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SPXM vs. VOTE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPXM vs. VOTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Azoria 500 Meritocracy ETF (SPXM) and Engine No. 1 Transform 500 ETF (VOTE). The values are adjusted to include any dividend payments, if applicable.

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SPXM vs. VOTE - Yearly Performance Comparison


2026 (YTD)2025
SPXM
Azoria 500 Meritocracy ETF
0.00%9.16%
VOTE
Engine No. 1 Transform 500 ETF
-4.68%10.33%

Returns By Period


SPXM

1D
0.00%
1M
0.00%
YTD
0.00%
6M
2.20%
1Y
3Y*
5Y*
10Y*

VOTE

1D
2.86%
1M
-4.95%
YTD
-4.68%
6M
-2.30%
1Y
17.91%
3Y*
18.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPXM vs. VOTE - Expense Ratio Comparison

SPXM has a 0.47% expense ratio, which is higher than VOTE's 0.05% expense ratio.


Return for Risk

SPXM vs. VOTE — Risk / Return Rank

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

SPXM

VOTE
VOTE Risk / Return Rank: 6363
Overall Rank
VOTE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOTE Sortino Ratio Rank: 6060
Sortino Ratio Rank
VOTE Omega Ratio Rank: 6464
Omega Ratio Rank
VOTE Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOTE Martin Ratio Rank: 7272
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.

SPXM vs. VOTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Azoria 500 Meritocracy ETF (SPXM) and Engine No. 1 Transform 500 ETF (VOTE). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SPXM vs. VOTE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SPXMVOTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

1.83

0.61

+1.21

Correlation

The correlation between SPXM and VOTE is 0.68, 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

SPXM vs. VOTE - Dividend Comparison

SPXM's dividend yield for the trailing twelve months is around 0.24%, less than VOTE's 1.04% yield.


TTM20252024202320222021
SPXM
Azoria 500 Meritocracy ETF
0.24%0.24%0.00%0.00%0.00%0.00%
VOTE
Engine No. 1 Transform 500 ETF
1.04%1.03%1.18%1.33%1.54%0.54%

Drawdowns

SPXM vs. VOTE - Drawdown Comparison

The maximum SPXM drawdown since its inception was -5.08%, smaller than the maximum VOTE drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for SPXM and VOTE.


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Drawdown Indicators


SPXMVOTEDifference

Max Drawdown

Largest peak-to-trough decline

-5.08%

-25.71%

+20.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

Current Drawdown

Current decline from peak

-0.75%

-6.51%

+5.76%

Average Drawdown

Average peak-to-trough decline

-0.80%

-6.34%

+5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

Volatility

SPXM vs. VOTE - Volatility Comparison


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Volatility by Period


SPXMVOTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

Volatility (1Y)

Calculated over the trailing 1-year period

9.38%

18.49%

-9.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.38%

17.31%

-7.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.38%

17.31%

-7.93%