PFGC vs. ^SPXEW

Last updated Apr 2, 2026

Compare and contrast key facts about Performance Food Group Company (PFGC) and S&P 500 Equal Weighted Index (^SPXEW).

Performance

PFGC vs. ^SPXEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Food Group Company (PFGC) and S&P 500 Equal Weighted Index (^SPXEW). The values are adjusted to include any dividend payments, if applicable.

PFGC vs. ^SPXEW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFGC Performance Food Group Company	-6.32%	6.35%	22.27%	18.43%	27.24%	-3.61%	-7.52%	59.53%	-2.51%	37.92%
^SPXEW S&P 500 Equal Weighted Index	0.50%	9.34%	10.90%	11.56%	-13.11%	27.48%	10.47%	26.57%	-9.43%	16.68%

Returns By Period

In the year-to-date period, PFGC achieves a -6.32% return, which is significantly lower than ^SPXEW's 0.50% return. Over the past 10 years, PFGC has outperformed ^SPXEW with an annualized return of 13.61%, while ^SPXEW has yielded a comparatively lower 9.30% annualized return.

PFGC

• 1D: -1.66%
• 1M: -12.09%
• YTD: -6.32%
• 6M: -17.69%
• 1Y: 6.03%
• 3Y*: 11.76%
• 5Y*: 7.91%
• 10Y*: 13.61%

^SPXEW

• 1D: 0.32%
• 1M: -5.69%
• YTD: 0.50%
• 6M: 1.23%
• 1Y: 10.97%
• 3Y*: 9.90%
• 5Y*: 6.06%
• 10Y*: 9.30%

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

Return for Risk

PFGC vs. ^SPXEW — Risk / Return Rank

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

PFGC

PFGC Risk / Return Rank: 45
PFGC Sharpe Ratio Rank: 48
PFGC Sortino Ratio Rank: 42
PFGC Omega Ratio Rank: 41
PFGC Calmar Ratio Rank: 48
PFGC Martin Ratio Rank: 48

^SPXEW

^SPXEW Risk / Return Rank: 40
^SPXEW Sharpe Ratio Rank: 40
^SPXEW Sortino Ratio Rank: 39
^SPXEW Omega Ratio Rank: 42
^SPXEW Calmar Ratio Rank: 37
^SPXEW Martin Ratio Rank: 44

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.

PFGC vs. ^SPXEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Performance Food Group Company (PFGC) and S&P 500 Equal Weighted Index (^SPXEW). 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.

	PFGC	^SPXEW	Difference
Sharpe ratio Return per unit of total volatility	0.21	0.64	-0.44
Sortino ratio Return per unit of downside risk	0.53	1.02	-0.49
Omega ratio Gain probability vs. loss probability	1.06	1.14	-0.08
Calmar ratio Return relative to maximum drawdown	0.28	0.88	-0.60
Martin ratio Return relative to average drawdown	0.69	3.88	-3.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFGC vs. ^SPXEW - Sharpe Ratio Comparison

The current PFGC Sharpe Ratio is 0.21, which is lower than the ^SPXEW Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PFGC and ^SPXEW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PFGC	^SPXEW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	0.64	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.37	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.51	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.48	-0.15

Correlation

The correlation between PFGC and ^SPXEW is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

PFGC vs. ^SPXEW - Drawdown Comparison

The maximum PFGC drawdown since its inception was -78.85%, which is greater than ^SPXEW's maximum drawdown of -60.83%. Use the drawdown chart below to compare losses from any high point for PFGC and ^SPXEW.

Drawdown Indicators

	PFGC	^SPXEW	Difference
Max Drawdown Largest peak-to-trough decline	-78.85%	-60.83%	-18.02%
Max Drawdown (1Y) Largest decline over 1 year	-25.47%	-12.61%	-12.86%
Max Drawdown (5Y) Largest decline over 5 years	-33.78%	-22.47%	-11.31%
Max Drawdown (10Y) Largest decline over 10 years	-78.85%	-39.21%	-39.64%
Current Drawdown Current decline from peak	-22.52%	-5.88%	-16.64%
Average Drawdown Average peak-to-trough decline	-11.36%	-7.05%	-4.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.40%	2.86%	+7.54%

Volatility

PFGC vs. ^SPXEW - Volatility Comparison

Performance Food Group Company (PFGC) has a higher volatility of 8.00% compared to S&P 500 Equal Weighted Index (^SPXEW) at 4.39%. This indicates that PFGC's price experiences larger fluctuations and is considered to be riskier than ^SPXEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFGC	^SPXEW	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.00%	4.39%	+3.61%
Volatility (6M) Calculated over the trailing 6-month period	21.31%	8.87%	+12.44%
Volatility (1Y) Calculated over the trailing 1-year period	29.53%	17.19%	+12.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.52%	16.26%	+16.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.01%	18.43%	+27.58%