SPYGX vs. SPYG
Compare and contrast key facts about Spyglass Growth Fund (SPYGX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYGX is managed by Spyglass Capital Management. It was launched on Dec 29, 2017. 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.
Performance
SPYGX vs. SPYG - Performance Comparison
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SPYGX vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPYGX Spyglass Growth Fund | -24.35% | 15.74% | 38.10% | 54.03% | -47.17% | -11.45% | 61.87% | 34.27% | 7.19% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | -6.91% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -3.28% |
Returns By Period
In the year-to-date period, SPYGX achieves a -24.35% return, which is significantly lower than SPYG's -6.91% return.
SPYGX
- 1D
- 3.78%
- 1M
- -9.94%
- YTD
- -24.35%
- 6M
- -24.03%
- 1Y
- 2.09%
- 3Y*
- 18.33%
- 5Y*
- -3.12%
- 10Y*
- —
SPYG
- 1D
- 1.32%
- 1M
- -4.24%
- YTD
- -6.91%
- 6M
- -5.21%
- 1Y
- 23.24%
- 3Y*
- 22.39%
- 5Y*
- 12.53%
- 10Y*
- 15.90%
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SPYGX vs. SPYG - Expense Ratio Comparison
SPYGX has a 1.05% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Return for Risk
SPYGX vs. SPYG — Risk / Return Rank
SPYGX
SPYG
SPYGX vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Spyglass Growth Fund (SPYGX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
| SPYGX | SPYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 1.04 | -0.93 |
Sortino ratioReturn per unit of downside risk | 0.38 | 1.62 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.23 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 1.75 | -1.68 |
Martin ratioReturn relative to average drawdown | 0.22 | 6.81 | -6.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYGX | SPYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 1.04 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.60 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.32 | -0.01 |
Correlation
The correlation between SPYGX and SPYG is 0.77, 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.
Dividends
SPYGX vs. SPYG - Dividend Comparison
SPYGX has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.57%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYGX Spyglass Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.06% | 10.07% | 2.71% | 0.25% | 4.95% | 0.00% | 0.00% | 0.00% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.57% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Drawdowns
SPYGX vs. SPYG - Drawdown Comparison
The maximum SPYGX drawdown since its inception was -60.08%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for SPYGX and SPYG.
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Drawdown Indicators
| SPYGX | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.08% | -67.63% | +7.55% |
Max Drawdown (1Y)Largest decline over 1 year | -30.05% | -13.76% | -16.29% |
Max Drawdown (5Y)Largest decline over 5 years | -59.90% | -32.67% | -27.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.67% | — |
Current DrawdownCurrent decline from peak | -27.33% | -9.06% | -18.27% |
Average DrawdownAverage peak-to-trough decline | -19.67% | -24.48% | +4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.47% | 3.55% | +5.92% |
Volatility
SPYGX vs. SPYG - Volatility Comparison
Spyglass Growth Fund (SPYGX) has a higher volatility of 8.55% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 7.32%. This indicates that SPYGX's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYGX | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.55% | 7.32% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 18.45% | 12.90% | +5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.00% | 22.42% | +8.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.23% | 21.13% | +9.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.19% | 20.57% | +8.62% |