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ONEO vs. AGTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ONEO and AGTHX 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.


Performance

ONEO vs. AGTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Russell 1000 Momentum Focus ETF (ONEO) and American Funds The Growth Fund of America Class A (AGTHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ONEO:

0.57

AGTHX:

0.76

Sortino Ratio

ONEO:

0.78

AGTHX:

1.12

Omega Ratio

ONEO:

1.10

AGTHX:

1.16

Calmar Ratio

ONEO:

0.44

AGTHX:

0.75

Martin Ratio

ONEO:

1.45

AGTHX:

2.67

Ulcer Index

ONEO:

5.91%

AGTHX:

6.08%

Daily Std Dev

ONEO:

18.87%

AGTHX:

23.02%

Max Drawdown

ONEO:

-40.86%

AGTHX:

-51.65%

Current Drawdown

ONEO:

-6.20%

AGTHX:

-3.22%

Returns By Period

In the year-to-date period, ONEO achieves a 1.18% return, which is significantly lower than AGTHX's 3.22% return.


ONEO

YTD

1.18%

1M

5.12%

6M

-5.70%

1Y

10.59%

3Y*

9.34%

5Y*

13.74%

10Y*

N/A

AGTHX

YTD

3.22%

1M

8.36%

6M

1.91%

1Y

17.25%

3Y*

16.06%

5Y*

14.01%

10Y*

12.80%

*Annualized

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ONEO vs. AGTHX - Expense Ratio Comparison

ONEO has a 0.20% expense ratio, which is lower than AGTHX's 0.61% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ONEO vs. AGTHX — Risk-Adjusted Performance Rank

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

ONEO
The Risk-Adjusted Performance Rank of ONEO is 4545
Overall Rank
The Sharpe Ratio Rank of ONEO is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ONEO is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ONEO is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ONEO is 4747
Calmar Ratio Rank
The Martin Ratio Rank of ONEO is 4242
Martin Ratio Rank

AGTHX
The Risk-Adjusted Performance Rank of AGTHX is 6262
Overall Rank
The Sharpe Ratio Rank of AGTHX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of AGTHX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of AGTHX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of AGTHX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AGTHX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ONEO vs. AGTHX - Risk-Adjusted Performance 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.


The current ONEO Sharpe Ratio is 0.57, which is comparable to the AGTHX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of ONEO and AGTHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ONEO vs. AGTHX - Dividend Comparison

ONEO's dividend yield for the trailing twelve months is around 1.36%, less than AGTHX's 8.71% yield.


TTM20242023202220212020201920182017201620152014
ONEO
SPDR Russell 1000 Momentum Focus ETF
1.36%1.30%1.56%1.74%1.19%1.28%1.63%1.72%7.69%1.82%0.10%0.00%
AGTHX
American Funds The Growth Fund of America Class A
8.71%8.99%6.81%0.75%8.18%4.30%7.15%11.99%7.03%6.61%8.87%9.90%

Drawdowns

ONEO vs. AGTHX - Drawdown Comparison

The maximum ONEO drawdown since its inception was -40.86%, smaller than the maximum AGTHX drawdown of -51.65%. Use the drawdown chart below to compare losses from any high point for ONEO and AGTHX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ONEO vs. AGTHX - Volatility Comparison

The current volatility for SPDR Russell 1000 Momentum Focus ETF (ONEO) is 4.28%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 5.51%. 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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