SPYGX vs. SPY

In the year-to-date period, SPYGX achieves a -9.06% return, which is significantly lower than SPY's -3.42% return.

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SPYGX has a 1.05% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Spyglass Growth Fund (SPYGX) and SPDR S&P 500 ETF (SPY). 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 current SPYGX Sharpe Ratio is 0.57, which is comparable to the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SPYGX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPYGX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.

The maximum SPYGX drawdown since its inception was -63.69%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SPYGX and SPY. For additional features, visit the drawdowns tool.