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SPYG vs. SPYV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPYG and SPYV is 0.86, 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

SPYG vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 500 Growth ETF (SPYG) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
322.62%
434.69%
SPYG
SPYV

Key characteristics

Sharpe Ratio

SPYG:

0.59

SPYV:

0.18

Sortino Ratio

SPYG:

0.97

SPYV:

0.36

Omega Ratio

SPYG:

1.14

SPYV:

1.05

Calmar Ratio

SPYG:

0.66

SPYV:

0.16

Martin Ratio

SPYG:

2.37

SPYV:

0.61

Ulcer Index

SPYG:

6.18%

SPYV:

4.63%

Daily Std Dev

SPYG:

24.77%

SPYV:

15.74%

Max Drawdown

SPYG:

-67.79%

SPYV:

-58.45%

Current Drawdown

SPYG:

-15.18%

SPYV:

-12.00%

Returns By Period

In the year-to-date period, SPYG achieves a -10.85% return, which is significantly lower than SPYV's -5.53% return. Over the past 10 years, SPYG has outperformed SPYV with an annualized return of 13.33%, while SPYV has yielded a comparatively lower 9.19% annualized return.


SPYG

YTD

-10.85%

1M

-6.99%

6M

-6.04%

1Y

11.71%

5Y*

15.59%

10Y*

13.33%

SPYV

YTD

-5.53%

1M

-6.40%

6M

-8.59%

1Y

1.28%

5Y*

14.03%

10Y*

9.19%

*Annualized

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SPYG vs. SPYV - Expense Ratio Comparison

Both SPYG and SPYV have an expense ratio of 0.04%, 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 SPYG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYG: 0.04%
Expense ratio chart for SPYV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYV: 0.04%

Risk-Adjusted Performance

SPYG vs. SPYV — Risk-Adjusted Performance Rank

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

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7171
Overall Rank
The Sharpe Ratio Rank of SPYG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7070
Martin Ratio Rank

SPYV
The Risk-Adjusted Performance Rank of SPYV is 4343
Overall Rank
The Sharpe Ratio Rank of SPYV is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYV is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SPYV is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SPYV is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SPYV is 4343
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.

SPYG vs. SPYV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 Growth ETF (SPYG) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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 SPYG, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
SPYG: 0.59
SPYV: 0.18
The chart of Sortino ratio for SPYG, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.00
SPYG: 0.97
SPYV: 0.36
The chart of Omega ratio for SPYG, currently valued at 1.14, compared to the broader market0.501.001.502.00
SPYG: 1.14
SPYV: 1.05
The chart of Calmar ratio for SPYG, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
SPYG: 0.66
SPYV: 0.16
The chart of Martin ratio for SPYG, currently valued at 2.37, compared to the broader market0.0020.0040.0060.00
SPYG: 2.37
SPYV: 0.61

The current SPYG Sharpe Ratio is 0.59, which is higher than the SPYV Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SPYG and SPYV, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.59
0.18
SPYG
SPYV

Dividends

SPYG vs. SPYV - Dividend Comparison

SPYG's dividend yield for the trailing twelve months is around 0.69%, less than SPYV's 2.27% yield.


TTM20242023202220212020201920182017201620152014
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.69%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%
SPYV
SPDR Portfolio S&P 500 Value ETF
2.27%2.29%1.75%2.23%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%

Drawdowns

SPYG vs. SPYV - Drawdown Comparison

The maximum SPYG drawdown since its inception was -67.79%, which is greater than SPYV's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for SPYG and SPYV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.18%
-12.00%
SPYG
SPYV

Volatility

SPYG vs. SPYV - Volatility Comparison

SPDR Portfolio S&P 500 Growth ETF (SPYG) has a higher volatility of 16.15% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 11.90%. This indicates that SPYG's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.15%
11.90%
SPYG
SPYV