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SPTM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPTM and VOO is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

SPTM vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
528.59%
552.28%
SPTM
VOO

Key characteristics

Sharpe Ratio

SPTM:

0.52

VOO:

0.57

Sortino Ratio

SPTM:

0.85

VOO:

0.92

Omega Ratio

SPTM:

1.12

VOO:

1.13

Calmar Ratio

SPTM:

0.53

VOO:

0.58

Martin Ratio

SPTM:

2.20

VOO:

2.42

Ulcer Index

SPTM:

4.56%

VOO:

4.51%

Daily Std Dev

SPTM:

19.32%

VOO:

19.17%

Max Drawdown

SPTM:

-54.80%

VOO:

-33.99%

Current Drawdown

SPTM:

-10.66%

VOO:

-10.56%

Returns By Period

The year-to-date returns for both investments are quite close, with SPTM having a -6.69% return and VOO slightly higher at -6.43%. Both investments have delivered pretty close results over the past 10 years, with SPTM having a 11.60% annualized return and VOO not far ahead at 12.02%.


SPTM

YTD

-6.69%

1M

-5.05%

6M

-5.32%

1Y

8.70%

5Y*

15.78%

10Y*

11.60%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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SPTM vs. VOO - Expense Ratio Comparison

Both SPTM and VOO have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SPTM: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPTM: 0.03%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

SPTM vs. VOO — Risk-Adjusted Performance Rank

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

SPTM
The Risk-Adjusted Performance Rank of SPTM is 6363
Overall Rank
The Sharpe Ratio Rank of SPTM is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SPTM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPTM is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SPTM is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPTM is 6464
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPTM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for SPTM, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.00
SPTM: 0.52
VOO: 0.57
The chart of Sortino ratio for SPTM, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
SPTM: 0.85
VOO: 0.92
The chart of Omega ratio for SPTM, currently valued at 1.12, compared to the broader market0.501.001.502.00
SPTM: 1.12
VOO: 1.13
The chart of Calmar ratio for SPTM, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
SPTM: 0.53
VOO: 0.58
The chart of Martin ratio for SPTM, currently valued at 2.20, compared to the broader market0.0020.0040.0060.00
SPTM: 2.20
VOO: 2.42

The current SPTM Sharpe Ratio is 0.52, which is comparable to the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SPTM and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.52
0.57
SPTM
VOO

Dividends

SPTM vs. VOO - Dividend Comparison

SPTM's dividend yield for the trailing twelve months is around 1.40%, which matches VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
1.40%1.28%1.44%1.69%1.25%1.56%1.71%1.90%1.66%1.91%1.92%2.08%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SPTM vs. VOO - Drawdown Comparison

The maximum SPTM drawdown since its inception was -54.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPTM and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.66%
-10.56%
SPTM
VOO

Volatility

SPTM vs. VOO - Volatility Comparison

SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.19% and 13.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.19%
13.97%
SPTM
VOO