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CHRI vs. SPYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHRI vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Christian Values ETF (CHRI) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHRI achieves a 10.12% return, which is significantly lower than SPYG's 13.75% return.


CHRI

1D
-0.67%
1M
5.01%
YTD
10.12%
6M
9.91%
1Y
3Y*
5Y*
10Y*

SPYG

1D
-0.98%
1M
7.38%
YTD
13.75%
6M
13.57%
1Y
33.95%
3Y*
28.16%
5Y*
16.07%
10Y*
18.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHRI vs. SPYG - Yearly Performance Comparison


Correlation

The correlation between CHRI and SPYG is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

0.94

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Return for Risk

CHRI vs. SPYG — Risk / Return Rank

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

CHRI

SPYG
SPYG Risk / Return Rank: 5757
Overall Rank
SPYG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPYG Omega Ratio Rank: 5959
Omega Ratio Rank
SPYG Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPYG Martin Ratio Rank: 5757
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.

CHRI vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Christian Values ETF (CHRI) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CHRI vs. SPYG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHRISPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

0.35

+1.14

Drawdowns

CHRI vs. SPYG - Drawdown Comparison

The maximum CHRI drawdown since its inception was -9.36%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for CHRI and SPYG.


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Drawdown Indicators


CHRISPYGDifference

Max Drawdown

Largest peak-to-trough decline

-9.36%

-67.63%

+58.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

Max Drawdown (3Y)

Largest decline over 3 years

-22.14%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

Current Drawdown

Current decline from peak

-0.67%

-1.13%

+0.46%

Average Drawdown

Average peak-to-trough decline

-1.57%

-24.33%

+22.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

Volatility

CHRI vs. SPYG - Volatility Comparison


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Volatility by Period


CHRISPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

16.06%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

21.17%

-7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

20.64%

-7.38%

CHRI vs. SPYG - Expense Ratio Comparison

CHRI has a 0.29% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Dividends

CHRI vs. SPYG - Dividend Comparison

CHRI's dividend yield for the trailing twelve months is around 0.16%, less than SPYG's 0.47% yield.


PositionTTM20252024202320222021202020192018201720162015
CHRI
Global X S&P 500 Christian Values ETF
0.16%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.47%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Frequently Asked Questions


With a correlation of 0.94, CHRI and SPYG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYG is cheaper with a 0.04% expense ratio, compared with 0.29% for CHRI.

SPYG has the higher dividend yield at 0.47%, compared with 0.16% for CHRI.

CHRI tracks S&P 500 Christian Values Screened Index, while SPYG tracks S&P 500 Growth Index. They also come from different issuers: Global X and State Street. Their fees differ too: 0.29% for CHRI and 0.04% for SPYG.

Portfolio Optimizer

Find the right allocation for CHRI and SPYG

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