner

VFQY

+2.51%

STOT

+0.41%

Winner

VFQY

+7.87%

STOT

+1.14%

Winner

VFQY

+8.66%

STOT

+3.73%

Winner

VFQY

+19.74%

5Y(CAGR)

STOT

+2.81%

Winner

VFQY

+9.09%

10Y(CAGR)

STOT

+2.38%

Winner

VFQY

+11.50%

Max(CAGR)

STOT

+2.43%

Winner

VFQY

+11.50%

STOT vs VFQY - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	STOT	VFQY
2026	+1.23%	+11.82%
2025	+5.61%	+10.45%
2024	+5.33%	+13.50%
2023	+6.34%	+23.09%
2022	-3.62%	-15.77%
2021	+0.38%	+29.41%
2020	+2.47%	+16.57%
2019	+4.31%	+24.76%
2018	+0.97%	-7.84%
2017	+1.72%	N/A
2016	+0.89%	N/A

STOT vs VFQY Drawdown Comparison

The maximum drawdown for STOT was -6.07%, occurring on Nov 7, 2022. Recovery took 567 trading sessions.

The maximum drawdown for VFQY was -37.41%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.

The current STOT drawdown is -0.16%. The current VFQY drawdown is -0.42%.

Rank	STOT	VFQY
#1	-6.07% Aug 3, 2021 - Nov 2, 2023	-37.41% Jan 16, 2020 - Sep 2, 2020
#2	-5.13% Mar 5, 2020 - Jul 23, 2020	-25.93% Nov 16, 2021 - Dec 14, 2023
#3	-1.59% Nov 7, 2016 - Apr 12, 2017	-23.84% Aug 29, 2018 - Dec 12, 2019
#4	-1.33% Sep 7, 2017 - Aug 20, 2018	-20.67% Dec 4, 2024 - Aug 13, 2025
#5	-0.85% Feb 12, 2021 - Jul 6, 2021	-9.35% Sep 2, 2020 - Oct 9, 2020
#6	-0.80% May 18, 2017 - Aug 3, 2017	-9.12% Feb 6, 2026 - May 5, 2026
#7	-0.76% Feb 27, 2026 - Apr 17, 2026	-7.85% Jul 16, 2024 - Aug 23, 2024
#8	-0.72% Oct 1, 2024 - Nov 27, 2024	-6.96% Oct 12, 2020 - Nov 5, 2020
#9	-0.72% Aug 20, 2018 - Dec 18, 2018	-6.84% Mar 12, 2018 - May 16, 2018
#10	-0.71% May 7, 2025 - May 22, 2025	-6.49% Mar 28, 2024 - Jul 11, 2024
#11	-0.66% Apr 4, 2025 - Apr 28, 2025	-5.80% Oct 27, 2025 - Dec 3, 2025
#12	-0.57% Apr 18, 2017 - May 16, 2017	-5.13% Sep 2, 2021 - Oct 21, 2021
#13	-0.51% May 22, 2025 - Jun 18, 2025	-4.79% Mar 15, 2021 - Apr 5, 2021
#14	-0.48% Oct 18, 2016 - Nov 7, 2016	-4.79% May 7, 2021 - Jun 7, 2021
#15	-0.44% Sep 4, 2019 - Oct 2, 2019	-4.77% Aug 23, 2024 - Sep 19, 2024

Correlation

Correlation between STOT and VFQY is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2016 - 2026)

STOT vs VFQY dividend yield comparison.

Year	STOT	VFQY
2026	2.13%	0.52%
2025	4.52%	1.17%
2024	5.10%	1.34%
2023	4.53%	1.38%
2022	2.54%	1.43%
2021	1.76%	0.98%
2020	1.66%	1.22%
2019	2.61%	1.34%
2018	2.50%	1.31%
2017	1.95%	0.00%
2016	2.08%	0.00%