SPYG vs. VOOG
Compare and contrast key facts about SPDR Portfolio S&P 500 Growth ETF (SPYG) and Vanguard S&P 500 Growth ETF (VOOG).
SPYG and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both SPYG and VOOG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYG or VOOG.
Performance
SPYG vs. VOOG - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SPYG having a 33.26% return and VOOG slightly lower at 33.18%. Both investments have delivered pretty close results over the past 10 years, with SPYG having a 14.92% annualized return and VOOG not far behind at 14.88%.
SPYG
33.26%
1.72%
15.23%
37.95%
17.62%
14.92%
VOOG
33.18%
1.66%
14.97%
37.87%
17.54%
14.88%
Key characteristics
| SPYG | VOOG | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.24 |
| Sortino Ratio | 2.93 | 2.91 |
| Omega Ratio | 1.41 | 1.41 |
| Calmar Ratio | 2.88 | 2.86 |
| Martin Ratio | 11.92 | 11.87 |
| Ulcer Index | 3.21% | 3.22% |
| Daily Std Dev | 17.04% | 17.05% |
| Max Drawdown | -67.79% | -32.73% |
| Current Drawdown | -1.47% | -1.55% |
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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%.
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.
Risk-Adjusted Performance
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.
Dividends
SPYG vs. VOOG - Dividend Comparison
SPYG's dividend yield for the trailing twelve months is around 0.65%, more than VOOG's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
VOOG Vanguard S&P 500 Growth ETF | 0.60% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
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.
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 5.32% and 5.41%, 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.