SFM vs. IUSG

Last updated Jun 4, 2026

SFM (Sprouts Farmers Market, Inc.) is a stock, while IUSG (iShares Core S&P U.S. Growth ETF) is Large Cap Growth Equities fund tracking the Russell 3000 Growth Index. Over the past 10 years, SFM returned 12.45%/yr vs 17.88%/yr for IUSG. At a 0.22 correlation, their price movements are largely independent.

Performance

SFM vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprouts Farmers Market, Inc. (SFM) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFM achieves a -0.87% return, which is significantly lower than IUSG's 14.08% return. Over the past 10 years, SFM has underperformed IUSG with an annualized return of 12.45%, while IUSG has yielded a comparatively higher 17.88% annualized return.

SFM

• 1D: 1.19%
• 1M: -2.12%
• YTD: -0.87%
• 6M: -7.19%
• 1Y: -54.92%
• 3Y*: 33.68%
• 5Y*: 23.42%
• 10Y*: 12.45%

IUSG

• 1D: -0.89%
• 1M: 7.35%
• YTD: 14.08%
• 6M: 13.91%
• 1Y: 33.89%
• 3Y*: 27.59%
• 5Y*: 15.69%
• 10Y*: 17.88%

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

SFM vs. IUSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFM Sprouts Farmers Market, Inc.	-0.87%	-37.30%	164.12%	48.63%	9.06%	47.66%	3.88%	-17.69%	-3.45%	28.70%
IUSG iShares Core S&P U.S. Growth ETF	14.08%	21.23%	34.70%	29.28%	-28.81%	31.26%	32.65%	30.62%	-0.79%	27.02%

Correlation

The correlation between SFM and IUSG is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Aug 2, 2013	0.22

The correlation between SFM and IUSG shifts across timeframes, from -0.09 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SFM vs. IUSG — Risk / Return Rank

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

SFM

SFM Risk / Return Rank: 5
SFM Sharpe Ratio Rank: 2
SFM Sortino Ratio Rank: 3
SFM Omega Ratio Rank: 3
SFM Calmar Ratio Rank: 6
SFM Martin Ratio Rank: 13

IUSG

IUSG Risk / Return Rank: 59
IUSG Sharpe Ratio Rank: 64
IUSG Sortino Ratio Rank: 61
IUSG Omega Ratio Rank: 60
IUSG Calmar Ratio Rank: 52
IUSG Martin Ratio Rank: 61

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.

SFM vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprouts Farmers Market, Inc. (SFM) and iShares Core S&P U.S. Growth ETF (IUSG). 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.

	SFM	IUSG	Difference
Sharpe ratio: Return per unit of total volatility	-1.21	2.17	-3.37
Sortino ratio: Return per unit of downside risk	-1.90	2.93	-4.82
Omega ratio: Gain probability vs. loss probability	0.74	1.37	-0.63
Calmar ratio: Return relative to maximum drawdown	-0.89	2.61	-3.49
Martin ratio: Return relative to average drawdown	-1.23	11.09	-12.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFM vs. IUSG - Sharpe Ratio Comparison

The current SFM Sharpe Ratio is -1.21, which is lower than the IUSG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SFM and IUSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SFM	IUSG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.21	2.17	-3.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.76	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.88	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.38	-0.24

Drawdowns

SFM vs. IUSG - Drawdown Comparison

The maximum SFM drawdown since its inception was -72.88%, which is greater than IUSG's maximum drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for SFM and IUSG.

Drawdown Indicators

	SFM	IUSG	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	-63.41%	-9.47%
Max Drawdown (1Y) Largest decline over 1 year	-62.17%	-13.07%	-49.10%
Max Drawdown (3Y) Largest decline over 3 years	-63.48%	-22.28%	-41.20%
Max Drawdown (5Y) Largest decline over 5 years	-63.48%	-32.21%	-31.27%
Max Drawdown (10Y) Largest decline over 10 years	-63.48%	-32.35%	-31.13%
Current Drawdown Current decline from peak	-56.01%	-0.98%	-55.03%
Average Drawdown Average peak-to-trough decline	-40.26%	-21.44%	-18.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.12%	3.06%	+42.06%

Volatility

SFM vs. IUSG - Volatility Comparison

Sprouts Farmers Market, Inc. (SFM) has a higher volatility of 13.19% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 4.23%. This indicates that SFM's price experiences larger fluctuations and is considered to be riskier than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFM	IUSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.19%	4.23%	+8.96%
Volatility (6M) Calculated over the trailing 6-month period	29.78%	12.23%	+17.55%
Volatility (1Y) Calculated over the trailing 1-year period	45.70%	15.72%	+29.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.18%	20.87%	+18.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.77%	20.40%	+17.37%

Dividends

SFM vs. IUSG - Dividend Comparison

SFM has not paid dividends to shareholders, while IUSG's dividend yield for the trailing twelve months is around 0.47%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSG iShares Core S&P U.S. Growth ETF	0.47%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%
SFM Sprouts Farmers Market, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SFM and IUSG in my portfolio?

SFM and IUSG have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFM or IUSG?

SFM has higher volatility (13.19%) compared to IUSG (4.23%). In terms of maximum drawdown, SFM dropped -72.88% vs IUSG's -63.41%.

Which has better risk-adjusted returns?

IUSG currently has the higher Sharpe Ratio (2.17 vs -1.21), 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.