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VIXY vs SGLC

Comparison between ProShares VIX Short-Term Futures ETF (VIXY, ETF) and SGI U.S. LARGE CAP CORE ETF (SGLC, ETF).

VIXY vs SGLC - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
VIXY
$198M
Winner
SGLC
$198M
Expense Ratio
VIXY
0.96%
Winner
SGLC
0.85%
Max Drawdown
VIXY
100.00%
Winner
SGLC
26.64%
Sharpe Ratio
VIXY
-1.12
Winner
SGLC
1.55
5Y Beta
Winner
VIXY
0.00
SGLC
1.00
P/E Ratio
VIXY
N/A
SGLC
24.63
Forward P/E
VIXY
N/A
SGLC
18.70
PEG Ratio
VIXY
N/A
SGLC
0.15
5Y EPS CAGR
VIXY
N/A
SGLC
29.83%
Debt to Equity
VIXY
N/A
SGLC
58.29%
P/S Ratio
VIXY
N/A
SGLC
2.98
P/B Ratio
VIXY
N/A
SGLC
4.91

VIXY vs SGLC - Historical Returns

Returns include dividend reinvestment.

1M
VIXY
-5.45%
Winner
SGLC
+1.48%
3M
VIXY
-28.54%
Winner
SGLC
+8.11%
6M
VIXY
-20.05%
Winner
SGLC
+12.53%
1Y
VIXY
-52.72%
Winner
SGLC
+27.60%
5Y(CAGR)
VIXY
-46.91%
SGLC
N/A
10Y(CAGR)
VIXY
-47.16%
SGLC
N/A
Max(CAGR)
VIXY
-48.56%
Winner
SGLC
+21.85%

VIXY vs SGLC - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

YearVIXYSGLC
2026-18.05%+14.25%
2025-44.21%+17.30%
2024-27.43%+20.63%
2023-72.62%+18.91%
2022-22.16%N/A
2021-74.80%N/A
2020+14.98%N/A
2019-66.82%N/A
2018+72.91%N/A
2017-70.68%N/A
2016-70.06%N/A
2015-35.32%N/A
2014-27.89%N/A
2013-61.86%N/A
2012-76.29%N/A
2011-4.40%N/A

VIXY vs SGLC Drawdown Comparison

The maximum drawdown for VIXY was -100.00%, occurring on Jul 15, 2026. This drawdown has not yet recovered.

The maximum drawdown for SGLC was -20.24%, occurring on Apr 8, 2025. Recovery took 161 trading sessions.

The current VIXY drawdown is -100.00%. The current SGLC drawdown is -0.81%.

RankVIXYSGLC
#1-100.00%
Oct 3, 2011 - Jul 15, 2026
-20.24%
Nov 27, 2024 - Jul 24, 2025
#2-47.05%
Mar 16, 2011 - Aug 18, 2011
-10.03%
Aug 1, 2023 - Nov 22, 2023
#3-24.07%
Jan 4, 2011 - Mar 16, 2011
-9.67%
Jan 28, 2026 - Apr 14, 2026
#4-12.28%
Aug 22, 2011 - Sep 9, 2011
-8.97%
Jul 10, 2024 - Oct 11, 2024
#5-10.35%
Sep 12, 2011 - Sep 22, 2011
-5.03%
Apr 1, 2024 - May 10, 2024
#6-5.31%
Sep 23, 2011 - Sep 28, 2011
-4.64%
Nov 12, 2025 - Dec 5, 2025
#7-1.75%
Sep 28, 2011 - Sep 30, 2011
-4.33%
Jun 2, 2026 - Jul 10, 2026
#8N/A-4.00%
Oct 14, 2024 - Nov 7, 2024
#9N/A-3.49%
Jan 12, 2026 - Jan 27, 2026
#10N/A-3.32%
Apr 28, 2023 - May 18, 2023
#11N/A-2.89%
Apr 13, 2023 - Apr 28, 2023
#12N/A-2.60%
Dec 11, 2025 - Dec 22, 2025
#13N/A-2.59%
May 14, 2026 - May 26, 2026
#14N/A-2.51%
Oct 2, 2025 - Oct 24, 2025
#15N/A-2.47%
Oct 28, 2025 - Nov 11, 2025

Correlation

Correlation between VIXY and SGLC is -0.84 which considered as a strong negative correlation - the stocks tend to move in opposite directions.

-0.84
-101

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