VFMO vs SOXS

Comparison between VANGUARD U.S. MOMENTUM FACTOR ETF ETF SHARES (VFMO, ETF) and Direxion Daily Semiconductor Bear 3X Shares (SOXS, ETF).

5-Year PerformanceVFMO has outperformed SOXS, delivering a return of +14.3% compared to -80.9%

VFMO vs SOXS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VFMO(ETF)	SOXS(ETF)
Net Assets	$1.70B	$1.80B
Expense Ratio	0.13%	N/A
Max Drawdown	36.92%	100.00%
Sharpe Ratio	1.64	-2.66
5Y Beta	1.24	0.00
P/E Ratio	144.24	N/A
Forward P/E	16.57	N/A
5Y Dividends CAGR	30.06%	N/A
5Y EPS CAGR	14.44%	N/A
Debt to Equity	12.81%	N/A
P/S Ratio	1.80	N/A
P/B Ratio	3.96	N/A

Net Assets

VFMO

$1.70B

Winner

SOXS

$1.80B

Expense Ratio

VFMO

0.13%

SOXS

N/A

Max Drawdown

Winner

VFMO

36.92%

SOXS

100.00%

Sharpe Ratio

Winner

VFMO

1.64

SOXS

-2.66

5Y Beta

VFMO

1.24

Winner

SOXS

0.00

P/E Ratio

VFMO

144.24

SOXS

N/A

Forward P/E

VFMO

16.57

SOXS

N/A

5Y Dividends CAGR

VFMO

30.06%

SOXS

N/A

5Y EPS CAGR

VFMO

14.44%

SOXS

N/A

Debt to Equity

VFMO

12.81%

SOXS

N/A

P/S Ratio

VFMO

1.80

SOXS

N/A

P/B Ratio

VFMO

3.96

SOXS

N/A

VFMO vs SOXS - Holdings Comparison

VFMO and SOXS have 0 common holdings. Overlap is 0.00%

VFMO's top 25 holdings weight is 19.44%. SOXS's top 25 holdings weight is 66.35%.

Rank	VFMO	SOXS
#1	SLBBH1142 (n/a) - 1.18%	GOLDMAN SACHS FS TREASURY INTMS INSTL (FTIXX) - 66.35%
#2	GE VERNOVA INC (GEV) - 1.14%	N/A
#3	LAM RESEARCH CORP (LRCX) - 1.08%	N/A
#4	JOHNSON & JOHNSON (JNJ) - 1.02%	N/A
#5	ADVANCED MICRO DEVICES INC (AMD) - 0.98%	N/A
#6	KLA CORP (KLAC) - 0.97%	N/A
#7	NEWMONT CORP (NEM) - 0.97%	N/A
#8	VERTIV HOLDINGS CO CLASS A (VRT) - 0.92%	N/A
#9	ALPHABET INC CLASS A (GOOGL) - 0.89%	N/A
#10	AMPHENOL CORP CLASS A (APH) - 0.87%	N/A
#11	HOWMET AEROSPACE INC (HWM) - 0.86%	N/A
#12	APPLIED MATERIALS INC (AMAT) - 0.85%	N/A
#13	GENERAL MOTORS CO (GM) - 0.84%	N/A
#14	BANK OF NEW YORK MELLON CORP (BNY) - 0.84%	N/A
#15	CORNING INC (GLW) - 0.84%	N/A
#16	CATERPILLAR INC (CAT) - 0.81%	N/A
#17	MICRON TECHNOLOGY INC (MU) - 0.78%	N/A
#18	INTEL CORP (INTC) - 0.76%	N/A
#19	HCA HEALTHCARE INC (HCA) - 0.74%	N/A
#20	FREEPORT-MCMORAN INC (FCX) - 0.66%	N/A
#21	GILEAD SCIENCES INC (GILD) - 0.29%	N/A
#22	BRIDGEBIO PHARMA INC (BBIO) - 0.29%	N/A
#23	NEXTPOWER INC CLASS A (NXT) - 0.29%	N/A
#24	REVOLUTION MEDICINES INC ORDINARY SHARES (RVMD) - 0.29%	N/A
#25	IONIS PHARMACEUTICALS INC (IONS) - 0.28%	N/A
Total Holdings	634	1

VFMO vs SOXS - Historical Returns

Returns include dividend reinvestment.

