SPXV vs. VSGAX
Compare and contrast key facts about ProShares S&P 500 Ex-Health Care ETF (SPXV) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX).
SPXV is a passively managed fund by ProShares that tracks the performance of the S&P 500 Ex-Health Care Index. It was launched on Sep 22, 2015. VSGAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPXV or VSGAX.
Key characteristics
| SPXV | VSGAX | |
|---|---|---|
| YTD Return | 29.26% | 20.54% |
| 1Y Return | 41.43% | 44.11% |
| 3Y Return (Ann) | 11.87% | -1.05% |
| 5Y Return (Ann) | 18.32% | 9.60% |
| Sharpe Ratio | 3.21 | 2.20 |
| Sortino Ratio | 4.19 | 3.01 |
| Omega Ratio | 1.60 | 1.37 |
| Calmar Ratio | 4.49 | 1.27 |
| Martin Ratio | 20.67 | 11.59 |
| Ulcer Index | 2.04% | 3.62% |
| Daily Std Dev | 13.18% | 19.05% |
| Max Drawdown | -34.34% | -38.70% |
| Current Drawdown | 0.00% | -3.32% |
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.
Performance
SPXV vs. VSGAX - Performance Comparison
In the year-to-date period, SPXV achieves a 29.26% return, which is significantly higher than VSGAX's 20.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
SPXV vs. VSGAX - Dividend Comparison
SPXV's dividend yield for the trailing twelve months is around 1.14%, more than VSGAX's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPXV ProShares S&P 500 Ex-Health Care ETF | 1.14% | 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 | 0.59% | 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.
Volatility
SPXV vs. VSGAX - Volatility Comparison
The current volatility for ProShares S&P 500 Ex-Health Care ETF (SPXV) is 4.19%, while Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) has a volatility of 5.23%. 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.