DGIFX vs. SPY
Compare and contrast key facts about Disciplined Growth Investors Fund (DGIFX) and State Street SPDR S&P 500 ETF (SPY).
DGIFX is managed by DGI. It was launched on Aug 11, 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.
Performance
DGIFX vs. SPY - Performance Comparison
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DGIFX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGIFX Disciplined Growth Investors Fund | 1.50% | 3.54% | 21.13% | 33.10% | -18.35% | 9.59% | 24.07% | 23.97% | -2.39% | 14.86% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, DGIFX achieves a 1.50% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, DGIFX has underperformed SPY with an annualized return of 11.09%, while SPY has yielded a comparatively higher 14.06% annualized return.
DGIFX
- 1D
- 2.43%
- 1M
- -5.63%
- YTD
- 1.50%
- 6M
- -3.53%
- 1Y
- 12.64%
- 3Y*
- 15.77%
- 5Y*
- 7.15%
- 10Y*
- 11.09%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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DGIFX vs. SPY - Expense Ratio Comparison
DGIFX has a 0.78% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
DGIFX vs. SPY — Risk / Return Rank
DGIFX
SPY
DGIFX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Disciplined Growth Investors Fund (DGIFX) and State Street 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.
| DGIFX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.96 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.09 | 1.49 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.53 | -0.51 |
Martin ratioReturn relative to average drawdown | 2.85 | 7.27 | -4.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGIFX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.96 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.70 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.79 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.56 | +0.09 |
Correlation
The correlation between DGIFX and SPY is 0.86, 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.
Dividends
DGIFX vs. SPY - Dividend Comparison
DGIFX's dividend yield for the trailing twelve months is around 8.12%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGIFX Disciplined Growth Investors Fund | 8.12% | 8.29% | 20.95% | 2.78% | 2.21% | 11.12% | 10.09% | 3.53% | 3.74% | 4.29% | 0.00% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
DGIFX vs. SPY - Drawdown Comparison
The maximum DGIFX drawdown since its inception was -30.93%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DGIFX and SPY.
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Drawdown Indicators
| DGIFX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -55.19% | +24.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -12.05% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -30.93% | -24.50% | -6.43% |
Max Drawdown (10Y)Largest decline over 10 years | -30.93% | -33.72% | +2.79% |
Current DrawdownCurrent decline from peak | -13.43% | -5.53% | -7.90% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -9.09% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.54% | +1.38% |
Volatility
DGIFX vs. SPY - Volatility Comparison
Disciplined Growth Investors Fund (DGIFX) has a higher volatility of 6.13% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that DGIFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGIFX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 5.35% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 9.50% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 19.06% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.06% | 17.06% | +4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 17.92% | +0.68% |