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ARGFX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARGFX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ariel Fund (ARGFX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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ARGFX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARGFX
Ariel Fund
-4.69%14.08%11.56%15.78%-18.68%30.29%10.05%24.64%-13.59%15.99%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, ARGFX achieves a -4.69% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, ARGFX has underperformed SPY with an annualized return of 8.99%, while SPY has yielded a comparatively higher 13.98% annualized return.


ARGFX

1D
-0.45%
1M
-12.05%
YTD
-4.69%
6M
-1.68%
1Y
18.19%
3Y*
9.60%
5Y*
4.48%
10Y*
8.99%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARGFX vs. SPY - Expense Ratio Comparison

ARGFX has a 1.00% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

ARGFX vs. SPY — Risk / Return Rank

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

ARGFX
ARGFX Risk / Return Rank: 3535
Overall Rank
ARGFX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ARGFX Sortino Ratio Rank: 3838
Sortino Ratio Rank
ARGFX Omega Ratio Rank: 3333
Omega Ratio Rank
ARGFX Calmar Ratio Rank: 3939
Calmar Ratio Rank
ARGFX Martin Ratio Rank: 3131
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

ARGFX vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ariel Fund (ARGFX) and State Street SPDR S&P 500 ETF (SPY). 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.


ARGFXSPYDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.93

-0.18

Sortino ratio

Return per unit of downside risk

1.20

1.45

-0.25

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

1.01

1.53

-0.51

Martin ratio

Return relative to average drawdown

3.32

7.30

-3.98

ARGFX vs. SPY - Sharpe Ratio Comparison

The current ARGFX Sharpe Ratio is 0.75, which is comparable to the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of ARGFX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARGFXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.93

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.69

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.78

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.56

-0.03

Correlation

The correlation between ARGFX and SPY is 0.77, 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.


Dividends

ARGFX vs. SPY - Dividend Comparison

ARGFX's dividend yield for the trailing twelve months is around 12.38%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
ARGFX
Ariel Fund
12.38%11.80%5.49%5.09%9.01%5.56%5.33%5.81%10.35%6.30%6.56%16.28%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

ARGFX vs. SPY - Drawdown Comparison

The maximum ARGFX drawdown since its inception was -71.02%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ARGFX and SPY.


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Drawdown Indicators


ARGFXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-71.02%

-55.19%

-15.83%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

-12.05%

-3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-33.00%

-24.50%

-8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-45.29%

-33.72%

-11.57%

Current Drawdown

Current decline from peak

-12.36%

-6.24%

-6.12%

Average Drawdown

Average peak-to-trough decline

-8.47%

-9.09%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

2.52%

+2.20%

Volatility

ARGFX vs. SPY - Volatility Comparison

Ariel Fund (ARGFX) has a higher volatility of 6.00% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that ARGFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARGFXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

5.31%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.80%

9.47%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.52%

19.05%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.29%

17.06%

+5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.74%

17.92%

+4.82%