ETFRX vs. SPY
Compare and contrast key facts about North Square Tactical Defensive Fund (ETFRX) and SPDR S&P 500 ETF (SPY).
ETFRX is managed by Stadion Funds. It was launched on Sep 14, 2006. 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: ETFRX or SPY.
Correlation
The correlation between ETFRX and SPY is 0.89, 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.
Performance
ETFRX vs. SPY - Performance Comparison
Key characteristics
ETFRX:
0.73
SPY:
1.88
ETFRX:
1.03
SPY:
2.53
ETFRX:
1.14
SPY:
1.35
ETFRX:
0.91
SPY:
2.83
ETFRX:
2.21
SPY:
11.74
ETFRX:
3.77%
SPY:
2.02%
ETFRX:
11.47%
SPY:
12.64%
ETFRX:
-39.19%
SPY:
-55.19%
ETFRX:
-2.07%
SPY:
-0.42%
Returns By Period
In the year-to-date period, ETFRX achieves a 3.34% return, which is significantly lower than SPY's 4.15% return. Over the past 10 years, ETFRX has underperformed SPY with an annualized return of 4.59%, while SPY has yielded a comparatively higher 13.18% annualized return.
ETFRX
3.34%
1.67%
3.72%
8.99%
4.23%
4.59%
SPY
4.15%
1.22%
10.44%
24.34%
14.62%
13.18%
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ETFRX vs. SPY - Expense Ratio Comparison
ETFRX has a 1.86% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
ETFRX vs. SPY — Risk-Adjusted Performance Rank
ETFRX
SPY
ETFRX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Tactical Defensive Fund (ETFRX) 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
ETFRX vs. SPY - Dividend Comparison
ETFRX's dividend yield for the trailing twelve months is around 0.90%, less than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETFRX North Square Tactical Defensive Fund | 0.90% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.38% | 0.00% | 0.17% | 0.00% | 3.02% | 0.00% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
ETFRX vs. SPY - Drawdown Comparison
The maximum ETFRX drawdown since its inception was -39.19%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ETFRX and SPY. For additional features, visit the drawdowns tool.
Volatility
ETFRX vs. SPY - Volatility Comparison
North Square Tactical Defensive Fund (ETFRX) and SPDR S&P 500 ETF (SPY) have volatilities of 3.03% and 2.93%, 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.