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

Correlation

The correlation between SPYG and VOO is 0.95, 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.


-0.50.00.51.00.9

Performance

SPYG vs. VOO - Performance Comparison

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

500.00%550.00%600.00%650.00%700.00%750.00%800.00%850.00%JulyAugustSeptemberOctoberNovemberDecember
787.42%
602.93%
SPYG
VOO

Key characteristics

Sharpe Ratio

SPYG:

2.25

VOO:

2.25

Sortino Ratio

SPYG:

2.89

VOO:

2.98

Omega Ratio

SPYG:

1.41

VOO:

1.42

Calmar Ratio

SPYG:

3.08

VOO:

3.31

Martin Ratio

SPYG:

12.14

VOO:

14.77

Ulcer Index

SPYG:

3.24%

VOO:

1.90%

Daily Std Dev

SPYG:

17.49%

VOO:

12.46%

Max Drawdown

SPYG:

-67.79%

VOO:

-33.99%

Current Drawdown

SPYG:

-2.45%

VOO:

-2.47%

Returns By Period

In the year-to-date period, SPYG achieves a 37.65% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, SPYG has outperformed VOO with an annualized return of 15.23%, while VOO has yielded a comparatively lower 13.08% annualized return.


SPYG

YTD

37.65%

1M

3.29%

6M

11.66%

1Y

37.77%

5Y*

17.47%

10Y*

15.23%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


SPYG vs. VOO - Expense Ratio Comparison

SPYG has a 0.04% expense ratio, which is higher than VOO's 0.03% 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%.


SPYG
SPDR Portfolio S&P 500 Growth ETF
Expense ratio chart for SPYG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SPYG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 Growth ETF (SPYG) and Vanguard S&P 500 ETF (VOO). 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 SPYG, currently valued at 2.25, compared to the broader market0.002.004.002.252.25
The chart of Sortino ratio for SPYG, currently valued at 2.89, compared to the broader market-2.000.002.004.006.008.0010.002.892.98
The chart of Omega ratio for SPYG, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.42
The chart of Calmar ratio for SPYG, currently valued at 3.08, compared to the broader market0.005.0010.0015.003.083.31
The chart of Martin ratio for SPYG, currently valued at 12.14, compared to the broader market0.0020.0040.0060.0080.00100.0012.1414.77
SPYG
VOO

The current SPYG Sharpe Ratio is 2.25, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SPYG and VOO, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.25
2.25
SPYG
VOO

Dividends

SPYG vs. VOO - Dividend Comparison

SPYG's dividend yield for the trailing twelve months is around 0.40%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.40%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%1.42%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SPYG vs. VOO - Drawdown Comparison

The maximum SPYG drawdown since its inception was -67.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPYG and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.45%
-2.47%
SPYG
VOO

Volatility

SPYG vs. VOO - Volatility Comparison

SPDR Portfolio S&P 500 Growth ETF (SPYG) has a higher volatility of 4.80% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that SPYG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.80%
3.75%
SPYG
VOO
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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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