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SLYG vs. SPLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLYG and SPLG is 0.75, 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.


-0.50.00.51.00.8

Performance

SLYG vs. SPLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 600 Small Cap Growth ETF (SLYG) and SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
512.53%
599.46%
SLYG
SPLG

Key characteristics

Sharpe Ratio

SLYG:

0.66

SPLG:

2.26

Sortino Ratio

SLYG:

1.05

SPLG:

3.00

Omega Ratio

SLYG:

1.13

SPLG:

1.42

Calmar Ratio

SLYG:

0.88

SPLG:

3.32

Martin Ratio

SLYG:

3.63

SPLG:

14.73

Ulcer Index

SLYG:

3.47%

SPLG:

1.90%

Daily Std Dev

SLYG:

19.18%

SPLG:

12.40%

Max Drawdown

SLYG:

-63.19%

SPLG:

-54.50%

Current Drawdown

SLYG:

-9.12%

SPLG:

-2.50%

Returns By Period

In the year-to-date period, SLYG achieves a 10.30% return, which is significantly lower than SPLG's 26.00% return. Over the past 10 years, SLYG has underperformed SPLG with an annualized return of 9.51%, while SPLG has yielded a comparatively higher 13.11% annualized return.


SLYG

YTD

10.30%

1M

-6.11%

6M

8.29%

1Y

10.09%

5Y*

8.24%

10Y*

9.51%

SPLG

YTD

26.00%

1M

-0.14%

6M

9.34%

1Y

26.48%

5Y*

14.82%

10Y*

13.11%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SLYG vs. SPLG - Expense Ratio Comparison

SLYG has a 0.15% expense ratio, which is higher than SPLG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SLYG
SPDR S&P 600 Small Cap Growth ETF
Expense ratio chart for SLYG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SPLG: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SLYG vs. SPLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Growth ETF (SLYG) and SPDR Portfolio S&P 500 ETF (SPLG). 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.


Sharpe ratio
The chart of Sharpe ratio for SLYG, currently valued at 0.66, compared to the broader market0.002.004.000.662.26
The chart of Sortino ratio for SLYG, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.0010.001.053.00
The chart of Omega ratio for SLYG, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.42
The chart of Calmar ratio for SLYG, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.883.32
The chart of Martin ratio for SLYG, currently valued at 3.63, compared to the broader market0.0020.0040.0060.0080.00100.003.6314.73
SLYG
SPLG

The current SLYG Sharpe Ratio is 0.66, which is lower than the SPLG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of SLYG and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.66
2.26
SLYG
SPLG

Dividends

SLYG vs. SPLG - Dividend Comparison

SLYG's dividend yield for the trailing twelve months is around 0.80%, less than SPLG's 0.92% yield.


TTM20232022202120202019201820172016201520142013
SLYG
SPDR S&P 600 Small Cap Growth ETF
0.80%1.18%1.18%0.68%0.71%1.08%1.06%4.74%1.13%5.75%4.42%0.62%
SPLG
SPDR Portfolio S&P 500 ETF
0.92%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%

Drawdowns

SLYG vs. SPLG - Drawdown Comparison

The maximum SLYG drawdown since its inception was -63.19%, which is greater than SPLG's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for SLYG and SPLG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.12%
-2.50%
SLYG
SPLG

Volatility

SLYG vs. SPLG - Volatility Comparison

SPDR S&P 600 Small Cap Growth ETF (SLYG) has a higher volatility of 5.83% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 3.81%. This indicates that SLYG's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.83%
3.81%
SLYG
SPLG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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