Period	VFMO	SOXS
1 month	+4.69%	-47.24%
3 months	+22.31%	-89.51%
6 months	+22.71%	-93.17%
1 year	+44.30%	-97.80%
5 years(CAGR)	+14.30%	-80.93%
10 years(CAGR)	+15.61%	-79.51%
Max(CAGR)	+15.61%	-71.88%

Winner

VFMO

+4.69%

SOXS

-47.24%

Winner

VFMO

+22.31%

SOXS

-89.51%

Winner

VFMO

+22.71%

SOXS

-93.17%

Winner

VFMO

+44.30%

SOXS

-97.80%

5Y(CAGR)

Winner

VFMO

+14.30%

SOXS

-80.93%

10Y(CAGR)

Winner

VFMO

+15.61%

SOXS

-79.51%

Max(CAGR)

Winner

VFMO

+15.61%

SOXS

-71.88%

VFMO vs SOXS - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	VFMO	SOXS
2026	+23.63%	-92.53%
2025	+16.84%	-85.82%
2024	+28.26%	-64.99%
2023	+18.26%	-85.76%
2022	-13.05%	+22.70%
2021	+20.50%	-81.18%
2020	+30.80%	-92.44%
2019	+28.45%	-83.57%
2018	-11.41%	-12.94%
2017	N/A	-69.30%
2016	N/A	-74.03%
2015	N/A	-25.17%
2014	N/A	-65.79%
2013	N/A	-67.79%
2012	N/A	-39.67%
2011	N/A	-25.57%
2010	N/A	-61.20%

VFMO vs SOXS Drawdown Comparison

The maximum drawdown for VFMO was -36.77%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.

The maximum drawdown for SOXS was -100.00%, occurring on Jun 22, 2026. This drawdown has not yet recovered.

The current VFMO drawdown is -2.31%. The current SOXS drawdown is -100.00%.

Rank	VFMO	SOXS
#1	-36.77% Feb 19, 2020 - Jul 30, 2020	-100.00% Aug 31, 2010 - Jun 22, 2026
#2	-27.21% Sep 4, 2018 - Dec 20, 2019	-37.46% Mar 15, 2010 - Aug 31, 2010
#3	-25.79% Nov 8, 2021 - Feb 2, 2024	N/A
#4	-24.40% Nov 26, 2024 - Aug 12, 2025	N/A
#5	-12.18% Jul 16, 2024 - Sep 19, 2024	N/A
#6	-11.06% Feb 12, 2021 - Aug 11, 2021	N/A
#7	-10.98% Oct 15, 2025 - Dec 11, 2025	N/A
#8	-10.55% Feb 26, 2026 - Apr 9, 2026	N/A
#9	-9.98% Oct 13, 2020 - Nov 23, 2020	N/A
#10	-8.89% Sep 2, 2020 - Oct 5, 2020	N/A
#11	-8.29% Mar 21, 2024 - May 15, 2024	N/A
#12	-8.02% Mar 12, 2018 - May 16, 2018	N/A
#13	-6.16% Jan 22, 2026 - Feb 25, 2026	N/A
#14	-5.93% Dec 11, 2025 - Jan 6, 2026	N/A
#15	-5.83% Aug 12, 2021 - Aug 27, 2021	N/A

Correlation

Correlation between VFMO and SOXS is -0.57 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.57

-101

Dividend Comparison (2010 - 2026)

VFMO vs SOXS dividend yield comparison.

Year	VFMO	SOXS
2026	0.09%	8.12%
2025	0.82%	0.54%
2024	0.72%	0.19%
2023	0.89%	0.05%
2022	1.72%	0.00%
2021	0.81%	0.00%
2020	0.45%	0.00%
2019	1.22%	0.00%
2018	0.70%	0.00%
2011	0.00%	0.00%
2010	0.00%	0.00%

Select Stocks to Compare

First Stock

Second Stock

Popular: VFMO vs SPY SOXS vs SPY

More Comparisons

Compare with similar stocks

VFMO vs SOXS

VFMO vs SOXS - Performance Comparison

Key Characteristics

VFMO vs SOXS - Holdings Comparison

VFMO vs SOXS - Historical Returns

VFMO vs SOXS - Annual Returns (2010 - 2026)

VFMO vs SOXS Drawdown Comparison

Correlation

Dividend Comparison (2010 - 2026)

Select Stocks to Compare

More Comparisons

Compare VFMO with:

Compare SOXS with:

Popular suggestions: