Correlation
The correlation between SPGM and VOOG is 0.78, 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.
SPGM vs. VOOG
Compare and contrast key facts about SPDR Portfolio MSCI Global Stock Market ETF (SPGM) and Vanguard S&P 500 Growth ETF (VOOG).
SPGM and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPGM is a passively managed fund by State Street that tracks the performance of the MSCI AC World IMI. It was launched on Feb 27, 2012. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both SPGM and VOOG 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: SPGM or VOOG.
Performance
SPGM vs. VOOG - Performance Comparison
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Key characteristics
SPGM:
0.70
VOOG:
0.77
SPGM:
1.08
VOOG:
1.24
SPGM:
1.15
VOOG:
1.17
SPGM:
0.73
VOOG:
0.91
SPGM:
3.12
VOOG:
3.04
SPGM:
3.95%
VOOG:
6.65%
SPGM:
18.03%
VOOG:
25.26%
SPGM:
-33.96%
VOOG:
-32.73%
SPGM:
-0.12%
VOOG:
-2.58%
Returns By Period
In the year-to-date period, SPGM achieves a 5.34% return, which is significantly higher than VOOG's 2.46% return. Over the past 10 years, SPGM has underperformed VOOG with an annualized return of 9.33%, while VOOG has yielded a comparatively higher 14.90% annualized return.
SPGM
5.34%
7.18%
2.99%
12.43%
11.86%
13.90%
9.33%
VOOG
2.46%
10.36%
3.46%
19.22%
17.24%
16.90%
14.90%
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SPGM vs. VOOG - Expense Ratio Comparison
SPGM has a 0.09% expense ratio, which is lower than VOOG's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SPGM vs. VOOG — Risk-Adjusted Performance Rank
SPGM
VOOG
SPGM vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio MSCI Global Stock Market ETF (SPGM) and Vanguard S&P 500 Growth ETF (VOOG). 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
SPGM vs. VOOG - Dividend Comparison
SPGM's dividend yield for the trailing twelve months is around 1.88%, more than VOOG's 0.54% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGM SPDR Portfolio MSCI Global Stock Market ETF | 1.88% | 1.98% | 2.09% | 2.37% | 1.94% | 1.45% | 2.46% | 1.89% | 2.29% | 1.87% | 3.70% | 2.18% |
VOOG Vanguard S&P 500 Growth ETF | 0.54% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% |
Drawdowns
SPGM vs. VOOG - Drawdown Comparison
The maximum SPGM drawdown since its inception was -33.96%, roughly equal to the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for SPGM and VOOG.
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Volatility
SPGM vs. VOOG - Volatility Comparison
The current volatility for SPDR Portfolio MSCI Global Stock Market ETF (SPGM) is 3.89%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.51%. This indicates that SPGM experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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