SLYG vs. VIOG
Compare and contrast key facts about SPDR S&P 600 Small Cap Growth ETF (SLYG) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG).
SLYG and VIOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLYG is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 25, 2000. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010. Both SLYG and VIOG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLYG or VIOG.
Performance
SLYG vs. VIOG - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SLYG having a 14.50% return and VIOG slightly higher at 14.51%. Both investments have delivered pretty close results over the past 10 years, with SLYG having a 10.27% annualized return and VIOG not far behind at 10.22%.
SLYG
14.50%
0.53%
8.94%
29.45%
10.19%
10.27%
VIOG
14.51%
0.69%
8.98%
29.64%
10.21%
10.22%
Key characteristics
| SLYG | VIOG | |
|---|---|---|
| Sharpe Ratio | 1.43 | 1.40 |
| Sortino Ratio | 2.12 | 2.09 |
| Omega Ratio | 1.25 | 1.25 |
| Calmar Ratio | 1.33 | 1.31 |
| Martin Ratio | 8.61 | 8.54 |
| Ulcer Index | 3.22% | 3.24% |
| Daily Std Dev | 19.38% | 19.76% |
| Max Drawdown | -63.19% | -41.73% |
| Current Drawdown | -4.74% | -4.71% |
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SLYG vs. VIOG - Expense Ratio Comparison
Both SLYG and VIOG have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between SLYG and VIOG is 0.95, 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.
Risk-Adjusted Performance
SLYG vs. VIOG - 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 Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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
SLYG vs. VIOG - Dividend Comparison
SLYG's dividend yield for the trailing twelve months is around 1.06%, which matches VIOG's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLYG SPDR S&P 600 Small Cap Growth ETF | 1.06% | 1.18% | 1.18% | 0.68% | 0.71% | 1.08% | 1.06% | 4.74% | 1.13% | 5.75% | 4.42% | 0.62% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.07% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
Drawdowns
SLYG vs. VIOG - Drawdown Comparison
The maximum SLYG drawdown since its inception was -63.19%, which is greater than VIOG's maximum drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for SLYG and VIOG. For additional features, visit the drawdowns tool.
Volatility
SLYG vs. VIOG - Volatility Comparison
SPDR S&P 600 Small Cap Growth ETF (SLYG) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG) have volatilities of 7.64% and 7.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.