ONEO vs. AGTHX
ONEO (SPDR Russell 1000 Momentum Focus ETF) and AGTHX (American Funds The Growth Fund of America Class A) are both funds - ONEO is a Momentum fund tracking the Russell 1000 Momentum Focused Factor Index, while AGTHX is a Large Cap Growth Equities fund actively managed by Capital Group. ONEO is passively managed, while AGTHX is actively managed. Over the past 10 years, ONEO returned 11.76%/yr vs 15.03%/yr for AGTHX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. ONEO charges 0.20%/yr vs 0.59%/yr for AGTHX.
Performance
ONEO vs. AGTHX - Performance Comparison
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Returns By Period
In the year-to-date period, ONEO achieves a 19.27% return, which is significantly higher than AGTHX's 4.39% return. Over the past 10 years, ONEO has underperformed AGTHX with an annualized return of 11.76%, while AGTHX has yielded a comparatively higher 15.03% annualized return.
ONEO
- 1D
- 0.00%
- 1M
- 0.65%
- 6M
- 14.51%
- YTD
- 19.27%
- 1Y
- 24.78%
- 3Y*
- 16.54%
- 5Y*
- 10.58%
- 10Y*
- 11.76%
- ALL TIME*
- 11.54%
AGTHX
- 1D
- 1.92%
- 1M
- -4.19%
- 6M
- 3.77%
- YTD
- 4.39%
- 1Y
- 11.02%
- 3Y*
- 19.66%
- 5Y*
- 10.11%
- 10Y*
- 15.03%
- ALL TIME*
- 12.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $103.19K | $75.01K | $61.74K |
ONEO vs. AGTHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ONEO SPDR Russell 1000 Momentum Focus ETF | 19.27% | 10.61% | 15.01% | 15.64% | -12.01% | 26.72% | 10.76% | 26.53% | -12.41% | 21.16% |
AGTHX American Funds The Growth Fund of America Class A | 4.39% | 19.73% | 28.02% | 37.22% | -30.75% | 19.32% | 37.83% | 28.16% | -3.15% | 26.14% |
Correlation
The correlation between ONEO and AGTHX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.79 |
The correlation between ONEO and AGTHX shifts across timeframes, from 0.71 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ONEO vs. AGTHX — Risk / Return Rank
ONEO
AGTHX
ONEO vs. AGTHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 1000 Momentum Focus ETF (ONEO) and American Funds The Growth Fund of America Class A (AGTHX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ONEO | AGTHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.12 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 0.80 | +2.58 |
| Martin ratioReturn relative to average drawdown | 13.48 | 2.89 | +10.59 |
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Drawdowns
ONEO vs. AGTHX - Drawdown Comparison
The maximum ONEO drawdown since its inception was -40.86%, smaller than the maximum AGTHX drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for ONEO and AGTHX.
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Drawdown Indicators
| ONEO | AGTHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.86% | -51.91% | +11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.37% | -13.76% | +6.39% |
Max Drawdown (3Y)Largest decline over 3 years | -19.72% | -21.57% | +1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -22.39% | -36.38% | +13.99% |
Max Drawdown (10Y)Largest decline over 10 years | -40.86% | -36.38% | -4.48% |
Current DrawdownCurrent decline from peak | -0.81% | -5.49% | +4.68% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -9.17% | +4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 3.80% | -1.96% |
Volatility
ONEO vs. AGTHX - Volatility Comparison
The current volatility for SPDR Russell 1000 Momentum Focus ETF (ONEO) is 2.46%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 4.82%. This indicates that ONEO experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ONEO | AGTHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 4.82% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 13.65% | -3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 16.90% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 20.52% | -3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 19.76% | -1.15% |
ONEO vs. AGTHX - Expense Ratio Comparison
ONEO has a 0.20% expense ratio, which is lower than AGTHX's 0.59% expense ratio.
Dividends
ONEO vs. AGTHX - Dividend Comparison
ONEO's dividend yield for the trailing twelve months is around 1.18%, less than AGTHX's 10.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGTHX American Funds The Growth Fund of America Class A | 10.24% | 10.69% | 8.99% | 7.40% | 4.05% | 8.18% | 4.30% | 7.15% | 11.99% | 7.03% | 6.61% | 8.87% |
ONEO SPDR Russell 1000 Momentum Focus ETF | 1.18% | 1.29% | 1.30% | 1.56% | 1.73% | 1.19% | 1.28% | 1.64% | 1.72% | 7.69% | 1.82% | 0.17% |
Frequently Asked Questions
ONEO and AGTHX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGTHX has higher volatility (4.82%) compared to ONEO (2.46%). In terms of maximum drawdown, ONEO dropped -40.86% vs AGTHX's -51.91%.
ONEO currently has the higher Sharpe Ratio (1.88 vs 0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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