S&P 500 Value Total Return Index (^SPXVTR)
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P 500 Value 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.
Returns By Period
S&P 500 Value Total Return Index had a return of 0.98% year-to-date (YTD) and 6.80% in the last 12 months. Over the past 10 years, S&P 500 Value Total Return Index had an annualized return of 10.31%, while the S&P 500 had an annualized return of 10.89%, indicating that S&P 500 Value Total Return Index did not perform as well as the benchmark.
^SPXVTR
0.98%
-1.91%
-1.09%
6.80%
18.52%
10.31%
^GSPC (Benchmark)
-1.78%
-3.93%
0.76%
10.70%
17.12%
10.89%
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% | 0.98% | ||||||||||
| 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% | 6.88% | 3.41% | -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 | -2.64% | -9.51% | -15.25% | 10.71% | 3.19% | -0.95% | 3.66% | 3.58% | -2.40% | -2.00% | 12.88% | 3.50% | 1.36% |
| 2019 | 8.57% | 2.25% | 1.06% | 4.12% | -7.57% | 8.08% | 1.76% | -2.59% | 3.74% | 2.65% | 3.86% | 3.12% | 31.93% |
| 2018 | 4.15% | -5.48% | -2.04% | 0.50% | 0.26% | 0.63% | 4.05% | 1.36% | 0.38% | -5.33% | 2.63% | -9.48% | -8.95% |
| 2017 | 0.66% | 3.85% | -1.19% | -0.07% | -0.32% | 1.90% | 1.37% | -1.16% | 3.28% | 1.15% | 3.39% | 1.67% | 15.36% |
| 2016 | -4.88% | 0.55% | 6.85% | 2.11% | 0.91% | 0.89% | 2.72% | 0.59% | -0.37% | -1.51% | 6.30% | 2.54% | 17.40% |
| 2015 | -4.44% | 5.49% | -1.48% | 1.50% | 0.74% | -1.97% | 0.38% | -5.98% | -2.79% | 7.32% | 0.51% | -1.68% | -3.13% |
| 2014 | -4.00% | 3.84% | 2.58% | 1.21% | 1.27% | 2.05% | -1.53% | 3.62% | -1.75% | 1.88% | 2.28% | 0.54% | 12.36% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^SPXVTR is 63, 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.
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.
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 61.26%, occurring on Mar 9, 2009. Recovery took 1005 trading sessions.
The current S&P 500 Value Total Return Index drawdown is 5.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.26% | Oct 10, 2007 | 353 | Mar 9, 2009 | 1005 | Mar 5, 2013 | 1358 |
| -37.02% | Jan 21, 2020 | 44 | Mar 23, 2020 | 197 | Dec 31, 2020 | 241 |
| -19.22% | Jan 29, 2018 | 229 | Dec 24, 2018 | 81 | Apr 23, 2019 | 310 |
| -17.97% | Apr 21, 2022 | 112 | Sep 30, 2022 | 84 | Feb 1, 2023 | 196 |
| -14.87% | May 22, 2015 | 183 | Feb 11, 2016 | 79 | Jun 6, 2016 | 262 |
Volatility
Volatility Chart
The current S&P 500 Value Total Return Index volatility is 4.39%, 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.