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SPSM vs. SGRNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPSM vs. SGRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 600 Small Cap ETF (SPSM) and Allspring Growth Fund (SGRNX). The values are adjusted to include any dividend payments, if applicable.

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SPSM vs. SGRNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPSM
SPDR Portfolio S&P 600 Small Cap ETF
4.17%6.11%8.55%16.11%-16.12%26.67%11.69%25.85%-11.17%15.44%
SGRNX
Allspring Growth Fund
-9.51%15.34%29.43%34.06%-36.92%7.43%49.20%37.61%0.69%35.24%

Returns By Period

In the year-to-date period, SPSM achieves a 4.17% return, which is significantly higher than SGRNX's -9.51% return. Over the past 10 years, SPSM has underperformed SGRNX with an annualized return of 10.12%, while SGRNX has yielded a comparatively higher 13.61% annualized return.


SPSM

1D
0.66%
1M
-4.08%
YTD
4.17%
6M
5.65%
1Y
20.97%
3Y*
10.75%
5Y*
4.29%
10Y*
10.12%

SGRNX

1D
4.61%
1M
-6.12%
YTD
-9.51%
6M
-12.99%
1Y
15.54%
3Y*
16.51%
5Y*
4.19%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPSM vs. SGRNX - Expense Ratio Comparison

SPSM has a 0.05% expense ratio, which is lower than SGRNX's 0.75% expense ratio.


Return for Risk

SPSM vs. SGRNX — Risk / Return Rank

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

SPSM
SPSM Risk / Return Rank: 5252
Overall Rank
SPSM Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPSM Sortino Ratio Rank: 5252
Sortino Ratio Rank
SPSM Omega Ratio Rank: 4848
Omega Ratio Rank
SPSM Calmar Ratio Rank: 5454
Calmar Ratio Rank
SPSM Martin Ratio Rank: 5656
Martin Ratio Rank

SGRNX
SGRNX Risk / Return Rank: 2424
Overall Rank
SGRNX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SGRNX Sortino Ratio Rank: 2727
Sortino Ratio Rank
SGRNX Omega Ratio Rank: 2525
Omega Ratio Rank
SGRNX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SGRNX Martin Ratio Rank: 2121
Martin Ratio Rank
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.

SPSM vs. SGRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 600 Small Cap ETF (SPSM) and Allspring Growth Fund (SGRNX). 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.


SPSMSGRNXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.69

+0.25

Sortino ratio

Return per unit of downside risk

1.44

1.13

+0.31

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratio

Return relative to maximum drawdown

1.44

0.85

+0.59

Martin ratio

Return relative to average drawdown

5.80

2.75

+3.05

SPSM vs. SGRNX - Sharpe Ratio Comparison

The current SPSM Sharpe Ratio is 0.93, which is higher than the SGRNX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SPSM and SGRNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPSMSGRNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.69

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.16

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.56

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.39

+0.03

Correlation

The correlation between SPSM and SGRNX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPSM vs. SGRNX - Dividend Comparison

SPSM's dividend yield for the trailing twelve months is around 1.58%, less than SGRNX's 23.41% yield.


TTM20252024202320222021202020192018201720162015
SPSM
SPDR Portfolio S&P 600 Small Cap ETF
1.58%1.62%1.85%1.61%1.38%1.40%1.34%1.58%1.82%1.51%1.49%2.37%
SGRNX
Allspring Growth Fund
23.41%21.19%21.72%7.14%4.93%16.48%10.02%9.81%19.24%27.01%18.95%13.11%

Drawdowns

SPSM vs. SGRNX - Drawdown Comparison

The maximum SPSM drawdown since its inception was -42.89%, smaller than the maximum SGRNX drawdown of -52.68%. Use the drawdown chart below to compare losses from any high point for SPSM and SGRNX.


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Drawdown Indicators


SPSMSGRNXDifference

Max Drawdown

Largest peak-to-trough decline

-42.89%

-52.68%

+9.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-18.99%

+4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-27.94%

-49.79%

+21.85%

Max Drawdown (10Y)

Largest decline over 10 years

-42.89%

-49.79%

+6.90%

Current Drawdown

Current decline from peak

-5.18%

-15.25%

+10.07%

Average Drawdown

Average peak-to-trough decline

-8.02%

-15.71%

+7.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

5.86%

-2.18%

Volatility

SPSM vs. SGRNX - Volatility Comparison

The current volatility for SPDR Portfolio S&P 600 Small Cap ETF (SPSM) is 6.26%, while Allspring Growth Fund (SGRNX) has a volatility of 8.60%. This indicates that SPSM experiences smaller price fluctuations and is considered to be less risky than SGRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPSMSGRNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

8.60%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

14.58%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

22.56%

24.26%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

25.94%

-4.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.97%

24.42%

-1.45%