POEAX vs. SPY
Compare and contrast key facts about Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) and SPDR S&P 500 ETF (SPY).
POEAX is managed by Pacific Funds Series Trust. It was launched on Dec 30, 2003. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: POEAX or SPY.
Key characteristics
| POEAX | SPY | |
|---|---|---|
| YTD Return | 18.89% | 27.04% |
| 1Y Return | 30.59% | 39.75% |
| 3Y Return (Ann) | -9.67% | 10.21% |
| 5Y Return (Ann) | -0.14% | 15.93% |
| 10Y Return (Ann) | 0.50% | 13.36% |
| Sharpe Ratio | 2.59 | 3.15 |
| Sortino Ratio | 3.57 | 4.19 |
| Omega Ratio | 1.48 | 1.59 |
| Calmar Ratio | 0.68 | 4.60 |
| Martin Ratio | 16.85 | 20.85 |
| Ulcer Index | 1.75% | 1.85% |
| Daily Std Dev | 11.41% | 12.29% |
| Max Drawdown | -59.19% | -55.19% |
| Current Drawdown | -26.30% | 0.00% |
Correlation
The correlation between POEAX and SPY is 0.94, 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
POEAX vs. SPY - Performance Comparison
In the year-to-date period, POEAX achieves a 18.89% return, which is significantly lower than SPY's 27.04% return. Over the past 10 years, POEAX has underperformed SPY with an annualized return of 0.50%, while SPY has yielded a comparatively higher 13.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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POEAX vs. SPY - Expense Ratio Comparison
POEAX has a 0.60% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
POEAX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
POEAX vs. SPY - Dividend Comparison
POEAX's dividend yield for the trailing twelve months is around 0.40%, less than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POEAX Pacific Funds Portfolio Optimization Aggressive-Growth | 0.40% | 0.47% | 0.00% | 2.90% | 1.27% | 1.53% | 1.96% | 1.15% | 1.26% | 1.90% | 2.04% | 0.78% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
POEAX vs. SPY - Drawdown Comparison
The maximum POEAX drawdown since its inception was -59.19%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for POEAX and SPY. For additional features, visit the drawdowns tool.
Volatility
POEAX vs. SPY - Volatility Comparison
The current volatility for Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) is 3.32%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.95%. This indicates that POEAX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.