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S&P 500 Growth Total Return Index (^SPXGTR)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P 500 Growth Total Return Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
252.18%
156.06%
^SPXGTR (S&P 500 Growth Total Return Index)
Benchmark (^GSPC)

Returns By Period

S&P 500 Growth Total Return Index had a return of -12.73% year-to-date (YTD) and 12.20% in the last 12 months.


^SPXGTR

YTD

-12.73%

1M

-6.83%

6M

-9.04%

1Y

12.20%

5Y*

16.11%

10Y*

N/A

^GSPC (Benchmark)

YTD

-10.18%

1M

-6.79%

6M

-9.92%

1Y

6.35%

5Y*

14.12%

10Y*

9.63%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^SPXGTR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.68%-2.91%-8.19%-4.65%-12.73%
20242.89%7.30%2.13%-3.91%6.60%6.98%-1.30%2.19%2.84%-0.63%5.94%0.85%36.07%
20235.62%-1.94%5.85%1.43%2.50%6.38%3.05%-0.62%-4.87%-2.41%8.77%3.72%30.03%
2022-8.37%-4.50%4.45%-12.48%-1.36%-8.28%12.82%-5.34%-9.98%4.49%5.10%-7.62%-29.41%
2021-0.51%0.00%2.64%6.87%-0.89%5.68%3.79%4.18%-5.79%9.08%1.42%2.48%32.01%
20202.27%-7.15%-9.96%14.45%5.95%4.10%6.99%9.57%-4.68%-3.08%9.70%4.08%33.47%
20197.51%4.09%2.73%3.98%-5.29%6.17%1.16%-0.71%0.29%1.74%3.43%2.93%31.13%
20187.23%-2.02%-2.98%0.28%4.33%0.60%3.44%4.89%0.73%-8.08%1.53%-8.62%-0.01%
20172.99%4.07%1.25%1.95%2.83%-0.39%2.61%1.48%1.11%3.28%2.81%0.58%27.44%
2016-5.04%-0.79%6.72%-1.27%2.67%-0.36%4.65%-0.29%0.40%-2.12%1.22%1.42%6.89%
20153.62%-6.08%-2.20%9.40%0.12%-1.52%2.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SPXGTR is 73, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SPXGTR is 7373
Overall Rank
The Sharpe Ratio Rank of ^SPXGTR is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXGTR is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ^SPXGTR is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^SPXGTR is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^SPXGTR is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P 500 Growth Total Return Index (^SPXGTR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ^SPXGTR, currently valued at 0.37, compared to the broader market-0.500.000.501.001.50
^SPXGTR: 0.37
^GSPC: 0.24
The chart of Sortino ratio for ^SPXGTR, currently valued at 0.68, compared to the broader market-1.00-0.500.000.501.001.502.00
^SPXGTR: 0.68
^GSPC: 0.47
The chart of Omega ratio for ^SPXGTR, currently valued at 1.10, compared to the broader market0.901.001.101.20
^SPXGTR: 1.10
^GSPC: 1.07
The chart of Calmar ratio for ^SPXGTR, currently valued at 0.41, compared to the broader market-0.500.000.501.00
^SPXGTR: 0.41
^GSPC: 0.24
The chart of Martin ratio for ^SPXGTR, currently valued at 1.55, compared to the broader market0.002.004.006.00
^SPXGTR: 1.55
^GSPC: 1.08

The current S&P 500 Growth Total Return Index Sharpe ratio is 0.37. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P 500 Growth Total Return Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.37
0.24
^SPXGTR (S&P 500 Growth Total Return Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.01%
-14.02%
^SPXGTR (S&P 500 Growth Total Return Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 500 Growth Total Return Index. 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 S&P 500 Growth Total Return Index was 32.70%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.

The current S&P 500 Growth Total Return Index drawdown is 17.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.7%Dec 28, 2021201Oct 14, 2022345Mar 1, 2024546
-31.33%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-22.21%Feb 20, 202532Apr 8, 2025
-20.69%Oct 2, 201858Dec 24, 201881Apr 23, 2019139
-13.19%Dec 2, 201549Feb 11, 201681Jun 8, 2016130

Volatility

Volatility Chart

The current S&P 500 Growth Total Return Index volatility is 15.79%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.79%
13.60%
^SPXGTR (S&P 500 Growth Total Return Index)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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