LSVQX vs. SPY
Compare and contrast key facts about LSV Small Cap Value Fund (LSVQX) and State Street SPDR S&P 500 ETF (SPY).
LSVQX is managed by LSV. It was launched on Feb 28, 2013. 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
LSVQX vs. SPY - Performance Comparison
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LSVQX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSVQX LSV Small Cap Value Fund | 0.70% | 7.31% | 4.23% | 19.02% | -6.24% | 34.54% | -5.98% | 20.59% | -17.41% | 6.12% |
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, LSVQX achieves a 0.70% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, LSVQX has underperformed SPY with an annualized return of 7.85%, while SPY has yielded a comparatively higher 13.98% annualized return.
LSVQX
- 1D
- -0.27%
- 1M
- -5.25%
- YTD
- 0.70%
- 6M
- 2.18%
- 1Y
- 13.63%
- 3Y*
- 10.38%
- 5Y*
- 6.59%
- 10Y*
- 7.85%
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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LSVQX vs. SPY - Expense Ratio Comparison
LSVQX has a 0.83% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
LSVQX vs. SPY — Risk / Return Rank
LSVQX
SPY
LSVQX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Small Cap Value Fund (LSVQX) 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.
| LSVQX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.93 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.45 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.53 | -0.69 |
Martin ratioReturn relative to average drawdown | 3.10 | 7.30 | -4.20 |
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
| LSVQX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.93 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.69 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.78 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.56 | -0.20 |
Correlation
The correlation between LSVQX 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
LSVQX vs. SPY - Dividend Comparison
LSVQX's dividend yield for the trailing twelve months is around 8.07%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSVQX LSV Small Cap Value Fund | 8.07% | 8.13% | 1.78% | 4.73% | 2.02% | 1.45% | 1.83% | 2.04% | 7.00% | 4.78% | 2.35% | 3.59% |
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
LSVQX vs. SPY - Drawdown Comparison
The maximum LSVQX drawdown since its inception was -54.77%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LSVQX and SPY.
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Drawdown Indicators
| LSVQX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.77% | -55.19% | +0.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.48% | -12.05% | -2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -24.50% | -1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -54.77% | -33.72% | -21.05% |
Current DrawdownCurrent decline from peak | -7.29% | -6.24% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -9.09% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 2.52% | +1.39% |
Volatility
LSVQX vs. SPY - Volatility Comparison
The current volatility for LSV Small Cap Value Fund (LSVQX) is 4.35%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that LSVQX 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
| LSVQX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 5.31% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 9.47% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.69% | 19.05% | +1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.51% | 17.06% | +3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.30% | 17.92% | +6.38% |