ATACX vs. SPY
Compare and contrast key facts about ATAC Rotation Fund (ATACX) and SPDR S&P 500 ETF (SPY).
ATACX is managed by ATAC Fund. It was launched on Sep 9, 2012. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATACX or SPY.
Key characteristics
| ATACX | SPY | |
|---|---|---|
| YTD Return | -2.06% | 10.44% |
| 1Y Return | 8.59% | 28.54% |
| 3Y Return (Ann) | -12.33% | 9.53% |
| 5Y Return (Ann) | 4.04% | 14.57% |
| 10Y Return (Ann) | 3.27% | 12.81% |
| Sharpe Ratio | 0.47 | 2.52 |
| Daily Std Dev | 19.35% | 11.50% |
| Max Drawdown | -51.26% | -55.19% |
| Current Drawdown | -40.40% | 0.00% |
Correlation
The correlation between ATACX and SPY is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ATACX vs. SPY - Performance Comparison
In the year-to-date period, ATACX achieves a -2.06% return, which is significantly lower than SPY's 10.44% return. Over the past 10 years, ATACX has underperformed SPY with an annualized return of 3.27%, while SPY has yielded a comparatively higher 12.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ATACX vs. SPY - Expense Ratio Comparison
ATACX has a 1.74% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
ATACX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ATAC Rotation Fund (ATACX) and 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.
Dividends
ATACX vs. SPY - Dividend Comparison
ATACX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.28%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATACX ATAC Rotation Fund | 0.00% | 0.00% | 0.00% | 0.00% | 13.13% | 0.90% | 1.10% | 8.15% | 0.00% | 0.00% | 0.37% | 6.43% |
SPY SPDR S&P 500 ETF | 1.28% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ATACX vs. SPY - Drawdown Comparison
The maximum ATACX drawdown since its inception was -51.26%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ATACX and SPY. For additional features, visit the drawdowns tool.
Volatility
ATACX vs. SPY - Volatility Comparison
The current volatility for ATAC Rotation Fund (ATACX) is 2.51%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.34%. This indicates that ATACX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.