MPGFX vs. SVPFX
Compare and contrast key facts about Mairs & Power Growth Fund (MPGFX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX).
MPGFX is managed by Mairs & Power. It was launched on Nov 7, 1958. SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021.
Performance
MPGFX vs. SVPFX - Performance Comparison
Loading graphics...
MPGFX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MPGFX Mairs & Power Growth Fund | -3.09% | 10.55% | 19.61% | 27.70% | -21.28% | 17.74% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 1.08% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Returns By Period
In the year-to-date period, MPGFX achieves a -3.09% return, which is significantly lower than SVPFX's 1.08% return.
MPGFX
- 1D
- -0.08%
- 1M
- -4.94%
- YTD
- -3.09%
- 6M
- -3.58%
- 1Y
- 16.99%
- 3Y*
- 15.11%
- 5Y*
- 8.90%
- 10Y*
- 11.62%
SVPFX
- 1D
- 0.10%
- 1M
- 0.05%
- YTD
- 1.08%
- 6M
- 2.69%
- 1Y
- 3.15%
- 3Y*
- 4.05%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MPGFX vs. SVPFX - Expense Ratio Comparison
MPGFX has a 0.61% expense ratio, which is higher than SVPFX's 0.38% expense ratio.
Return for Risk
MPGFX vs. SVPFX — Risk / Return Rank
MPGFX
SVPFX
MPGFX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mairs & Power Growth Fund (MPGFX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.
| MPGFX | SVPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.48 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.04 | 0.66 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.65 | +0.43 |
Martin ratioReturn relative to average drawdown | 4.15 | 3.55 | +0.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MPGFX | SVPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.48 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.38 | -0.07 |
Correlation
The correlation between MPGFX and SVPFX is 0.11, 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.
Dividends
MPGFX vs. SVPFX - Dividend Comparison
MPGFX's dividend yield for the trailing twelve months is around 4.63%, more than SVPFX's 2.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPGFX Mairs & Power Growth Fund | 4.63% | 4.48% | 3.84% | 2.34% | 8.80% | 8.13% | 8.81% | 7.39% | 8.76% | 9.47% | 5.84% | 7.92% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.48% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MPGFX vs. SVPFX - Drawdown Comparison
The maximum MPGFX drawdown since its inception was -61.00%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for MPGFX and SVPFX.
Loading graphics...
Drawdown Indicators
| MPGFX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.00% | -6.37% | -54.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -3.24% | -6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.08% | — | — |
Current DrawdownCurrent decline from peak | -5.98% | -0.25% | -5.73% |
Average DrawdownAverage peak-to-trough decline | -14.75% | -1.99% | -12.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 0.98% | +1.95% |
Volatility
MPGFX vs. SVPFX - Volatility Comparison
Mairs & Power Growth Fund (MPGFX) has a higher volatility of 5.81% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.85%. This indicates that MPGFX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MPGFX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 0.85% | +4.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 1.37% | +8.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 8.00% | +9.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 5.59% | +11.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 5.59% | +12.47% |