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SPXV vs. VSGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPXV and VSGAX is 0.62, 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.


-0.50.00.51.00.6

Performance

SPXV vs. VSGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Health Care ETF (SPXV) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
246.96%
153.21%
SPXV
VSGAX

Key characteristics

Sharpe Ratio

SPXV:

2.30

VSGAX:

1.11

Sortino Ratio

SPXV:

3.03

VSGAX:

1.58

Omega Ratio

SPXV:

1.42

VSGAX:

1.19

Calmar Ratio

SPXV:

3.28

VSGAX:

0.89

Martin Ratio

SPXV:

14.75

VSGAX:

5.51

Ulcer Index

SPXV:

2.09%

VSGAX:

3.76%

Daily Std Dev

SPXV:

13.37%

VSGAX:

18.70%

Max Drawdown

SPXV:

-34.34%

VSGAX:

-38.70%

Current Drawdown

SPXV:

-2.57%

VSGAX:

-6.65%

Returns By Period

In the year-to-date period, SPXV achieves a 29.08% return, which is significantly higher than VSGAX's 17.94% return.


SPXV

YTD

29.08%

1M

0.15%

6M

10.88%

1Y

29.37%

5Y*

17.08%

10Y*

N/A

VSGAX

YTD

17.94%

1M

-2.96%

6M

14.43%

1Y

17.69%

5Y*

7.91%

10Y*

9.19%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPXV vs. VSGAX - Expense Ratio Comparison

SPXV has a 0.27% expense ratio, which is higher than VSGAX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SPXV
ProShares S&P 500 Ex-Health Care ETF
Expense ratio chart for SPXV: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for VSGAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

SPXV vs. VSGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Health Care ETF (SPXV) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX). 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.


Sharpe ratio
The chart of Sharpe ratio for SPXV, currently valued at 2.30, compared to the broader market0.002.004.002.301.11
The chart of Sortino ratio for SPXV, currently valued at 3.03, compared to the broader market-2.000.002.004.006.008.0010.003.031.58
The chart of Omega ratio for SPXV, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.19
The chart of Calmar ratio for SPXV, currently valued at 3.28, compared to the broader market0.005.0010.0015.003.280.89
The chart of Martin ratio for SPXV, currently valued at 14.75, compared to the broader market0.0020.0040.0060.0080.00100.0014.755.51
SPXV
VSGAX

The current SPXV Sharpe Ratio is 2.30, which is higher than the VSGAX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SPXV and VSGAX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.30
1.11
SPXV
VSGAX

Dividends

SPXV vs. VSGAX - Dividend Comparison

SPXV's dividend yield for the trailing twelve months is around 0.80%, more than VSGAX's 0.39% yield.


TTM20232022202120202019201820172016201520142013
SPXV
ProShares S&P 500 Ex-Health Care ETF
0.80%1.27%1.67%1.40%1.45%1.58%1.90%1.56%3.08%0.00%0.00%0.00%
VSGAX
Vanguard Small-Cap Growth Index Fund Admiral Shares
0.39%0.68%0.55%0.36%0.44%0.57%0.79%0.81%1.08%0.98%1.01%0.65%

Drawdowns

SPXV vs. VSGAX - Drawdown Comparison

The maximum SPXV drawdown since its inception was -34.34%, smaller than the maximum VSGAX drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for SPXV and VSGAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.57%
-6.65%
SPXV
VSGAX

Volatility

SPXV vs. VSGAX - Volatility Comparison

The current volatility for ProShares S&P 500 Ex-Health Care ETF (SPXV) is 3.80%, while Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) has a volatility of 6.34%. This indicates that SPXV experiences smaller price fluctuations and is considered to be less risky than VSGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.80%
6.34%
SPXV
VSGAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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