SPGTX vs. VFAIX
SPGTX (Symmetry Panoramic Tax-Managed Global Equity Fund) and VFAIX (Vanguard Financials Index Fund Admiral Shares) are both mutual funds - SPGTX is a Global Equities fund managed by BlackRock, while VFAIX is a Financials Equities fund tracking the MSCI US Investable Market Financials 25/50 Index. Over the past 5 years, SPGTX returned 10.71%/yr vs 11.51%/yr for VFAIX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. SPGTX charges 0.42%/yr vs 0.09%/yr for VFAIX.
Performance
SPGTX vs. VFAIX - Performance Comparison
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Returns By Period
In the year-to-date period, SPGTX achieves a 13.96% return, which is significantly higher than VFAIX's 5.34% return.
SPGTX
- 1D
- 0.14%
- 1M
- 0.48%
- 6M
- 8.64%
- YTD
- 13.96%
- 1Y
- 26.60%
- 3Y*
- 17.94%
- 5Y*
- 10.71%
- 10Y*
- —
- ALL TIME*
- 12.13%
VFAIX
- 1D
- -0.11%
- 1M
- 2.23%
- 6M
- 6.28%
- YTD
- 5.34%
- 1Y
- 13.08%
- 3Y*
- 19.65%
- 5Y*
- 11.51%
- 10Y*
- 13.51%
- ALL TIME*
- 6.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SPGTX vs. VFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPGTX Symmetry Panoramic Tax-Managed Global Equity Fund | 13.96% | 22.41% | 10.43% | 20.78% | -14.10% | 19.43% | 8.53% | 24.65% | -6.33% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 5.34% | 14.90% | 30.46% | 14.07% | -12.26% | 36.27% | -2.15% | 31.63% | -11.64% |
Correlation
The correlation between SPGTX and VFAIX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2018 | 0.78 |
Over the past year, the correlation between SPGTX and VFAIX has dropped to 0.55 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
SPGTX vs. VFAIX — Risk / Return Rank
SPGTX
VFAIX
SPGTX vs. VFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Tax-Managed Global Equity Fund (SPGTX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPGTX | VFAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.14 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 0.75 | +2.13 |
| Martin ratioReturn relative to average drawdown | 12.01 | 1.94 | +10.07 |
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Drawdowns
SPGTX vs. VFAIX - Drawdown Comparison
The maximum SPGTX drawdown since its inception was -35.10%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for SPGTX and VFAIX.
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Drawdown Indicators
| SPGTX | VFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -78.64% | +43.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -14.72% | +5.87% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -17.31% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -23.61% | -25.71% | +2.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.37% | — |
Current DrawdownCurrent decline from peak | -0.77% | -1.19% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -18.49% | +13.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 5.66% | -3.54% |
Volatility
SPGTX vs. VFAIX - Volatility Comparison
The current volatility for Symmetry Panoramic Tax-Managed Global Equity Fund (SPGTX) is 3.39%, while Vanguard Financials Index Fund Admiral Shares (VFAIX) has a volatility of 4.07%. This indicates that SPGTX experiences smaller price fluctuations and is considered to be less risky than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGTX | VFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 4.07% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 11.21% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 15.04% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 19.16% | -4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 22.54% | -6.16% |
SPGTX vs. VFAIX - Expense Ratio Comparison
SPGTX has a 0.42% expense ratio, which is higher than VFAIX's 0.09% expense ratio.
Dividends
SPGTX vs. VFAIX - Dividend Comparison
SPGTX's dividend yield for the trailing twelve months is around 3.18%, more than VFAIX's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGTX Symmetry Panoramic Tax-Managed Global Equity Fund | 3.18% | 3.62% | 3.74% | 2.12% | 1.76% | 1.56% | 1.22% | 1.24% | 0.29% | 0.00% | 0.00% | 0.00% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.67% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
Frequently Asked Questions
SPGTX and VFAIX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFAIX has higher volatility (4.07%) compared to SPGTX (3.39%). In terms of maximum drawdown, SPGTX dropped -35.10% vs VFAIX's -78.64%.
SPGTX currently has the higher Sharpe Ratio (1.99 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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