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

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S&P 500 Growth Total Return Index

Performance

Performance Chart


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S&P 500

Returns By Period


^SPXGTR

YTD

N/A

1M

9.23%

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*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
20254.79%9.08%14.31%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, ^SPXGTR is among the top 18% 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 8282
Overall Rank
The Sharpe Ratio Rank of ^SPXGTR is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXGTR is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^SPXGTR is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ^SPXGTR is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^SPXGTR is 8383
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.


There isn't enough data available to calculate the Sharpe ratio for S&P 500 Growth Total Return Index. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 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 5.56%, occurring on Apr 21, 2025. Recovery took 3 trading sessions.

The current S&P 500 Growth Total Return Index drawdown is 0.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.56%Apr 16, 20253Apr 21, 20253Apr 24, 20256
-2.54%May 20, 20254May 23, 2025
-1.41%May 5, 20252May 6, 20254May 12, 20256
-0.12%Apr 28, 20251Apr 28, 20251Apr 29, 20252
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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