FVSJ.DE vs. SPYG
Compare and contrast key facts about Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
FVSJ.DE and SPYG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FVSJ.DE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Asia ex Japan ex China. It was launched on Sep 27, 2018. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000. Both FVSJ.DE and SPYG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FVSJ.DE or SPYG.
Key characteristics
| FVSJ.DE | SPYG | |
|---|---|---|
| YTD Return | 13.99% | 31.04% |
| 1Y Return | 23.01% | 47.86% |
| 3Y Return (Ann) | 6.06% | 7.75% |
| 5Y Return (Ann) | 4.99% | 17.57% |
| Sharpe Ratio | 1.48 | 2.92 |
| Sortino Ratio | 1.99 | 3.71 |
| Omega Ratio | 1.28 | 1.53 |
| Calmar Ratio | 1.89 | 2.45 |
| Martin Ratio | 7.62 | 15.23 |
| Ulcer Index | 2.56% | 3.18% |
| Daily Std Dev | 13.18% | 16.60% |
| Max Drawdown | -26.95% | -67.79% |
| Current Drawdown | -3.41% | -0.43% |
Correlation
The correlation between FVSJ.DE and SPYG is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FVSJ.DE vs. SPYG - Performance Comparison
In the year-to-date period, FVSJ.DE achieves a 13.99% return, which is significantly lower than SPYG's 31.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FVSJ.DE vs. SPYG - Expense Ratio Comparison
FVSJ.DE has a 0.14% expense ratio, which is higher than SPYG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FVSJ.DE vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) 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.
Dividends
FVSJ.DE vs. SPYG - Dividend Comparison
FVSJ.DE has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.67%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.67% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
FVSJ.DE vs. SPYG - Drawdown Comparison
The maximum FVSJ.DE drawdown since its inception was -26.95%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for FVSJ.DE and SPYG. For additional features, visit the drawdowns tool.
Volatility
FVSJ.DE vs. SPYG - Volatility Comparison
The current volatility for Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) is 2.71%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 3.40%. This indicates that FVSJ.DE 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.