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SPXV vs. VSGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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SPXV vs. VSGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXV
ProShares S&P 500 Ex-Health Care ETF
-4.54%18.40%28.02%30.71%-20.47%28.37%18.99%33.58%-3.81%17.01%
VSGAX
Vanguard Small-Cap Growth Index Fund Admiral Shares
-3.92%8.44%14.94%23.04%-28.39%5.70%35.26%32.76%-5.69%21.92%

Returns By Period

In the year-to-date period, SPXV achieves a -4.54% return, which is significantly lower than VSGAX's -3.92% return. Over the past 10 years, SPXV has outperformed VSGAX with an annualized return of 15.34%, while VSGAX has yielded a comparatively lower 9.98% annualized return.


SPXV

1D
2.89%
1M
-4.62%
YTD
-4.54%
6M
-2.70%
1Y
19.49%
3Y*
19.91%
5Y*
12.34%
10Y*
15.34%

VSGAX

1D
-1.76%
1M
-9.44%
YTD
-3.92%
6M
-2.46%
1Y
15.66%
3Y*
10.85%
5Y*
1.69%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

SPXV vs. VSGAX — Risk / Return Rank

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

SPXV
SPXV Risk / Return Rank: 6464
Overall Rank
SPXV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPXV Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPXV Omega Ratio Rank: 6565
Omega Ratio Rank
SPXV Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPXV Martin Ratio Rank: 7373
Martin Ratio Rank

VSGAX
VSGAX Risk / Return Rank: 3030
Overall Rank
VSGAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VSGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VSGAX Omega Ratio Rank: 2626
Omega Ratio Rank
VSGAX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VSGAX Martin Ratio Rank: 3333
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.

SPXV vs. VSGAX - Risk-Adjusted Trends 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.


SPXVVSGAXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.63

+0.38

Sortino ratio

Return per unit of downside risk

1.55

1.04

+0.50

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.10

Calmar ratio

Return relative to maximum drawdown

1.58

0.87

+0.71

Martin ratio

Return relative to average drawdown

7.50

3.51

+3.99

SPXV vs. VSGAX - Sharpe Ratio Comparison

The current SPXV Sharpe Ratio is 1.01, which is higher than the VSGAX Sharpe Ratio of 0.63. 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.


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Sharpe Ratios by Period


SPXVVSGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.63

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.07

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.44

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.51

+0.31

Correlation

The correlation between SPXV and VSGAX is 0.69, 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

SPXV vs. VSGAX - Dividend Comparison

SPXV's dividend yield for the trailing twelve months is around 1.05%, more than VSGAX's 0.54% yield.


TTM20252024202320222021202020192018201720162015
SPXV
ProShares S&P 500 Ex-Health Care ETF
1.05%0.97%1.12%1.27%1.67%1.11%1.45%1.58%1.89%1.57%2.66%0.56%
VSGAX
Vanguard Small-Cap Growth Index Fund Admiral Shares
0.54%0.54%0.54%0.67%0.55%0.36%0.44%0.57%0.79%0.81%1.08%0.98%

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.


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Drawdown Indicators


SPXVVSGAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.34%

-38.70%

+4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-14.50%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-38.36%

+11.78%

Max Drawdown (10Y)

Largest decline over 10 years

-34.34%

-38.70%

+4.36%

Current Drawdown

Current decline from peak

-6.53%

-11.37%

+4.84%

Average Drawdown

Average peak-to-trough decline

-4.58%

-8.64%

+4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

3.59%

-0.91%

Volatility

SPXV vs. VSGAX - Volatility Comparison

The current volatility for ProShares S&P 500 Ex-Health Care ETF (SPXV) is 5.49%, while Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) has a volatility of 7.60%. 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.


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Volatility by Period


SPXVVSGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

7.60%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

15.11%

-4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

19.37%

24.20%

-4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

23.49%

-5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

22.90%

-4.74%