SPILX vs. SPUSX

Last updated Jun 23, 2026

SPILX (Symmetry Panoramic International Equity Fund) and SPUSX (Symmetry Panoramic US Equity Fund) are both mutual funds - SPILX is a Foreign Large Cap Equities fund managed by Symmetry Partners, while SPUSX is a Large Cap Blend Equities fund managed by Symmetry Partners. Over the past 5 years, SPILX returned 9.91%/yr vs 12.15%/yr for SPUSX. A 0.77 correlation means they provide meaningful diversification when combined. SPILX charges 0.89%/yr vs 0.64%/yr for SPUSX.

Performance

SPILX vs. SPUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symmetry Panoramic International Equity Fund (SPILX) and Symmetry Panoramic US Equity Fund (SPUSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPILX achieves a 17.38% return, which is significantly higher than SPUSX's 13.02% return.

SPILX

• 1D: 1.30%
• 1M: 3.58%
• YTD: 17.38%
• 6M: 17.89%
• 1Y: 34.91%
• 3Y*: 19.77%
• 5Y*: 9.91%
• 10Y*: —

SPUSX

• 1D: 0.82%
• 1M: 2.43%
• YTD: 13.02%
• 6M: 11.78%
• 1Y: 26.38%
• 3Y*: 19.13%
• 5Y*: 12.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPILX vs. SPUSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SPILX Symmetry Panoramic International Equity Fund	17.38%	33.04%	1.61%	18.25%	-15.29%	9.49%	8.30%	16.76%	-2.40%
SPUSX Symmetry Panoramic US Equity Fund	13.02%	13.14%	17.83%	19.93%	-13.24%	28.30%	8.97%	27.57%	-8.17%

Correlation

The correlation between SPILX and SPUSX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (All Time) Calculated using the full available price history since Nov 15, 2018	0.77

The correlation between SPILX and SPUSX has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

Return for Risk

SPILX vs. SPUSX — Risk / Return Rank

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

SPILX

SPILX Risk / Return Rank: 69
SPILX Sharpe Ratio Rank: 74
SPILX Sortino Ratio Rank: 65
SPILX Omega Ratio Rank: 73
SPILX Calmar Ratio Rank: 70
SPILX Martin Ratio Rank: 65

SPUSX

SPUSX Risk / Return Rank: 67
SPUSX Sharpe Ratio Rank: 62
SPUSX Sortino Ratio Rank: 61
SPUSX Omega Ratio Rank: 57
SPUSX Calmar Ratio Rank: 75
SPUSX Martin Ratio Rank: 80

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.

SPILX vs. SPUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic International Equity Fund (SPILX) and Symmetry Panoramic US Equity Fund (SPUSX). 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.

	SPILX	SPUSX	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.13	+0.17
Sortino ratio: Return per unit of downside risk	3.07	2.98	+0.09
Omega ratio: Gain probability vs. loss probability	1.44	1.38	+0.05
Calmar ratio: Return relative to maximum drawdown	3.09	3.23	-0.15
Martin ratio: Return relative to average drawdown	11.99	13.92	-1.92

SPILX vs. SPUSX - Sharpe Ratio Comparison

The current SPILX Sharpe Ratio is 2.30, which is comparable to the SPUSX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SPILX and SPUSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SPILX vs. SPUSX - Drawdown Comparison

The maximum SPILX drawdown since its inception was -34.53%, smaller than the maximum SPUSX drawdown of -36.46%. Use the drawdown chart below to compare losses from any high point for SPILX and SPUSX.

Drawdown Indicators

	SPILX	SPUSX	Difference
Max Drawdown Largest peak-to-trough decline	-34.53%	-36.46%	+1.93%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-8.14%	-2.94%
Max Drawdown (3Y) Largest decline over 3 years	-12.90%	-20.15%	+7.25%
Max Drawdown (5Y) Largest decline over 5 years	-27.71%	-21.72%	-5.99%
Current Drawdown Current decline from peak	0.00%	-0.80%	+0.80%
Average Drawdown Average peak-to-trough decline	-6.35%	-5.22%	-1.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	1.89%	+0.95%

Volatility

SPILX vs. SPUSX - Volatility Comparison

Symmetry Panoramic International Equity Fund (SPILX) has a higher volatility of 6.62% compared to Symmetry Panoramic US Equity Fund (SPUSX) at 4.25%. This indicates that SPILX's price experiences larger fluctuations and is considered to be riskier than SPUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPILX	SPUSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.62%	4.25%	+2.37%
Volatility (6M) Calculated over the trailing 6-month period	13.10%	9.54%	+3.56%
Volatility (1Y) Calculated over the trailing 1-year period	14.87%	12.35%	+2.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.65%	16.68%	-2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.51%	19.09%	-3.58%

SPILX vs. SPUSX - Expense Ratio Comparison

SPILX has a 0.89% expense ratio, which is higher than SPUSX's 0.64% expense ratio.

Dividends

SPILX vs. SPUSX - Dividend Comparison

SPILX's dividend yield for the trailing twelve months is around 5.66%, more than SPUSX's 5.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SPILX Symmetry Panoramic International Equity Fund	5.66%	6.64%	3.44%	3.50%	2.45%	2.36%	1.22%	2.96%	1.00%
SPUSX Symmetry Panoramic US Equity Fund	5.56%	6.29%	15.88%	4.05%	3.88%	6.99%	1.11%	1.99%	0.44%

Frequently Asked Questions

Can I hold both SPILX and SPUSX in my portfolio?

SPILX and SPUSX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SPILX or SPUSX?

SPILX has higher volatility (6.62%) compared to SPUSX (4.25%). In terms of maximum drawdown, SPILX dropped -34.53% vs SPUSX's -36.46%.

Which has better risk-adjusted returns?

SPILX currently has the higher Sharpe Ratio (2.30 vs 2.13), 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.