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LQIG vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LQIG and ^GSPC is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

LQIG vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MarketAxess Investment Grade 400 Corporate Bond ETF (LQIG) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
9.17%
55.59%
LQIG
^GSPC

Key characteristics

Sharpe Ratio

LQIG:

0.89

^GSPC:

1.83

Sortino Ratio

LQIG:

1.30

^GSPC:

2.47

Omega Ratio

LQIG:

1.15

^GSPC:

1.33

Calmar Ratio

LQIG:

1.00

^GSPC:

2.76

Martin Ratio

LQIG:

2.55

^GSPC:

11.27

Ulcer Index

LQIG:

2.27%

^GSPC:

2.08%

Daily Std Dev

LQIG:

6.48%

^GSPC:

12.79%

Max Drawdown

LQIG:

-11.86%

^GSPC:

-56.78%

Current Drawdown

LQIG:

-2.88%

^GSPC:

-0.07%

Returns By Period

In the year-to-date period, LQIG achieves a 1.54% return, which is significantly lower than ^GSPC's 3.96% return.


LQIG

YTD

1.54%

1M

1.55%

6M

-0.37%

1Y

5.28%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

3.96%

1M

1.97%

6M

10.09%

1Y

22.16%

5Y*

12.70%

10Y*

11.33%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LQIG vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LQIG
The Risk-Adjusted Performance Rank of LQIG is 3030
Overall Rank
The Sharpe Ratio Rank of LQIG is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of LQIG is 2929
Sortino Ratio Rank
The Omega Ratio Rank of LQIG is 2727
Omega Ratio Rank
The Calmar Ratio Rank of LQIG is 4040
Calmar Ratio Rank
The Martin Ratio Rank of LQIG is 2626
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8484
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LQIG vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MarketAxess Investment Grade 400 Corporate Bond ETF (LQIG) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for LQIG, currently valued at 0.89, compared to the broader market0.002.004.000.891.83
The chart of Sortino ratio for LQIG, currently valued at 1.30, compared to the broader market0.005.0010.001.302.47
The chart of Omega ratio for LQIG, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.33
The chart of Calmar ratio for LQIG, currently valued at 1.00, compared to the broader market0.005.0010.0015.0020.001.002.76
The chart of Martin ratio for LQIG, currently valued at 2.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.5511.27
LQIG
^GSPC

The current LQIG Sharpe Ratio is 0.89, which is lower than the ^GSPC Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of LQIG and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.89
1.83
LQIG
^GSPC

Drawdowns

LQIG vs. ^GSPC - Drawdown Comparison

The maximum LQIG drawdown since its inception was -11.86%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LQIG and ^GSPC. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.88%
-0.07%
LQIG
^GSPC

Volatility

LQIG vs. ^GSPC - Volatility Comparison

The current volatility for SPDR MarketAxess Investment Grade 400 Corporate Bond ETF (LQIG) is 1.73%, while S&P 500 (^GSPC) has a volatility of 3.21%. This indicates that LQIG experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.73%
3.21%
LQIG
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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