CHGX vs. SPYX
Compare and contrast key facts about Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) and SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX).
CHGX and SPYX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CHGX is a passively managed fund by Change Finance that tracks the performance of the Change Finance Diversified Impact U.S. Large Cap Fossil Fuel Free Index. It was launched on Oct 10, 2017. SPYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Fossil Fuel Free Index. It was launched on Nov 30, 2015. Both CHGX and SPYX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHGX or SPYX.
Correlation
The correlation between CHGX and SPYX is 0.88, 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.
Performance
CHGX vs. SPYX - Performance Comparison
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Key characteristics
CHGX:
-0.78
SPYX:
0.53
CHGX:
-0.70
SPYX:
0.91
CHGX:
0.79
SPYX:
1.13
CHGX:
-0.65
SPYX:
0.58
CHGX:
-2.28
SPYX:
2.24
CHGX:
13.57%
SPYX:
4.88%
CHGX:
40.31%
SPYX:
19.68%
CHGX:
-47.28%
SPYX:
-32.84%
CHGX:
-39.91%
SPYX:
-7.63%
Returns By Period
In the year-to-date period, CHGX achieves a -36.48% return, which is significantly lower than SPYX's -3.45% return.
CHGX
-36.48%
9.04%
-39.01%
-31.40%
3.33%
N/A
SPYX
-3.45%
7.55%
-5.00%
10.09%
15.50%
N/A
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CHGX vs. SPYX - Expense Ratio Comparison
CHGX has a 0.49% expense ratio, which is higher than SPYX's 0.20% expense ratio.
Risk-Adjusted Performance
CHGX vs. SPYX — Risk-Adjusted Performance Rank
CHGX
SPYX
CHGX vs. SPYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) and SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX). 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.
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Dividends
CHGX vs. SPYX - Dividend Comparison
CHGX's dividend yield for the trailing twelve months is around 1.37%, more than SPYX's 1.10% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CHGX Change Finance U.S. Large Cap Fossil Fuel Free ETF | 1.37% | 0.87% | 0.94% | 1.11% | 0.56% | 0.58% | 0.86% | 1.21% | 0.30% | 0.00% | 0.00% |
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF | 1.10% | 1.05% | 1.21% | 1.41% | 1.04% | 1.33% | 1.56% | 1.92% | 1.68% | 1.91% | 0.49% |
Drawdowns
CHGX vs. SPYX - Drawdown Comparison
The maximum CHGX drawdown since its inception was -47.28%, which is greater than SPYX's maximum drawdown of -32.84%. Use the drawdown chart below to compare losses from any high point for CHGX and SPYX. For additional features, visit the drawdowns tool.
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Volatility
CHGX vs. SPYX - Volatility Comparison
The current volatility for Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) is 6.56%, while SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) has a volatility of 7.06%. This indicates that CHGX experiences smaller price fluctuations and is considered to be less risky than SPYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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