Correlation
The correlation between SPFIX and SPY is 0.98, 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.
SPFIX vs. SPY
Compare and contrast key facts about Shelton Capital Management S&P 500 Index Fund (SPFIX) and SPDR S&P 500 ETF (SPY).
SPFIX is managed by Blackrock. It was launched on Apr 20, 1992. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPFIX or SPY.
Performance
SPFIX vs. SPY - Performance Comparison
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Key characteristics
SPFIX:
0.71
SPY:
0.70
SPFIX:
1.02
SPY:
1.02
SPFIX:
1.15
SPY:
1.15
SPFIX:
0.67
SPY:
0.68
SPFIX:
2.53
SPY:
2.57
SPFIX:
4.94%
SPY:
4.93%
SPFIX:
19.75%
SPY:
20.42%
SPFIX:
-54.81%
SPY:
-55.19%
SPFIX:
-3.51%
SPY:
-3.55%
Returns By Period
The year-to-date returns for both stocks are quite close, with SPFIX having a 0.89% return and SPY slightly lower at 0.87%. Both investments have delivered pretty close results over the past 10 years, with SPFIX having a 12.47% annualized return and SPY not far ahead at 12.73%.
SPFIX
0.89%
5.59%
-1.57%
13.08%
14.07%
15.49%
12.47%
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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SPFIX vs. SPY - Expense Ratio Comparison
SPFIX has a 0.43% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
SPFIX vs. SPY — Risk-Adjusted Performance Rank
SPFIX
SPY
SPFIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management S&P 500 Index Fund (SPFIX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
SPFIX vs. SPY - Dividend Comparison
SPFIX's dividend yield for the trailing twelve months is around 14.01%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPFIX Shelton Capital Management S&P 500 Index Fund | 14.01% | 14.11% | 8.32% | 5.07% | 5.43% | 8.34% | 9.16% | 2.49% | 3.12% | 2.92% | 4.35% | 1.98% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SPFIX vs. SPY - Drawdown Comparison
The maximum SPFIX drawdown since its inception was -54.81%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SPFIX and SPY.
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Volatility
SPFIX vs. SPY - Volatility Comparison
Shelton Capital Management S&P 500 Index Fund (SPFIX) and SPDR S&P 500 ETF (SPY) have volatilities of 4.77% and 4.86%, 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.
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