S&P 500 Value Total Return Index (^SPXVTR)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
S&P 500 Value Total Return Index (^SPXVTR) returned -0.90% year-to-date (YTD) and 6.81% over the past 12 months.
^SPXVTR
-0.90%
2.66%
-7.47%
6.81%
9.82%
13.86%
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of ^SPXVTR, 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 | 2.89% | 0.43% | -2.96% | -3.57% | 2.48% | -0.90% | |||||||
| 2024 | 0.30% | 3.05% | 4.55% | -4.30% | 2.97% | -0.65% | 4.75% | 2.96% | 1.12% | -1.27% | 5.78% | -6.80% | 12.29% |
| 2023 | 7.00% | -2.98% | 1.31% | 1.71% | -1.91% | 6.31% | 3.97% | -2.74% | -4.64% | -1.73% | 9.57% | 5.53% | 22.23% |
| 2022 | -1.62% | -1.44% | 2.96% | -4.86% | 1.64% | -8.23% | 5.91% | -2.84% | -8.47% | 11.50% | 6.02% | -3.91% | -5.22% |
| 2021 | -1.58% | 5.92% | 6.26% | 3.73% | 2.41% | -1.17% | 0.79% | 1.72% | -3.29% | 4.59% | -3.26% | 7.04% | 24.90% |
| 2020 | 3.66% | -0.95% | 3.66% | 3.58% | -2.40% | -2.00% | 12.88% | 3.50% | 23.19% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^SPXVTR is 36, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for S&P 500 Value Total Return Index (^SPXVTR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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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 Value 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 Value Total Return Index was 17.97%, occurring on Sep 30, 2022. Recovery took 84 trading sessions.
The current S&P 500 Value Total Return Index drawdown is 7.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.97% | Apr 21, 2022 | 113 | Sep 30, 2022 | 84 | Feb 1, 2023 | 197 |
| -17.51% | Dec 2, 2024 | 88 | Apr 8, 2025 | — | — | — |
| -11.64% | Jun 9, 2020 | 14 | Jun 26, 2020 | 94 | Nov 9, 2020 | 108 |
| -10.93% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.47% | Feb 3, 2023 | 26 | Mar 13, 2023 | 64 | Jun 13, 2023 | 90 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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