CHRI vs. SPYM
CHRI (Global X S&P 500 Christian Values ETF) and SPYM (State Street SPDR Portfolio S&P 500 ETF) are both S&P 500 funds - CHRI tracks the S&P 500 Christian Values Screened Index while SPYM tracks the S&P 500 Index. Both are passively managed. Their 0.99 correlation means they have historically moved very closely together. CHRI charges 0.29%/yr vs 0.02%/yr for SPYM.
Performance
CHRI vs. SPYM - Performance Comparison
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Returns By Period
In the year-to-date period, CHRI achieves a 12.69% return, which is significantly lower than SPYM's 13.55% return.
CHRI
- 1D
- -0.20%
- 1M
- 2.70%
- 6M
- 12.47%
- YTD
- 12.69%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SPYM
- 1D
- -0.20%
- 1M
- 2.47%
- 6M
- 12.81%
- YTD
- 13.55%
- 1Y
- 24.01%
- 3Y*
- 21.47%
- 5Y*
- 13.31%
- 10Y*
- 15.39%
- ALL TIME*
- 11.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $122.32K | $91.70K | $92.43K | |
| $860.67M | $925.17M | $1.11B |
CHRI vs. SPYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CHRI Global X S&P 500 Christian Values ETF | 12.69% | 2.85% |
SPYM State Street SPDR Portfolio S&P 500 ETF | 13.55% | 3.11% |
Correlation
The correlation between CHRI and SPYM is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.99 |
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Return for Risk
CHRI vs. SPYM — Risk / Return Rank
CHRI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SPYM
CHRI vs. SPYM - 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 ETF (SPYM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHRI | SPYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.71 | — |
| Martin ratioReturn relative to average drawdown | — | 11.57 | — |
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Drawdowns
CHRI vs. SPYM - Drawdown Comparison
The maximum CHRI drawdown since its inception was -9.36%, smaller than the maximum SPYM drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for CHRI and SPYM.
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Drawdown Indicators
| CHRI | SPYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.36% | -54.46% | +45.10% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.90% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.72% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.87% | — |
Current DrawdownCurrent decline from peak | -0.20% | -0.20% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -7.11% | +5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.08% | — |
Volatility
CHRI vs. SPYM - Volatility Comparison
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Volatility by Period
| CHRI | SPYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.03% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.27% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 12.82% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.68% | 16.95% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.68% | 18.03% | -4.35% |
CHRI vs. SPYM - Expense Ratio Comparison
CHRI has a 0.29% expense ratio, which is higher than SPYM's 0.02% expense ratio.
Dividends
CHRI vs. SPYM - Dividend Comparison
CHRI's dividend yield for the trailing twelve months is around 0.37%, less than SPYM's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHRI Global X S&P 500 Christian Values ETF | 0.37% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYM State Street SPDR Portfolio S&P 500 ETF | 1.00% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% |
Frequently Asked Questions
With a correlation of 0.99, CHRI and SPYM 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, SPYM is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYM is cheaper with a 0.02% expense ratio, compared with 0.29% for CHRI.
SPYM has the higher dividend yield at 1.00%, compared with 0.37% for CHRI.
CHRI tracks S&P 500 Christian Values Screened Index, while SPYM tracks S&P 500 Index. They also come from different issuers: Global X and State Street. Their fees differ too: 0.29% for CHRI and 0.02% for SPYM.
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