SBSPX vs. NYVTX
SBSPX (Franklin S&P 500 Index Fund) and NYVTX (Davis New York Venture Fund) are both Large Cap Blend Equities funds. Over the past 10 years, SBSPX returned 14.42%/yr vs 13.17%/yr for NYVTX. Their correlation of 0.91 means they have usually moved in the same direction. SBSPX charges 0.54%/yr vs 0.89%/yr for NYVTX.
Performance
SBSPX vs. NYVTX - Performance Comparison
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Returns By Period
In the year-to-date period, SBSPX achieves a 11.43% return, which is significantly lower than NYVTX's 15.07% return. Over the past 10 years, SBSPX has outperformed NYVTX with an annualized return of 14.42%, while NYVTX has yielded a comparatively lower 13.17% annualized return.
SBSPX
- 1D
- 1.48%
- 1M
- 1.59%
- 6M
- 10.22%
- YTD
- 11.43%
- 1Y
- 20.86%
- 3Y*
- 20.25%
- 5Y*
- 12.56%
- 10Y*
- 14.42%
- ALL TIME*
- 8.79%
NYVTX
- 1D
- 1.00%
- 1M
- 3.34%
- 6M
- 10.16%
- YTD
- 15.07%
- 1Y
- 33.03%
- 3Y*
- 21.85%
- 5Y*
- 12.38%
- 10Y*
- 13.17%
- ALL TIME*
- 9.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SBSPX vs. NYVTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBSPX Franklin S&P 500 Index Fund | 11.43% | 17.25% | 24.35% | 25.62% | -18.49% | 27.92% | 17.86% | 30.68% | -4.94% | 19.50% |
NYVTX Davis New York Venture Fund | 15.07% | 26.83% | 17.27% | 30.14% | -17.54% | 12.47% | 11.42% | 30.99% | -12.99% | 22.18% |
Correlation
The correlation between SBSPX and NYVTX is 0.75, 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. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1998 | 0.91 |
The correlation between SBSPX and NYVTX shifts across timeframes, from 0.75 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SBSPX vs. NYVTX — Risk / Return Rank
SBSPX
NYVTX
SBSPX vs. NYVTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin S&P 500 Index Fund (SBSPX) and Davis New York Venture Fund (NYVTX). 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.
| SBSPX | NYVTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.49 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 4.34 | -1.81 |
| Martin ratioReturn relative to average drawdown | 10.82 | 17.16 | -6.34 |
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Drawdowns
SBSPX vs. NYVTX - Drawdown Comparison
The maximum SBSPX drawdown since its inception was -55.62%, smaller than the maximum NYVTX drawdown of -58.56%. Use the drawdown chart below to compare losses from any high point for SBSPX and NYVTX.
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Drawdown Indicators
| SBSPX | NYVTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.62% | -58.56% | +2.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -8.01% | -0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -18.82% | -21.77% | +2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -30.49% | +5.83% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -36.98% | +3.16% |
Current DrawdownCurrent decline from peak | -0.05% | 0.00% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -10.14% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.02% | +0.08% |
Volatility
SBSPX vs. NYVTX - Volatility Comparison
Franklin S&P 500 Index Fund (SBSPX) has a higher volatility of 3.82% compared to Davis New York Venture Fund (NYVTX) at 2.94%. This indicates that SBSPX's price experiences larger fluctuations and is considered to be riskier than NYVTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBSPX | NYVTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 2.94% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 8.86% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 12.40% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 19.64% | -2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 19.95% | -1.83% |
SBSPX vs. NYVTX - Expense Ratio Comparison
SBSPX has a 0.54% expense ratio, which is lower than NYVTX's 0.89% expense ratio.
Dividends
SBSPX vs. NYVTX - Dividend Comparison
SBSPX's dividend yield for the trailing twelve months is around 0.70%, less than NYVTX's 9.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NYVTX Davis New York Venture Fund | 9.45% | 11.46% | 21.31% | 7.92% | 7.48% | 21.93% | 5.88% | 7.54% | 24.08% | 8.32% | 12.85% | 22.97% |
SBSPX Franklin S&P 500 Index Fund | 0.70% | 0.78% | 1.11% | 0.97% | 4.08% | 5.10% | 5.99% | 5.49% | 5.96% | 3.50% | 4.08% | 2.65% |
Frequently Asked Questions
SBSPX and NYVTX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBSPX has higher volatility (3.82%) compared to NYVTX (2.94%). In terms of maximum drawdown, SBSPX dropped -55.62% vs NYVTX's -58.56%.
NYVTX currently has the higher Sharpe Ratio (2.81 vs 1.77), 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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