^SPXGTR vs. ^SPXVTR

Last updated Apr 2, 2026

Compare and contrast key facts about S&P 500 Growth Total Return Index (^SPXGTR) and S&P 500 Value Total Return Index (^SPXVTR).

Performance

^SPXGTR vs. ^SPXVTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Growth Total Return Index (^SPXGTR) and S&P 500 Value Total Return Index (^SPXVTR). The values are adjusted to include any dividend payments, if applicable.

^SPXGTR vs. ^SPXVTR - Yearly Performance Comparison

	2026 (YTD)	2025
^SPXGTR S&P 500 Growth Total Return Index	-10.97%	36.83%
^SPXVTR S&P 500 Value Total Return Index	0.03%	20.48%

Returns By Period

In the year-to-date period, ^SPXGTR achieves a -10.97% return, which is significantly lower than ^SPXVTR's 0.03% return.

^SPXGTR

• 1D: -2.08%
• 1M: -8.47%
• YTD: -10.97%
• 6M: -9.37%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^SPXVTR

• 1D: 1.73%
• 1M: -4.47%
• YTD: 0.03%
• 6M: 2.96%
• 1Y: 13.00%
• 3Y*: 13.90%
• 5Y*: 10.50%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SPXGTR vs. ^SPXVTR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SPXVTR

^SPXVTR Risk / Return Rank: 52
^SPXVTR Sharpe Ratio Rank: 51
^SPXVTR Sortino Ratio Rank: 48
^SPXVTR Omega Ratio Rank: 54
^SPXVTR Calmar Ratio Rank: 43
^SPXVTR Martin Ratio Rank: 62

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.

^SPXGTR vs. ^SPXVTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Growth Total Return Index (^SPXGTR) and S&P 500 Value Total Return Index (^SPXVTR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	^SPXGTR	^SPXVTR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.39	0.99	+0.40

Correlation

The correlation between ^SPXGTR and ^SPXVTR is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^SPXGTR vs. ^SPXVTR - Drawdown Comparison

The maximum ^SPXGTR drawdown since its inception was -12.96%, smaller than the maximum ^SPXVTR drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for ^SPXGTR and ^SPXVTR.

Drawdown Indicators

	^SPXGTR	^SPXVTR	Difference
Max Drawdown Largest peak-to-trough decline	-12.96%	-17.97%	+5.01%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.10%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.97%	—
Current Drawdown Current decline from peak	-12.96%	-4.57%	-8.39%
Average Drawdown Average peak-to-trough decline	-1.87%	-3.39%	+1.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.56%	—

Volatility

Volatility by Period

	^SPXGTR	^SPXVTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.84%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	16.58%	15.57%	+1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.58%	14.48%	+2.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.58%	15.20%	+1.38%