MPGFX vs. SPY
Compare and contrast key facts about Mairs & Power Growth Fund (MPGFX) and SPDR S&P 500 ETF (SPY).
MPGFX is managed by Mairs & Power. It was launched on Nov 7, 1958. 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: MPGFX or SPY.
Performance
MPGFX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, MPGFX achieves a 22.42% return, which is significantly lower than SPY's 25.41% return. Over the past 10 years, MPGFX has underperformed SPY with an annualized return of 11.62%, while SPY has yielded a comparatively higher 13.07% annualized return.
MPGFX
22.42%
1.03%
9.51%
30.32%
14.07%
11.62%
SPY
25.41%
1.18%
12.15%
32.04%
15.51%
13.07%
Key characteristics
| MPGFX | SPY | |
|---|---|---|
| Sharpe Ratio | 2.40 | 2.62 |
| Sortino Ratio | 3.27 | 3.50 |
| Omega Ratio | 1.45 | 1.49 |
| Calmar Ratio | 3.33 | 3.78 |
| Martin Ratio | 13.60 | 17.00 |
| Ulcer Index | 2.21% | 1.87% |
| Daily Std Dev | 12.51% | 12.14% |
| Max Drawdown | -60.43% | -55.19% |
| Current Drawdown | -1.81% | -1.38% |
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MPGFX vs. SPY - Expense Ratio Comparison
MPGFX has a 0.61% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between MPGFX and SPY is 0.86, 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
MPGFX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mairs & Power Growth Fund (MPGFX) 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
MPGFX vs. SPY - Dividend Comparison
MPGFX's dividend yield for the trailing twelve months is around 0.79%, less than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPGFX Mairs & Power Growth Fund | 0.79% | 0.83% | 0.86% | 0.56% | 1.07% | 1.24% | 1.50% | 1.37% | 1.42% | 1.60% | 1.32% | 1.11% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
MPGFX vs. SPY - Drawdown Comparison
The maximum MPGFX drawdown since its inception was -60.43%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MPGFX and SPY. For additional features, visit the drawdowns tool.
Volatility
MPGFX vs. SPY - Volatility Comparison
Mairs & Power Growth Fund (MPGFX) has a higher volatility of 4.59% compared to SPDR S&P 500 ETF (SPY) at 4.09%. This indicates that MPGFX'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.