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

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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%December2025FebruaryMarchAprilMay
284.49%
172.95%
^SPXGTR (S&P 500 Growth Total Return Index)
Benchmark (^GSPC)

Returns By Period

S&P 500 Growth Total Return Index (^SPXGTR) returned -4.72% year-to-date (YTD) and 15.06% over the past 12 months.


^SPXGTR

YTD

-4.72%

1M

16.48%

6M

-3.93%

1Y

15.06%

5Y*

16.11%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*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%2.23%1.82%-4.72%
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

With an overall rank of 80, ^SPXGTR is among the top 20% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SPXGTR is 8080
Overall Rank
The Sharpe Ratio Rank of ^SPXGTR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXGTR is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ^SPXGTR is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ^SPXGTR is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ^SPXGTR is 8282
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

S&P 500 Growth Total Return Index Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.61
  • 5-Year: 0.73
  • All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of S&P 500 Growth Total Return Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.60
0.44
^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%December2025FebruaryMarchAprilMay
-9.39%
-8.35%
^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 9.39%.


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 13.58%, 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%December2025FebruaryMarchAprilMay
13.58%
11.43%
^SPXGTR (S&P 500 Growth Total Return Index)
Benchmark (^GSPC)