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

Correlation

The correlation between SPYG and VOOG is 0.98, 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.


-0.50.00.51.01.0

Performance

SPYG vs. VOOG - 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 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
11.43%
11.35%
SPYG
VOOG

Key characteristics

Sharpe Ratio

SPYG:

2.17

VOOG:

2.16

Sortino Ratio

SPYG:

2.80

VOOG:

2.79

Omega Ratio

SPYG:

1.39

VOOG:

1.39

Calmar Ratio

SPYG:

3.04

VOOG:

3.00

Martin Ratio

SPYG:

11.76

VOOG:

11.71

Ulcer Index

SPYG:

3.29%

VOOG:

3.30%

Daily Std Dev

SPYG:

17.88%

VOOG:

17.88%

Max Drawdown

SPYG:

-67.79%

VOOG:

-32.73%

Current Drawdown

SPYG:

-1.44%

VOOG:

-1.44%

Returns By Period

The year-to-date returns for both investments are quite close, with SPYG having a 2.26% return and VOOG slightly higher at 2.30%. Both investments have delivered pretty close results over the past 10 years, with SPYG having a 15.39% annualized return and VOOG not far behind at 15.34%.


SPYG

YTD

2.26%

1M

1.04%

6M

11.42%

1Y

34.66%

5Y*

16.59%

10Y*

15.39%

VOOG

YTD

2.30%

1M

1.02%

6M

11.36%

1Y

34.52%

5Y*

16.51%

10Y*

15.34%

*Annualized

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. VOOG - Expense Ratio Comparison

SPYG has a 0.04% expense ratio, which is lower than VOOG's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VOOG
Vanguard S&P 500 Growth ETF
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
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%

Risk-Adjusted Performance

SPYG vs. VOOG — 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 7979
Overall Rank
The Sharpe Ratio Rank of SPYG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7979
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 7979
Overall Rank
The Sharpe Ratio Rank of VOOG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 7979
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. VOOG - 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 Growth ETF (VOOG). 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 2.17, compared to the broader market0.002.004.002.172.16
The chart of Sortino ratio for SPYG, currently valued at 2.80, compared to the broader market0.005.0010.002.802.79
The chart of Omega ratio for SPYG, currently valued at 1.39, compared to the broader market1.002.003.001.391.39
The chart of Calmar ratio for SPYG, currently valued at 3.04, compared to the broader market0.005.0010.0015.0020.003.043.00
The chart of Martin ratio for SPYG, currently valued at 11.76, compared to the broader market0.0020.0040.0060.0080.00100.0011.7611.71
SPYG
VOOG

The current SPYG Sharpe Ratio is 2.17, which is comparable to the VOOG Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of SPYG and VOOG, 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 Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.17
2.16
SPYG
VOOG

Dividends

SPYG vs. VOOG - Dividend Comparison

SPYG's dividend yield for the trailing twelve months is around 0.59%, more than VOOG's 0.48% yield.


TTM20242023202220212020201920182017201620152014
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.59%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%
VOOG
Vanguard S&P 500 Growth ETF
0.48%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

SPYG vs. VOOG - Drawdown Comparison

The maximum SPYG drawdown since its inception was -67.79%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for SPYG and VOOG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.44%
-1.44%
SPYG
VOOG

Volatility

SPYG vs. VOOG - Volatility Comparison

SPDR Portfolio S&P 500 Growth ETF (SPYG) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 6.25% and 6.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.25%
6.18%
SPYG
VOOG
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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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