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MPGFX vs. SVPFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPGFX vs. SVPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mairs & Power Growth Fund (MPGFX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). The values are adjusted to include any dividend payments, if applicable.

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MPGFX vs. SVPFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

MPGFX
MPGFX Risk / Return Rank: 2323
Overall Rank
MPGFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MPGFX Sortino Ratio Rank: 2121
Sortino Ratio Rank
MPGFX Omega Ratio Rank: 2020
Omega Ratio Rank
MPGFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MPGFX Martin Ratio Rank: 2929
Martin Ratio Rank

SVPFX
SVPFX Risk / Return Rank: 2121
Overall Rank
SVPFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SVPFX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SVPFX Omega Ratio Rank: 3939
Omega Ratio Rank
SVPFX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SVPFX Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


MPGFXSVPFXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.48

+0.17

Sortino ratio

Return per unit of downside risk

1.04

0.66

+0.38

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.06

Calmar ratio

Return relative to maximum drawdown

1.08

0.65

+0.43

Martin ratio

Return relative to average drawdown

4.15

3.55

+0.60

MPGFX vs. SVPFX - Sharpe Ratio Comparison

The current MPGFX Sharpe Ratio is 0.65, which is higher than the SVPFX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of MPGFX and SVPFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MPGFXSVPFXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


MPGFXSVPFXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.98%

-0.25%

-5.73%

Average Drawdown

Average peak-to-trough decline

-14.75%

-1.99%

-12.76%

Ulcer Index

Depth 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.


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Volatility by Period


MPGFXSVPFXDifference

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%