SPIDX vs. SGOL
Compare and contrast key facts about Invesco S&P 500 Index Fund (SPIDX) and abrdn Physical Gold Shares ETF (SGOL).
SPIDX is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on Sep 26, 1997. SGOL is a passively managed fund by abrdn that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Sep 9, 2009. Both SPIDX and SGOL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPIDX vs. SGOL - Performance Comparison
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SPIDX vs. SGOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPIDX Invesco S&P 500 Index Fund | -4.42% | 17.54% | 24.65% | 25.95% | -18.36% | 28.30% | 18.13% | 31.11% | -4.75% | 21.45% |
SGOL abrdn Physical Gold Shares ETF | 10.52% | 63.99% | 26.90% | 12.99% | -0.51% | -3.94% | 25.03% | 18.21% | -1.94% | 12.86% |
Returns By Period
In the year-to-date period, SPIDX achieves a -4.42% return, which is significantly lower than SGOL's 10.52% return. Both investments have delivered pretty close results over the past 10 years, with SPIDX having a 13.74% annualized return and SGOL not far ahead at 14.31%.
SPIDX
- 1D
- 2.92%
- 1M
- -5.05%
- YTD
- -4.42%
- 6M
- -2.26%
- 1Y
- 17.02%
- 3Y*
- 17.97%
- 5Y*
- 11.47%
- 10Y*
- 13.74%
SGOL
- 1D
- 1.75%
- 1M
- -10.65%
- YTD
- 10.52%
- 6M
- 23.14%
- 1Y
- 52.61%
- 3Y*
- 34.00%
- 5Y*
- 22.26%
- 10Y*
- 14.31%
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SPIDX vs. SGOL - Expense Ratio Comparison
SPIDX has a 0.29% expense ratio, which is higher than SGOL's 0.17% expense ratio.
Return for Risk
SPIDX vs. SGOL — Risk / Return Rank
SPIDX
SGOL
SPIDX vs. SGOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Index Fund (SPIDX) and abrdn Physical Gold Shares ETF (SGOL). 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.
| SPIDX | SGOL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.92 | -0.96 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.35 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.35 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.73 | -1.43 |
Martin ratioReturn relative to average drawdown | 6.23 | 10.00 | -3.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPIDX | SGOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.92 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.27 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.91 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.58 | -0.14 |
Correlation
The correlation between SPIDX and SGOL is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SPIDX vs. SGOL - Dividend Comparison
SPIDX's dividend yield for the trailing twelve months is around 1.12%, while SGOL has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPIDX Invesco S&P 500 Index Fund | 1.12% | 1.07% | 1.28% | 1.23% | 1.14% | 2.09% | 1.45% | 2.11% | 2.82% | 1.49% | 1.49% | 1.74% |
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPIDX vs. SGOL - Drawdown Comparison
The maximum SPIDX drawdown since its inception was -55.30%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for SPIDX and SGOL.
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Drawdown Indicators
| SPIDX | SGOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.30% | -45.51% | -9.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -19.14% | +7.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -20.92% | -3.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.84% | -21.56% | -12.28% |
Current DrawdownCurrent decline from peak | -6.28% | -11.69% | +5.41% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -18.46% | +7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 5.22% | -2.69% |
Volatility
SPIDX vs. SGOL - Volatility Comparison
The current volatility for Invesco S&P 500 Index Fund (SPIDX) is 5.34%, while abrdn Physical Gold Shares ETF (SGOL) has a volatility of 10.39%. This indicates that SPIDX experiences smaller price fluctuations and is considered to be less risky than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPIDX | SGOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 10.39% | -5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 24.05% | -14.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 27.52% | -9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 17.64% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 15.84% | +2.23% |