ATESX vs. SPY
Compare and contrast key facts about Anchor Risk Managed Equity Strategies Fund (ATESX) and SPDR S&P 500 ETF (SPY).
ATESX is managed by Blackrock. It was launched on Sep 5, 2016. 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: ATESX or SPY.
Key characteristics
| ATESX | SPY | |
|---|---|---|
| YTD Return | 5.37% | 21.01% |
| 1Y Return | 11.16% | 32.86% |
| 3Y Return (Ann) | 1.20% | 8.37% |
| 5Y Return (Ann) | 7.19% | 14.97% |
| Sharpe Ratio | 0.95 | 2.83 |
| Sortino Ratio | 1.34 | 3.76 |
| Omega Ratio | 1.19 | 1.53 |
| Calmar Ratio | 1.10 | 4.05 |
| Martin Ratio | 2.55 | 18.38 |
| Ulcer Index | 3.98% | 1.85% |
| Daily Std Dev | 10.67% | 12.02% |
| Max Drawdown | -12.87% | -55.19% |
| Current Drawdown | -8.03% | -2.53% |
Correlation
The correlation between ATESX and SPY is 0.61, 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.
Performance
ATESX vs. SPY - Performance Comparison
In the year-to-date period, ATESX achieves a 5.37% return, which is significantly lower than SPY's 21.01% 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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ATESX vs. SPY - Expense Ratio Comparison
ATESX has a 2.10% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
ATESX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Anchor Risk Managed Equity Strategies Fund (ATESX) 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
ATESX vs. SPY - Dividend Comparison
ATESX's dividend yield for the trailing twelve months is around 0.75%, less than SPY's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATESX Anchor Risk Managed Equity Strategies Fund | 0.75% | 1.30% | 7.45% | 0.00% | 0.00% | 11.78% | 7.70% | 6.02% | 0.90% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.23% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ATESX vs. SPY - Drawdown Comparison
The maximum ATESX drawdown since its inception was -12.87%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ATESX and SPY. For additional features, visit the drawdowns tool.
Volatility
ATESX vs. SPY - Volatility Comparison
Anchor Risk Managed Equity Strategies Fund (ATESX) has a higher volatility of 3.46% compared to SPDR S&P 500 ETF (SPY) at 3.15%. This indicates that ATESX'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.