SPYG vs. VUG
Compare and contrast key facts about SPDR Portfolio S&P 500 Growth ETF (SPYG) and Vanguard Growth ETF (VUG).
SPYG and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both SPYG and VUG 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 VUG.
Performance
SPYG vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, SPYG achieves a 33.26% return, which is significantly higher than VUG's 30.43% return. Both investments have delivered pretty close results over the past 10 years, with SPYG having a 14.92% annualized return and VUG not far ahead at 15.50%.
SPYG
33.26%
1.72%
15.23%
37.95%
17.62%
14.92%
VUG
30.43%
2.58%
15.17%
35.89%
19.11%
15.50%
Key characteristics
| SPYG | VUG | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.17 |
| Sortino Ratio | 2.93 | 2.83 |
| Omega Ratio | 1.41 | 1.40 |
| Calmar Ratio | 2.88 | 2.82 |
| Martin Ratio | 11.92 | 11.11 |
| Ulcer Index | 3.21% | 3.29% |
| Daily Std Dev | 17.04% | 16.83% |
| Max Drawdown | -67.79% | -50.68% |
| Current Drawdown | -1.47% | -1.19% |
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SPYG vs. VUG - Expense Ratio Comparison
Both SPYG and VUG 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%.
Correlation
The correlation between SPYG and VUG is 0.97, 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. VUG - 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 Growth ETF (VUG). 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. VUG - Dividend Comparison
SPYG's dividend yield for the trailing twelve months is around 0.65%, more than VUG's 0.49% 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% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
SPYG vs. VUG - Drawdown Comparison
The maximum SPYG drawdown since its inception was -67.79%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SPYG and VUG. For additional features, visit the drawdowns tool.
Volatility
SPYG vs. VUG - Volatility Comparison
SPDR Portfolio S&P 500 Growth ETF (SPYG) and Vanguard Growth ETF (VUG) have volatilities of 5.32% and 5.29%, 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.