Correlation
The correlation between SEQUX and SPY is 0.79, 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.
SEQUX vs. SPY
Compare and contrast key facts about Sequoia Fund (SEQUX) and SPDR S&P 500 ETF (SPY).
SEQUX is managed by Sequoia. It was launched on Jul 15, 1970. 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: SEQUX or SPY.
Performance
SEQUX vs. SPY - Performance Comparison
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Key characteristics
SEQUX:
1.44
SPY:
0.68
SEQUX:
2.05
SPY:
1.11
SEQUX:
1.30
SPY:
1.16
SEQUX:
1.98
SPY:
0.75
SEQUX:
8.56
SPY:
2.86
SEQUX:
2.80%
SPY:
4.93%
SEQUX:
15.55%
SPY:
20.44%
SEQUX:
-45.81%
SPY:
-55.19%
SEQUX:
0.00%
SPY:
-3.01%
Returns By Period
In the year-to-date period, SEQUX achieves a 12.41% return, which is significantly higher than SPY's 1.44% return. Over the past 10 years, SEQUX has underperformed SPY with an annualized return of 7.92%, while SPY has yielded a comparatively higher 12.88% annualized return.
SEQUX
12.41%
3.13%
8.14%
22.24%
16.15%
12.95%
7.92%
SPY
1.44%
4.58%
-1.18%
13.82%
14.68%
15.35%
12.88%
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SEQUX vs. SPY - Expense Ratio Comparison
SEQUX has a 1.00% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
SEQUX vs. SPY — Risk-Adjusted Performance Rank
SEQUX
SPY
SEQUX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sequoia Fund (SEQUX) 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.
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Dividends
SEQUX vs. SPY - Dividend Comparison
SEQUX's dividend yield for the trailing twelve months is around 4.42%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEQUX Sequoia Fund | 4.42% | 4.97% | 0.00% | 3.09% | 14.82% | 13.50% | 8.14% | 25.71% | 13.72% | 18.84% | 5.07% | 1.93% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SEQUX vs. SPY - Drawdown Comparison
The maximum SEQUX drawdown since its inception was -45.81%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SEQUX and SPY.
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Volatility
SEQUX vs. SPY - Volatility Comparison
The current volatility for Sequoia Fund (SEQUX) is 2.99%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that SEQUX 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.
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