ACVF vs. SPTM
Compare and contrast key facts about American Conservative Values ETF (ACVF) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM).
ACVF and SPTM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACVF is an actively managed fund by Ridgeline Research LLC. It was launched on Oct 29, 2020. SPTM is a passively managed fund by State Street that tracks the performance of the S&P Composite 1500 Index. It was launched on Oct 4, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACVF or SPTM.
Performance
ACVF vs. SPTM - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with ACVF having a 24.99% return and SPTM slightly higher at 25.47%.
ACVF
24.99%
2.31%
14.24%
31.61%
N/A
N/A
SPTM
25.47%
2.08%
13.60%
32.28%
15.40%
12.91%
Key characteristics
| ACVF | SPTM | |
|---|---|---|
| Sharpe Ratio | 2.62 | 2.68 |
| Sortino Ratio | 3.60 | 3.59 |
| Omega Ratio | 1.47 | 1.50 |
| Calmar Ratio | 4.00 | 3.91 |
| Martin Ratio | 15.75 | 17.24 |
| Ulcer Index | 2.03% | 1.90% |
| Daily Std Dev | 12.24% | 12.20% |
| Max Drawdown | -24.39% | -54.80% |
| Current Drawdown | -0.92% | -0.91% |
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ACVF vs. SPTM - Expense Ratio Comparison
ACVF has a 0.75% expense ratio, which is higher than SPTM's 0.03% expense ratio.
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.
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.
Dividends
ACVF vs. SPTM - Dividend Comparison
ACVF's dividend yield for the trailing twelve months is around 0.66%, less than SPTM's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACVF American Conservative Values ETF | 0.66% | 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 | 1.24% | 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.
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 4.28% and 4.09%, 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.