PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SLYG vs. VIOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLYG and VIOO 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.


-0.50.00.51.00.9

Performance

SLYG vs. VIOO - 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 Vanguard S&P Small-Cap 600 ETF (VIOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.89%
11.79%
SLYG
VIOO

Key characteristics

Sharpe Ratio

SLYG:

0.69

VIOO:

0.60

Sortino Ratio

SLYG:

1.10

VIOO:

0.99

Omega Ratio

SLYG:

1.13

VIOO:

1.12

Calmar Ratio

SLYG:

0.92

VIOO:

0.99

Martin Ratio

SLYG:

3.82

VIOO:

3.17

Ulcer Index

SLYG:

3.47%

VIOO:

3.74%

Daily Std Dev

SLYG:

19.20%

VIOO:

19.77%

Max Drawdown

SLYG:

-63.19%

VIOO:

-44.15%

Current Drawdown

SLYG:

-8.61%

VIOO:

-7.92%

Returns By Period

In the year-to-date period, SLYG achieves a 10.92% return, which is significantly higher than VIOO's 9.54% return. Over the past 10 years, SLYG has outperformed VIOO with an annualized return of 9.65%, while VIOO has yielded a comparatively lower 9.12% annualized return.


SLYG

YTD

10.92%

1M

-3.78%

6M

8.95%

1Y

13.23%

5Y*

8.38%

10Y*

9.65%

VIOO

YTD

9.54%

1M

-2.96%

6M

12.06%

1Y

11.85%

5Y*

8.53%

10Y*

9.12%

Compare stocks, funds, or ETFs

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


SLYG vs. VIOO - Expense Ratio Comparison

SLYG has a 0.15% expense ratio, which is higher than VIOO's 0.10% 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 VIOO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

SLYG vs. VIOO - 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 ETF (VIOO). 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 0.69, compared to the broader market0.002.004.000.690.60
The chart of Sortino ratio for SLYG, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.001.100.99
The chart of Omega ratio for SLYG, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.12
The chart of Calmar ratio for SLYG, currently valued at 0.92, compared to the broader market0.005.0010.0015.000.920.99
The chart of Martin ratio for SLYG, currently valued at 3.82, compared to the broader market0.0020.0040.0060.0080.00100.003.823.17
SLYG
VIOO

The current SLYG Sharpe Ratio is 0.69, which is comparable to the VIOO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SLYG and VIOO, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.69
0.60
SLYG
VIOO

Dividends

SLYG vs. VIOO - Dividend Comparison

SLYG's dividend yield for the trailing twelve months is around 0.79%, while VIOO has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SLYG
SPDR S&P 600 Small Cap Growth ETF
0.79%1.18%1.18%0.68%0.71%1.08%1.06%4.74%1.13%5.75%4.42%0.62%
VIOO
Vanguard S&P Small-Cap 600 ETF
0.00%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%0.86%

Drawdowns

SLYG vs. VIOO - Drawdown Comparison

The maximum SLYG drawdown since its inception was -63.19%, which is greater than VIOO's maximum drawdown of -44.15%. Use the drawdown chart below to compare losses from any high point for SLYG and VIOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.61%
-7.92%
SLYG
VIOO

Volatility

SLYG vs. VIOO - Volatility Comparison

SPDR S&P 600 Small Cap Growth ETF (SLYG) and Vanguard S&P Small-Cap 600 ETF (VIOO) have volatilities of 5.91% and 5.96%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.91%
5.96%
SLYG
VIOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab