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SPFFX vs. REMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPFFX vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sphere 500 Fossil Free Fund (SPFFX) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

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SPFFX vs. REMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPFFX
Sphere 500 Fossil Free Fund
-9.28%18.12%25.13%29.48%-20.03%9.04%
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
19.05%92.95%-35.02%-19.18%-31.13%16.42%

Returns By Period

In the year-to-date period, SPFFX achieves a -9.28% return, which is significantly lower than REMX's 19.05% return.


SPFFX

1D
-0.33%
1M
-8.34%
YTD
-9.28%
6M
-7.06%
1Y
13.01%
3Y*
17.09%
5Y*
10Y*

REMX

1D
2.95%
1M
-11.88%
YTD
19.05%
6M
36.14%
1Y
126.68%
3Y*
4.04%
5Y*
5.20%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPFFX vs. REMX - Expense Ratio Comparison

SPFFX has a 0.11% expense ratio, which is lower than REMX's 0.59% expense ratio.


Return for Risk

SPFFX vs. REMX — Risk / Return Rank

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

SPFFX
SPFFX Risk / Return Rank: 3434
Overall Rank
SPFFX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SPFFX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SPFFX Omega Ratio Rank: 3636
Omega Ratio Rank
SPFFX Calmar Ratio Rank: 3333
Calmar Ratio Rank
SPFFX Martin Ratio Rank: 3737
Martin Ratio Rank

REMX
REMX Risk / Return Rank: 9595
Overall Rank
REMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
REMX Sortino Ratio Rank: 9595
Sortino Ratio Rank
REMX Omega Ratio Rank: 9292
Omega Ratio Rank
REMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
REMX Martin Ratio Rank: 9595
Martin Ratio Rank
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.

SPFFX vs. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sphere 500 Fossil Free Fund (SPFFX) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). 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.


SPFFXREMXDifference

Sharpe ratio

Return per unit of total volatility

0.71

2.65

-1.93

Sortino ratio

Return per unit of downside risk

1.14

3.08

-1.94

Omega ratio

Gain probability vs. loss probability

1.17

1.39

-0.22

Calmar ratio

Return relative to maximum drawdown

0.91

5.10

-4.19

Martin ratio

Return relative to average drawdown

3.88

15.16

-11.28

SPFFX vs. REMX - Sharpe Ratio Comparison

The current SPFFX Sharpe Ratio is 0.71, which is lower than the REMX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of SPFFX and REMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPFFXREMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

2.65

-1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

-0.10

+0.66

Correlation

The correlation between SPFFX and REMX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPFFX vs. REMX - Dividend Comparison

SPFFX's dividend yield for the trailing twelve months is around 7.50%, more than REMX's 1.48% yield.


TTM20252024202320222021202020192018201720162015
SPFFX
Sphere 500 Fossil Free Fund
7.50%6.80%1.06%1.32%0.73%0.14%0.00%0.00%0.00%0.00%0.00%0.00%
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
1.48%1.76%2.56%0.00%1.56%5.25%0.81%1.64%12.43%2.89%2.23%4.77%

Drawdowns

SPFFX vs. REMX - Drawdown Comparison

The maximum SPFFX drawdown since its inception was -25.11%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for SPFFX and REMX.


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Drawdown Indicators


SPFFXREMXDifference

Max Drawdown

Largest peak-to-trough decline

-25.11%

-90.20%

+65.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-23.35%

+11.21%

Max Drawdown (5Y)

Largest decline over 5 years

-73.34%

Max Drawdown (10Y)

Largest decline over 10 years

-73.34%

Current Drawdown

Current decline from peak

-10.75%

-59.70%

+48.95%

Average Drawdown

Average peak-to-trough decline

-6.60%

-67.01%

+60.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

7.86%

-5.00%

Volatility

SPFFX vs. REMX - Volatility Comparison

The current volatility for Sphere 500 Fossil Free Fund (SPFFX) is 4.70%, while VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) has a volatility of 17.39%. This indicates that SPFFX experiences smaller price fluctuations and is considered to be less risky than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFFXREMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

17.39%

-12.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

37.90%

-27.83%

Volatility (1Y)

Calculated over the trailing 1-year period

19.14%

48.30%

-29.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

39.76%

-22.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.24%

36.61%

-19.37%