CNAV vs. SPTM

Last updated Apr 16, 2026

CNAV (Mohr Company Nav ETF) and SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) are both Large Cap Blend Equities funds. CNAV is actively managed, while SPTM is passively managed. Over the past year, CNAV returned 57.23% vs 31.73% for SPTM. Their correlation of 0.81 suggests significant overlap in exposure. CNAV charges 1.31%/yr vs 0.03%/yr for SPTM.

Performance

CNAV vs. SPTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mohr Company Nav ETF (CNAV) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CNAV achieves a 12.62% return, which is significantly higher than SPTM's 3.30% return.

CNAV

• 1D: -1.28%
• 1M: 8.74%
• YTD: 12.62%
• 6M: 12.83%
• 1Y: 57.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SPTM

• 1D: 0.68%
• 1M: 4.98%
• YTD: 3.30%
• 6M: 6.17%
• 1Y: 31.73%
• 3Y*: 20.33%
• 5Y*: 12.02%
• 10Y*: 14.60%

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

CNAV vs. SPTM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CNAV Mohr Company Nav ETF	12.62%	16.80%	6.34%
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	3.30%	16.93%	3.21%

Correlation

The correlation between CNAV and SPTM is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024	0.81

The correlation between CNAV and SPTM has been stable across timeframes, ranging from 0.80 to 0.81 — a consistent structural relationship.

Return for Risk

CNAV vs. SPTM — Risk / Return Rank

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

CNAV

CNAV Risk / Return Rank: 75
CNAV Sharpe Ratio Rank: 74
CNAV Sortino Ratio Rank: 66
CNAV Omega Ratio Rank: 67
CNAV Calmar Ratio Rank: 80
CNAV Martin Ratio Rank: 87

SPTM

SPTM Risk / Return Rank: 68
SPTM Sharpe Ratio Rank: 67
SPTM Sortino Ratio Rank: 67
SPTM Omega Ratio Rank: 69
SPTM Calmar Ratio Rank: 60
SPTM Martin Ratio Rank: 75

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.

CNAV vs. SPTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mohr Company Nav ETF (CNAV) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). 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.

	CNAV	SPTM	Difference
Sharpe ratio Return per unit of total volatility	2.56	2.41	+0.15
Sortino ratio Return per unit of downside risk	3.28	3.34	-0.06
Omega ratio Gain probability vs. loss probability	1.44	1.45	-0.01
Calmar ratio Return relative to maximum drawdown	4.58	3.77	+0.81
Martin ratio Return relative to average drawdown	20.41	17.13	+3.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CNAV vs. SPTM - Sharpe Ratio Comparison

The current CNAV Sharpe Ratio is 2.56, which is comparable to the SPTM Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of CNAV and SPTM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CNAV	SPTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.56	2.41	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.44	+0.50

Drawdowns

CNAV vs. SPTM - Drawdown Comparison

The maximum CNAV drawdown since its inception was -30.06%, smaller than the maximum SPTM drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for CNAV and SPTM.

Drawdown Indicators

	CNAV	SPTM	Difference
Max Drawdown Largest peak-to-trough decline	-30.06%	-54.80%	+24.74%
Max Drawdown (1Y) Largest decline over 1 year	-12.97%	-8.68%	-4.29%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.66%	—
Current Drawdown Current decline from peak	-1.28%	0.00%	-1.28%
Average Drawdown Average peak-to-trough decline	-5.78%	-9.09%	+3.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	1.91%	+1.00%

Volatility

CNAV vs. SPTM - Volatility Comparison

Mohr Company Nav ETF (CNAV) has a higher volatility of 10.90% compared to SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) at 5.53%. This indicates that CNAV's price experiences larger fluctuations and is considered to be riskier than SPTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CNAV	SPTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.90%	5.53%	+5.37%
Volatility (6M) Calculated over the trailing 6-month period	17.83%	9.46%	+8.37%
Volatility (1Y) Calculated over the trailing 1-year period	22.58%	13.28%	+9.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.01%	16.91%	+9.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.01%	18.04%	+7.97%

CNAV vs. SPTM - Expense Ratio Comparison

CNAV has a 1.31% expense ratio, which is higher than SPTM's 0.03% expense ratio.

Dividends

CNAV vs. SPTM - Dividend Comparison

CNAV has not paid dividends to shareholders, while SPTM's dividend yield for the trailing twelve months is around 1.12%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CNAV Mohr Company Nav ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	1.12%	1.13%	1.28%	1.44%	1.69%	1.25%	1.56%	1.72%	1.90%	1.66%	1.91%	1.92%