SPTM vs. TDVG

Last updated Aug 2, 2026

SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) and TDVG (T. Rowe Price Dividend Growth ETF) are both Large Cap Blend Equities funds. SPTM is passively managed, while TDVG is actively managed. Over the past 5 years, SPTM returned 12.48%/yr vs 10.00%/yr for TDVG. Their correlation of 0.90 means they have usually moved in the same direction. SPTM charges 0.03%/yr vs 0.50%/yr for TDVG.

Performance

SPTM vs. TDVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and T. Rowe Price Dividend Growth ETF (TDVG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SPTM having a 10.61% return and TDVG slightly higher at 10.93%.

SPTM

• 1D: 0.62%
• 1M: 0.21%
• 6M: 8.81%
• YTD: 10.61%
• 1Y: 21.87%
• 3Y*: 18.90%
• 5Y*: 12.48%
• 10Y*: 14.86%
• ALL TIME*: 8.78%

TDVG

• 1D: -0.24%
• 1M: 0.47%
• 6M: 9.09%
• YTD: 10.93%
• 1Y: 19.23%
• 3Y*: 14.55%
• 5Y*: 10.00%
• 10Y*: —
• ALL TIME*: 13.28%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	$40.04M	$39.69M	$45.49M
TDVG T. Rowe Price Dividend Growth ETF	$2.11M	$3.07M	$2.63M

SPTM vs. TDVG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	10.61%	16.93%	23.87%	25.55%	-17.75%	28.58%	15.14%
TDVG T. Rowe Price Dividend Growth ETF	10.93%	14.80%	13.45%	13.95%	-10.15%	26.20%	12.97%

Correlation

The correlation between SPTM and TDVG is 0.78, 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.	0.78
Correlation (3Y) Balances recent behavior with more history.	0.84
Correlation (5Y) Shows whether the relationship held over a longer period.	0.89
Correlation (All Time) Calculated using the full available price history since Aug 5, 2020	0.90

The correlation between SPTM and TDVG shifts across timeframes, from 0.78 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

SPTM vs. TDVG - Sectors Allocation Comparison

Sectors	SPTM	TDVG
Technology	36.3%	27.4%
Financial Services	12.5%	19.3%
Healthcare	9.3%	12.8%
Consumer Cyclical	9.1%	6.7%
Industrials	8.8%	14.4%
Communication Services	8.7%	0.8%
Consumer Defensive	4.5%	6.6%
Energy	3.5%	4.5%
Utilities	2.6%	3.2%
Real Estate	2.3%	1.5%
Basic Materials	2.2%	2.8%

Return for Risk

SPTM vs. TDVG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPTM

SPTM Risk / Return Rank: 70
SPTM Sharpe Ratio Rank: 69
SPTM Sortino Ratio Rank: 66
SPTM Omega Ratio Rank: 67
SPTM Calmar Ratio Rank: 67
SPTM Martin Ratio Rank: 79

TDVG

TDVG Risk / Return Rank: 80
TDVG Sharpe Ratio Rank: 82
TDVG Sortino Ratio Rank: 83
TDVG Omega Ratio Rank: 80
TDVG Calmar Ratio Rank: 73
TDVG Martin Ratio Rank: 81

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPTM vs. TDVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and T. Rowe Price Dividend Growth ETF (TDVG). 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.

	SPTM	TDVG	Difference
Sharpe ratio: Return per unit of total volatility	1.57	1.87	-0.31
Sortino ratio: Return per unit of downside risk	2.18	2.69	-0.51
Omega ratio: Gain probability vs. loss probability	1.28	1.34	-0.06
Calmar ratio: Return relative to maximum drawdown	2.31	2.51	-0.20
Martin ratio: Return relative to average drawdown	10.07	10.48	-0.41

SPTM vs. TDVG - Sharpe Ratio Comparison

The current SPTM Sharpe Ratio is 1.57, which is comparable to the TDVG Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of SPTM and TDVG, 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

SPTM vs. TDVG - Drawdown Comparison

The maximum SPTM drawdown since its inception was -54.80%, which is greater than TDVG's maximum drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for SPTM and TDVG.

Drawdown Indicators

	SPTM	TDVG	Difference
Max Drawdown Largest peak-to-trough decline	-54.80%	-19.20%	-35.60%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	-7.24%	-1.44%
Max Drawdown (3Y) Largest decline over 3 years	-18.87%	-14.02%	-4.85%
Max Drawdown (5Y) Largest decline over 5 years	-24.14%	-19.20%	-4.94%
Max Drawdown (10Y) Largest decline over 10 years	-34.66%	—	—
Current Drawdown Current decline from peak	-1.11%	-0.92%	-0.19%
Average Drawdown Average peak-to-trough decline	-9.00%	-3.67%	-5.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	1.73%	+0.26%

Volatility

SPTM vs. TDVG - Volatility Comparison

SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a higher volatility of 3.50% compared to T. Rowe Price Dividend Growth ETF (TDVG) at 2.20%. This indicates that SPTM's price experiences larger fluctuations and is considered to be riskier than TDVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPTM	TDVG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.50%	2.20%	+1.30%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	7.30%	+2.72%
Volatility (1Y) Calculated over the trailing 1-year period	12.81%	9.74%	+3.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.97%	13.87%	+3.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.03%	13.81%	+4.22%

SPTM vs. TDVG - Expense Ratio Comparison

SPTM has a 0.03% expense ratio, which is lower than TDVG's 0.50% expense ratio.

Dividends

SPTM vs. TDVG - Dividend Comparison

SPTM's dividend yield for the trailing twelve months is around 1.06%, more than TDVG's 0.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	1.06%	1.13%	1.28%	1.44%	1.69%	1.25%	1.56%	1.72%	1.90%	1.66%	1.91%	1.92%
TDVG T. Rowe Price Dividend Growth ETF	0.96%	1.00%	1.06%	1.31%	1.15%	0.80%	0.40%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SPTM and TDVG in my portfolio?

SPTM and TDVG 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, SPTM or TDVG?

SPTM has higher volatility (3.50%) compared to TDVG (2.20%). In terms of maximum drawdown, SPTM dropped -54.80% vs TDVG's -19.20%.

Which ETF is better, SPTM or TDVG?

On 5-year performance, SPTM leads with 12.48% vs 10.00% for TDVG. On fees, SPTM is cheaper at 0.03% per year. On volatility, TDVG has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SPTM or TDVG?

Over the 5-year period, SPTM has performed better with a 12.48% return vs 10.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SPTM or TDVG?

SPTM is cheaper with a 0.03% expense ratio, compared with 0.50% for TDVG.

Which ETF pays a higher dividend yield, SPTM or TDVG?

SPTM has the higher dividend yield at 1.06%, compared with 0.96% for TDVG.

What is the main difference between SPTM and TDVG?

They also come from different issuers: State Street and T. Rowe Price. Their fees differ too: 0.03% for SPTM and 0.50% for TDVG.

Which has better risk-adjusted returns?

TDVG currently has the higher Sharpe Ratio (1.87 vs 1.57), 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.