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ACVF vs. SPTM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACVF and SPTM is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

ACVF vs. SPTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Conservative Values ETF (ACVF) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.88%
9.85%
ACVF
SPTM

Key characteristics

Sharpe Ratio

ACVF:

1.87

SPTM:

2.08

Sortino Ratio

ACVF:

2.60

SPTM:

2.78

Omega Ratio

ACVF:

1.33

SPTM:

1.39

Calmar Ratio

ACVF:

2.92

SPTM:

3.10

Martin Ratio

ACVF:

10.96

SPTM:

13.34

Ulcer Index

ACVF:

2.13%

SPTM:

1.94%

Daily Std Dev

ACVF:

12.53%

SPTM:

12.48%

Max Drawdown

ACVF:

-24.39%

SPTM:

-54.80%

Current Drawdown

ACVF:

-3.56%

SPTM:

-2.49%

Returns By Period

In the year-to-date period, ACVF achieves a 22.41% return, which is significantly lower than SPTM's 25.21% return.


ACVF

YTD

22.41%

1M

-2.56%

6M

7.88%

1Y

22.98%

5Y*

N/A

10Y*

N/A

SPTM

YTD

25.21%

1M

-0.62%

6M

9.85%

1Y

25.59%

5Y*

14.47%

10Y*

12.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ACVF vs. SPTM - Expense Ratio Comparison

ACVF has a 0.75% expense ratio, which is higher than SPTM's 0.03% expense ratio.


ACVF
American Conservative Values ETF
Expense ratio chart for ACVF: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for SPTM: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ACVF vs. SPTM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Conservative Values ETF (ACVF) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). 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.


Sharpe ratio
The chart of Sharpe ratio for ACVF, currently valued at 1.87, compared to the broader market0.002.004.001.872.08
The chart of Sortino ratio for ACVF, currently valued at 2.60, compared to the broader market-2.000.002.004.006.008.0010.002.602.78
The chart of Omega ratio for ACVF, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.39
The chart of Calmar ratio for ACVF, currently valued at 2.92, compared to the broader market0.005.0010.0015.002.923.10
The chart of Martin ratio for ACVF, currently valued at 10.96, compared to the broader market0.0020.0040.0060.0080.00100.0010.9613.34
ACVF
SPTM

The current ACVF Sharpe Ratio is 1.87, which is comparable to the SPTM Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ACVF and SPTM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.87
2.08
ACVF
SPTM

Dividends

ACVF vs. SPTM - Dividend Comparison

ACVF's dividend yield for the trailing twelve months is around 0.68%, less than SPTM's 0.92% yield.


TTM20232022202120202019201820172016201520142013
ACVF
American Conservative Values ETF
0.68%0.83%0.93%0.61%0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
0.92%1.44%1.69%1.25%1.56%1.71%1.90%1.66%1.91%1.92%2.08%1.63%

Drawdowns

ACVF vs. SPTM - Drawdown Comparison

The maximum ACVF drawdown since its inception was -24.39%, smaller than the maximum SPTM drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for ACVF and SPTM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.56%
-2.49%
ACVF
SPTM

Volatility

ACVF vs. SPTM - Volatility Comparison

American Conservative Values ETF (ACVF) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) have volatilities of 3.66% and 3.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.66%
3.82%
ACVF
SPTM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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