KOMP vs. VOOG
Compare and contrast key facts about SPDR S&P Kensho New Economies Composite ETF (KOMP) and Vanguard S&P 500 Growth ETF (VOOG).
KOMP and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KOMP is a passively managed fund by State Street that tracks the performance of the S&P Kensho New Economies Composite Index. It was launched on Oct 22, 2018. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both KOMP and VOOG 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: KOMP or VOOG.
Key characteristics
| KOMP | VOOG | |
|---|---|---|
| YTD Return | 14.26% | 35.16% |
| 1Y Return | 33.08% | 41.67% |
| 3Y Return (Ann) | -6.69% | 8.09% |
| 5Y Return (Ann) | 10.18% | 17.87% |
| Sharpe Ratio | 1.85 | 2.59 |
| Sortino Ratio | 2.57 | 3.32 |
| Omega Ratio | 1.31 | 1.48 |
| Calmar Ratio | 0.85 | 3.19 |
| Martin Ratio | 8.40 | 13.70 |
| Ulcer Index | 4.53% | 3.21% |
| Daily Std Dev | 20.55% | 16.95% |
| Max Drawdown | -50.06% | -32.73% |
| Current Drawdown | -26.48% | -0.08% |
Correlation
The correlation between KOMP and VOOG is 0.78, 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
KOMP vs. VOOG - Performance Comparison
In the year-to-date period, KOMP achieves a 14.26% return, which is significantly lower than VOOG's 35.16% 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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KOMP vs. VOOG - Expense Ratio Comparison
KOMP has a 0.20% expense ratio, which is higher than VOOG's 0.10% 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
KOMP vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho New Economies Composite ETF (KOMP) and Vanguard S&P 500 Growth ETF (VOOG). 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
KOMP vs. VOOG - Dividend Comparison
KOMP's dividend yield for the trailing twelve months is around 1.07%, more than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOMP SPDR S&P Kensho New Economies Composite ETF | 1.07% | 1.27% | 1.47% | 1.44% | 0.69% | 0.81% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
KOMP vs. VOOG - Drawdown Comparison
The maximum KOMP drawdown since its inception was -50.06%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for KOMP and VOOG. For additional features, visit the drawdowns tool.
Volatility
KOMP vs. VOOG - Volatility Comparison
SPDR S&P Kensho New Economies Composite ETF (KOMP) has a higher volatility of 6.58% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.06%. This indicates that KOMP's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.