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Inception Date
Oct 3, 2021
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

SPFFX Performance Chart

Sphere 500 Fossil Free Fund (SPFFX) is up 10.5% since the beginning of the year. SPFFX is currently trading at $33 per share.


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S&P 500 Index

Returns By Period

Sphere 500 Fossil Free Fund (SPFFX) has returned 10.50% so far this year and 28.00% over the past 12 months.


Sphere 500 Fossil Free Fund

1D
1.33%
1M
0.81%
YTD
10.50%
6M
9.92%
1Y
28.00%
3Y*
21.62%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFFX Monthly Returns History

Based on dividend-adjusted daily data since Oct 5, 2021, SPFFX's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +11.8%, while the worst month was Sep 2022 at -8.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SPFFX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Apr 4, 2025 at -5.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.63%-1.64%-5.41%11.75%6.66%-0.98%10.50%
20253.83%-2.18%-6.65%-0.42%7.00%5.49%2.12%2.01%3.85%2.85%-0.55%0.17%18.12%
20241.54%5.34%2.53%-4.29%4.99%4.06%0.16%2.36%2.11%-0.98%5.85%-0.57%25.13%
20235.72%-1.47%3.82%1.12%1.90%6.53%3.11%-1.75%-4.66%-1.91%9.86%4.80%29.48%
2022-5.23%-2.76%3.13%-8.68%-0.90%-7.14%8.44%-3.92%-8.82%6.40%5.17%-5.83%-20.03%
20216.39%-0.66%3.17%9.04%

Benchmark Metrics

Sphere 500 Fossil Free Fund has an annualized alpha of 1.39%, beta of 0.98, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 05, 2021.

  • This fund captured 101.05% of S&P 500 Index gains but only 95.70% of its losses - a favorable profile for investors.
  • With beta of 0.98 and R2 of 0.98, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.39%
Beta
0.98
0.98
Upside Capture
101.05%
Downside Capture
95.70%

Expense Ratio

SPFFX has an expense ratio of 0.11%, which is considered low.


Return for Risk

Risk / Return Rank

SPFFX ranks 51 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SPFFX Risk / Return Rank: 5151
Overall Rank
SPFFX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SPFFX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPFFX Omega Ratio Rank: 4949
Omega Ratio Rank
SPFFX Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPFFX Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Sphere 500 Fossil Free Fund (SPFFX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPFFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

2.57

2.78

-0.22

Martin ratioReturn relative to average drawdown

10.88

12.44

-1.56

Dividends

Dividend History

Sphere 500 Fossil Free Fund provided a 6.16% dividend yield over the last twelve months, with an annual payout of $2.06 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$2.06$2.06$0.29$0.29$0.13$0.03

Dividend yield

6.16%6.80%1.06%1.32%0.73%0.14%

Monthly Dividends

The table displays the monthly dividend distributions for Sphere 500 Fossil Free Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.06$2.06
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2021$0.03$0.03

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 Sphere 500 Fossil Free Fund. 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 Sphere 500 Fossil Free Fund was 25.11%, occurring on Oct 12, 2022. Recovery took 293 trading sessions.

The current Sphere 500 Fossil Free Fund drawdown is 1.50%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-25.11%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-19.97%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2026 correction2026
-10.75%Mar 2026
2mo 16d16d
3mo 2dJan 2026 - Apr 2026
2024 pullback2024
-9.25%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024
2025 pullback2025
-6.02%Nov 2025
22d1mo 4d
1mo 26dOct 2025 - Dec 2025

Drawdown Indicators


SPFFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.11%

-56.78%

+31.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-9.10%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-19.97%

-18.90%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.50%

-1.80%

+0.30%

Average Drawdown

Average peak-to-trough decline

-6.36%

-10.71%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.03%

+0.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SPFFX

Add Sphere 500 Fossil Free Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SPFFX