PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPYGX vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPYGX and VOOG 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.


-0.50.00.51.00.8

Performance

SPYGX vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spyglass Growth Fund (SPYGX) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
43.41%
13.97%
SPYGX
VOOG

Key characteristics

Sharpe Ratio

SPYGX:

1.84

VOOG:

1.72

Sortino Ratio

SPYGX:

2.49

VOOG:

2.26

Omega Ratio

SPYGX:

1.31

VOOG:

1.31

Calmar Ratio

SPYGX:

0.93

VOOG:

2.43

Martin Ratio

SPYGX:

6.93

VOOG:

9.45

Ulcer Index

SPYGX:

6.12%

VOOG:

3.31%

Daily Std Dev

SPYGX:

23.14%

VOOG:

18.30%

Max Drawdown

SPYGX:

-63.69%

VOOG:

-32.73%

Current Drawdown

SPYGX:

-17.28%

VOOG:

-3.99%

Returns By Period

In the year-to-date period, SPYGX achieves a 3.49% return, which is significantly higher than VOOG's 0.91% return.


SPYGX

YTD

3.49%

1M

1.51%

6M

43.41%

1Y

41.07%

5Y*

7.29%

10Y*

N/A

VOOG

YTD

0.91%

1M

-1.17%

6M

13.97%

1Y

31.34%

5Y*

16.38%

10Y*

15.50%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPYGX vs. VOOG - Expense Ratio Comparison

SPYGX has a 1.05% expense ratio, which is higher than VOOG's 0.10% expense ratio.


SPYGX
Spyglass Growth Fund
Expense ratio chart for SPYGX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
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%

Risk-Adjusted Performance

SPYGX vs. VOOG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYGX
The Risk-Adjusted Performance Rank of SPYGX is 7676
Overall Rank
The Sharpe Ratio Rank of SPYGX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYGX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SPYGX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SPYGX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SPYGX is 7373
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 7272
Overall Rank
The Sharpe Ratio Rank of VOOG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 7474
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.

SPYGX vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Spyglass Growth Fund (SPYGX) 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 SPYGX, currently valued at 1.84, compared to the broader market-1.000.001.002.003.004.001.841.72
The chart of Sortino ratio for SPYGX, currently valued at 2.49, compared to the broader market0.005.0010.002.492.26
The chart of Omega ratio for SPYGX, currently valued at 1.31, compared to the broader market1.002.003.004.001.311.31
The chart of Calmar ratio for SPYGX, currently valued at 0.93, compared to the broader market0.005.0010.0015.0020.000.932.43
The chart of Martin ratio for SPYGX, currently valued at 6.93, compared to the broader market0.0020.0040.0060.0080.006.939.45
SPYGX
VOOG

The current SPYGX Sharpe Ratio is 1.84, which is comparable to the VOOG Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SPYGX 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.84
1.72
SPYGX
VOOG

Dividends

SPYGX vs. VOOG - Dividend Comparison

SPYGX has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.48%.


TTM20242023202220212020201920182017201620152014
SPYGX
Spyglass Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

SPYGX vs. VOOG - Drawdown Comparison

The maximum SPYGX drawdown since its inception was -63.69%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for SPYGX and VOOG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-17.28%
-3.99%
SPYGX
VOOG

Volatility

SPYGX vs. VOOG - Volatility Comparison

The current volatility for Spyglass Growth Fund (SPYGX) is 5.08%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 6.43%. This indicates that SPYGX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. 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%10.00%AugustSeptemberOctoberNovemberDecember2025
5.08%
6.43%
SPYGX
VOOG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab