CUSEX vs. SPY
Compare and contrast key facts about Capital Group U.S. Equity Fund (CUSEX) and SPDR S&P 500 ETF (SPY).
CUSEX is managed by T. Rowe Price. It was launched on Apr 1, 2011. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CUSEX or SPY.
Performance
CUSEX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, CUSEX achieves a 21.90% return, which is significantly lower than SPY's 26.47% return. Over the past 10 years, CUSEX has underperformed SPY with an annualized return of 10.18%, while SPY has yielded a comparatively higher 13.14% annualized return.
CUSEX
21.90%
2.55%
10.09%
27.00%
13.36%
10.18%
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| CUSEX | SPY | |
|---|---|---|
| Sharpe Ratio | 2.32 | 2.69 |
| Sortino Ratio | 3.15 | 3.59 |
| Omega Ratio | 1.42 | 1.50 |
| Calmar Ratio | 3.91 | 3.88 |
| Martin Ratio | 16.39 | 17.47 |
| Ulcer Index | 1.65% | 1.87% |
| Daily Std Dev | 11.64% | 12.14% |
| Max Drawdown | -30.16% | -55.19% |
| Current Drawdown | -0.80% | -0.54% |
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CUSEX vs. SPY - Expense Ratio Comparison
CUSEX has a 0.42% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between CUSEX and SPY is 0.96, 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.
Risk-Adjusted Performance
CUSEX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Equity Fund (CUSEX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
CUSEX vs. SPY - Dividend Comparison
CUSEX's dividend yield for the trailing twelve months is around 0.89%, less than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CUSEX Capital Group U.S. Equity Fund | 0.89% | 1.24% | 1.25% | 0.81% | 1.03% | 1.32% | 1.60% | 1.40% | 1.46% | 1.36% | 1.23% | 1.03% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CUSEX vs. SPY - Drawdown Comparison
The maximum CUSEX drawdown since its inception was -30.16%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CUSEX and SPY. For additional features, visit the drawdowns tool.
Volatility
CUSEX vs. SPY - Volatility Comparison
Capital Group U.S. Equity Fund (CUSEX) and SPDR S&P 500 ETF (SPY) have volatilities of 3.94% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.