spy comparison
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPYG SPDR Portfolio S&P 500 Growth ETF | Large Cap Growth Equities | 33.33% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33.33% |
VOOV Vanguard S&P 500 Value ETF | Large Cap Value Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in spy comparison, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOOV
Returns By Period
As of Sep 17, 2024, the spy comparison returned 19.23% Year-To-Date and 12.72% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| spy comparison | 19.23% | 1.67% | 10.25% | 28.45% | 15.06% | 12.72% |
| Portfolio components: | ||||||
VOOV Vanguard S&P 500 Value ETF | 13.77% | 2.92% | 8.38% | 23.89% | 12.67% | 10.33% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 24.28% | 0.49% | 11.76% | 32.45% | 16.62% | 14.56% |
VOO Vanguard S&P 500 ETF | 19.24% | 1.55% | 10.13% | 28.44% | 15.24% | 12.92% |
Monthly Returns
The table below presents the monthly returns of spy comparison, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.57% | 5.13% | 3.30% | -4.03% | 4.96% | 3.27% | 1.51% | 2.55% | 19.23% | ||||
| 2023 | 6.30% | -2.49% | 3.64% | 1.59% | 0.40% | 6.49% | 3.29% | -1.70% | -4.73% | -2.14% | 9.15% | 4.65% | 26.17% |
| 2022 | -5.15% | -2.87% | 3.79% | -8.81% | 0.24% | -8.23% | 9.26% | -4.15% | -9.23% | 8.09% | 5.48% | -5.68% | -18.00% |
| 2021 | -1.03% | 2.88% | 4.65% | 5.24% | 0.73% | 2.23% | 2.35% | 2.95% | -4.61% | 6.89% | -0.80% | 4.62% | 28.76% |
| 2020 | -0.12% | -8.12% | -12.54% | 12.54% | 4.62% | 1.71% | 5.56% | 6.68% | -3.61% | -2.47% | 11.16% | 3.68% | 17.27% |
| 2019 | 7.95% | 3.19% | 1.89% | 4.08% | -6.43% | 7.04% | 1.44% | -1.64% | 2.04% | 2.19% | 3.66% | 2.93% | 31.34% |
| 2018 | 5.61% | -3.73% | -2.49% | 0.37% | 2.31% | 0.62% | 3.68% | 3.04% | 0.65% | -6.77% | 1.98% | -8.91% | -4.59% |
| 2017 | 1.78% | 3.93% | 0.02% | 0.96% | 1.38% | 0.62% | 2.02% | 0.18% | 2.10% | 2.28% | 3.09% | 1.21% | 21.35% |
| 2016 | -5.07% | -0.07% | 6.98% | 0.25% | 1.78% | 0.28% | 3.67% | 0.14% | 0.00% | -1.82% | 3.79% | 2.00% | 12.05% |
| 2015 | -3.03% | 5.65% | -1.56% | 0.91% | 1.36% | -1.96% | 2.04% | -6.07% | -2.59% | 8.47% | 0.38% | -1.71% | 1.05% |
| 2014 | -3.58% | 4.56% | 0.90% | 0.74% | 2.25% | 2.09% | -1.35% | 3.94% | -1.35% | 2.27% | 2.85% | -0.28% | 13.49% |
| 2013 | 5.23% | 1.22% | 3.77% | 1.90% | 2.39% | -1.26% | 5.12% | -3.10% | 3.20% | 4.66% | 2.95% | 2.58% | 32.30% |
Expense Ratio
spy comparison has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of spy comparison is 71, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VOOV Vanguard S&P 500 Value ETF | 2.05 | 2.86 | 1.36 | 2.05 | 9.52 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 1.83 | 2.44 | 1.33 | 1.47 | 9.07 |
VOO Vanguard S&P 500 ETF | 2.11 | 2.85 | 1.38 | 2.31 | 11.43 |
Dividends
Dividend yield
spy comparison granted a 1.27% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| spy comparison | 1.27% | 1.43% | 1.64% | 1.24% | 1.63% | 1.78% | 2.07% | 1.77% | 1.94% | 2.01% | 1.73% | 1.74% |
| Portfolio components: | ||||||||||||
VOOV Vanguard S&P 500 Value ETF | 1.78% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.76% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the spy comparison. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the spy comparison was 34.04%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.
The current spy comparison drawdown is 0.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 102 | Aug 17, 2020 | 125 |
| -24.4% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -19.3% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -18.45% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -13.11% | Jul 21, 2015 | 143 | Feb 11, 2016 | 46 | Apr 19, 2016 | 189 |
Volatility
Volatility Chart
The current spy comparison volatility is 3.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| VOOV | SPYG | VOO | |
|---|---|---|---|
| VOOV | 1.00 | 0.77 | 0.89 |
| SPYG | 0.77 | 1.00 | 0.95 |
| VOO | 0.89 | 0.95 | 1.00 |