ESGIX vs. SPYG

In the year-to-date period, ESGIX achieves a 0.58% return, which is significantly lower than SPYG's 2.18% return.

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ESGIX has a 1.12% expense ratio, which is higher than SPYG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Dana Epiphany ESG Equity Fund (ESGIX) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.

The current ESGIX Sharpe Ratio is 0.42, which is lower than the SPYG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of ESGIX and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ESGIX's dividend yield for the trailing twelve months is around 1.94%, more than SPYG's 0.60% yield.

The maximum ESGIX drawdown since its inception was -42.39%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for ESGIX and SPYG.

The current volatility for Dana Epiphany ESG Equity Fund (ESGIX) is 5.22%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 5.58%. This indicates that ESGIX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.