CHRI vs. SPYM

Last updated Jun 24, 2026

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. With a 0.99 correlation, they move nearly in lockstep. CHRI charges 0.29%/yr vs 0.02%/yr for SPYM.

Performance

CHRI vs. SPYM - 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 ETF (SPYM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHRI achieves a 7.39% return, which is significantly lower than SPYM's 8.21% return.

CHRI

• 1D: -1.37%
• 1M: -1.27%
• YTD: 7.39%
• 6M: 6.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SPYM

• 1D: -1.44%
• 1M: -1.32%
• YTD: 8.21%
• 6M: 7.24%
• 1Y: 23.73%
• 3Y*: 20.77%
• 5Y*: 13.13%
• 10Y*: 15.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CHRI vs. SPYM - Yearly Performance Comparison

	2026 (YTD)	2025
CHRI Global X S&P 500 Christian Values ETF	7.39%	2.85%
SPYM State Street SPDR Portfolio S&P 500 ETF	8.21%	3.11%

Correlation

The correlation between CHRI and SPYM is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.99

Return for Risk

CHRI vs. SPYM — Risk / Return Rank

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

CHRI

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

SPYM

SPYM Risk / Return Rank: 59
SPYM Sharpe Ratio Rank: 59
SPYM Sortino Ratio Rank: 56
SPYM Omega Ratio Rank: 58
SPYM Calmar Ratio Rank: 56
SPYM Martin Ratio Rank: 67

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. 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 ratio: Return per unit of total volatility	—	1.92	—
Sortino ratio: Return per unit of downside risk	—	2.61	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	2.68	—
Martin ratio: Return relative to average drawdown	—	11.98	—

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.

Drawdown Indicators

	CHRI	SPYM	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-3.14%	-3.14%	0.00%
Average Drawdown Average peak-to-trough decline	-1.61%	-7.14%	+5.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.99%	—

Volatility

Volatility by Period

	CHRI	SPYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.83%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.83%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.83%	12.46%	+1.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.83%	16.90%	-3.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.83%	18.03%	-4.20%

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 0.16%, less than SPYM's 1.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SPYM State Street SPDR Portfolio S&P 500 ETF	1.30%	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

Can I hold both CHRI and SPYM in my portfolio?

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.

Which ETF is better, CHRI or SPYM?

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.

Which ETF is cheaper, CHRI or SPYM?

SPYM is cheaper with a 0.02% expense ratio, compared with 0.29% for CHRI.

Which ETF pays a higher dividend yield, CHRI or SPYM?

SPYM has the higher dividend yield at 1.30%, compared with 0.16% for CHRI.

What is the main difference between CHRI and SPYM?

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.