BRTNX vs. SPY
Compare and contrast key facts about Bretton Fund (BRTNX) and State Street SPDR S&P 500 ETF (SPY).
BRTNX is managed by Bretton Fund. It was launched on Sep 30, 2010. 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.
Performance
BRTNX vs. SPY - Performance Comparison
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BRTNX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRTNX Bretton Fund | -9.06% | 11.57% | 20.27% | 28.91% | -12.57% | 27.75% | 8.44% | 35.39% | -1.95% | 18.19% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 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, BRTNX achieves a -9.06% return, which is significantly lower than SPY's -3.65% return. Over the past 10 years, BRTNX has underperformed SPY with an annualized return of 12.69%, while SPY has yielded a comparatively higher 14.06% annualized return.
BRTNX
- 1D
- 2.45%
- 1M
- -5.31%
- YTD
- -9.06%
- 6M
- -7.74%
- 1Y
- 2.16%
- 3Y*
- 14.60%
- 5Y*
- 9.84%
- 10Y*
- 12.69%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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BRTNX vs. SPY - Expense Ratio Comparison
BRTNX has a 1.35% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
BRTNX vs. SPY — Risk / Return Rank
BRTNX
SPY
BRTNX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bretton Fund (BRTNX) 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.
| BRTNX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.96 | -0.80 |
Sortino ratioReturn per unit of downside risk | 0.35 | 1.49 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.23 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.53 | -1.28 |
Martin ratioReturn relative to average drawdown | 0.87 | 7.27 | -6.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRTNX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.96 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.70 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.79 | -0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.56 | -0.52 |
Correlation
The correlation between BRTNX and SPY is 0.86, 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
BRTNX vs. SPY - Dividend Comparison
BRTNX's dividend yield for the trailing twelve months is around 1.68%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRTNX Bretton Fund | 1.68% | 1.52% | 1.09% | 0.00% | 1.98% | 0.62% | 0.29% | 0.00% | 0.86% | 0.00% | 1.63% | 0.19% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
BRTNX vs. SPY - Drawdown Comparison
The maximum BRTNX drawdown since its inception was -93.26%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BRTNX and SPY.
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Drawdown Indicators
| BRTNX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.26% | -55.19% | -38.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -12.05% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -93.26% | -24.50% | -68.76% |
Max Drawdown (10Y)Largest decline over 10 years | -93.26% | -33.72% | -59.54% |
Current DrawdownCurrent decline from peak | -92.47% | -5.53% | -86.94% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -9.09% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 2.54% | +1.61% |
Volatility
BRTNX vs. SPY - Volatility Comparison
The current volatility for Bretton Fund (BRTNX) is 4.77%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.35%. This indicates that BRTNX 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.
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Volatility by Period
| BRTNX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 5.35% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 9.50% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 19.06% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 493.80% | 17.06% | +476.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 349.41% | 17.92% | +331.49% |