FAMFX vs. SPY
Compare and contrast key facts about FAM Small Cap Fund (FAMFX) and State Street SPDR S&P 500 ETF (SPY).
FAMFX is managed by FAM. It was launched on Mar 1, 2012. 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
FAMFX vs. SPY - Performance Comparison
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FAMFX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMFX FAM Small Cap Fund | -11.69% | -11.60% | 12.43% | 20.10% | -12.42% | 27.72% | 10.10% | 26.89% | -8.54% | 4.56% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 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, FAMFX achieves a -11.69% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, FAMFX has underperformed SPY with an annualized return of 6.33%, while SPY has yielded a comparatively higher 13.98% annualized return.
FAMFX
- 1D
- 0.65%
- 1M
- -9.70%
- YTD
- -11.69%
- 6M
- -15.35%
- 1Y
- -17.58%
- 3Y*
- -0.17%
- 5Y*
- 0.73%
- 10Y*
- 6.33%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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FAMFX vs. SPY - Expense Ratio Comparison
FAMFX has a 1.27% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
FAMFX vs. SPY — Risk / Return Rank
FAMFX
SPY
FAMFX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Small Cap Fund (FAMFX) 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.
| FAMFX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.84 | 0.93 | -1.77 |
Sortino ratioReturn per unit of downside risk | -1.20 | 1.45 | -2.65 |
Omega ratioGain probability vs. loss probability | 0.86 | 1.22 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | -0.85 | 1.53 | -2.37 |
Martin ratioReturn relative to average drawdown | -2.02 | 7.30 | -9.32 |
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
| FAMFX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.84 | 0.93 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.69 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.78 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.56 | -0.10 |
Correlation
The correlation between FAMFX and SPY is 0.75, 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
FAMFX vs. SPY - Dividend Comparison
FAMFX's dividend yield for the trailing twelve months is around 3.86%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMFX FAM Small Cap Fund | 3.86% | 3.41% | 4.43% | 6.44% | 0.36% | 6.55% | 0.00% | 0.47% | 10.85% | 2.15% | 2.99% | 0.24% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
FAMFX vs. SPY - Drawdown Comparison
The maximum FAMFX drawdown since its inception was -39.66%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FAMFX and SPY.
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Drawdown Indicators
| FAMFX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.66% | -55.19% | +15.53% |
Max Drawdown (1Y)Largest decline over 1 year | -22.23% | -12.05% | -10.18% |
Max Drawdown (5Y)Largest decline over 5 years | -28.71% | -24.50% | -4.21% |
Max Drawdown (10Y)Largest decline over 10 years | -39.66% | -33.72% | -5.94% |
Current DrawdownCurrent decline from peak | -28.24% | -6.24% | -22.00% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -9.09% | +3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.34% | 2.52% | +6.82% |
Volatility
FAMFX vs. SPY - Volatility Comparison
The current volatility for FAM Small Cap Fund (FAMFX) is 4.49%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that FAMFX experiences smaller price fluctuations and is considered to be less risky 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
| FAMFX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 5.31% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 9.47% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.67% | 19.05% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.66% | 17.06% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.49% | 17.92% | +1.57% |