spy comparison
Asset Allocation
| Position | Category/Sector | Target 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
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOOV
Returns By Period
As of May 16, 2025, the spy comparison returned 1.21% Year-To-Date and 12.54% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| spy comparison | 1.85% | 13.01% | 1.87% | 13.64% | 17.42% | 12.62% |
| Portfolio components: | ||||||
VOOV Vanguard S&P 500 Value ETF | 0.78% | 8.28% | -3.11% | 5.06% | 15.93% | 9.72% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 2.57% | 17.61% | 6.07% | 21.24% | 18.07% | 14.91% |
VOO Vanguard S&P 500 ETF | 1.73% | 13.04% | 2.12% | 13.91% | 17.57% | 12.85% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.73% | -1.23% | -5.53% | -0.87% | 7.19% | 1.85% | |||||||
| 2024 | 1.57% | 5.13% | 3.30% | -4.03% | 4.96% | 3.27% | 1.51% | 2.55% | 2.04% | -1.00% | 5.96% | -2.78% | 24.31% |
| 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% | 2.24% | 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% | 31.33% |
| 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% |
Expense Ratio
spy comparison has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of spy comparison is 46, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.32 | 0.64 | 1.09 | 0.34 | 1.14 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.85 | 1.37 | 1.19 | 1.02 | 3.43 |
VOO Vanguard S&P 500 ETF | 0.72 | 1.20 | 1.18 | 0.81 | 3.09 |
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Dividends
Dividend yield
spy comparison provided a 1.34% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.34% | 1.32% | 1.43% | 1.64% | 1.24% | 1.63% | 1.78% | 2.07% | 1.77% | 1.94% | 2.01% | 1.73% |
| Portfolio components: | ||||||||||||
VOOV Vanguard S&P 500 Value ETF | 2.13% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.60% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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.
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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 3.25%.
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 |
| -18.58% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -18.44% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VOOV | SPYG | VOO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.89 | 0.95 | 1.00 | 0.99 |
| VOOV | 0.89 | 1.00 | 0.76 | 0.89 | 0.91 |
| SPYG | 0.95 | 0.76 | 1.00 | 0.95 | 0.95 |
| VOO | 1.00 | 0.89 | 0.95 | 1.00 | 0.99 |
| Portfolio | 0.99 | 0.91 | 0.95 | 0.99 | 1.00 |