LCGFX vs. SPY
Compare and contrast key facts about William Blair Large Cap Growth Fund (LCGFX) and SPDR S&P 500 ETF (SPY).
LCGFX is managed by William Blair. It was launched on Dec 27, 1999. 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: LCGFX or SPY.
Performance
LCGFX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, LCGFX achieves a 25.89% return, which is significantly higher than SPY's 24.40% return. Over the past 10 years, LCGFX has underperformed SPY with an annualized return of 10.26%, while SPY has yielded a comparatively higher 13.04% annualized return.
LCGFX
25.89%
0.13%
8.96%
33.25%
13.54%
10.26%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| LCGFX | SPY | |
|---|---|---|
| Sharpe Ratio | 2.04 | 2.64 |
| Sortino Ratio | 2.68 | 3.53 |
| Omega Ratio | 1.37 | 1.49 |
| Calmar Ratio | 2.04 | 3.81 |
| Martin Ratio | 11.25 | 17.21 |
| Ulcer Index | 3.00% | 1.86% |
| Daily Std Dev | 16.57% | 12.15% |
| Max Drawdown | -39.85% | -55.19% |
| Current Drawdown | -2.94% | -2.17% |
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LCGFX vs. SPY - Expense Ratio Comparison
LCGFX has a 0.65% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between LCGFX and SPY is 0.92, 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.
Risk-Adjusted Performance
LCGFX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Large Cap Growth Fund (LCGFX) 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
LCGFX vs. SPY - Dividend Comparison
LCGFX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCGFX William Blair Large Cap Growth Fund | 0.00% | 0.00% | 0.11% | 0.00% | 0.21% | 0.28% | 0.13% | 0.00% | 0.31% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
LCGFX vs. SPY - Drawdown Comparison
The maximum LCGFX drawdown since its inception was -39.85%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LCGFX and SPY. For additional features, visit the drawdowns tool.
Volatility
LCGFX vs. SPY - Volatility Comparison
William Blair Large Cap Growth Fund (LCGFX) has a higher volatility of 5.78% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that LCGFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.