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SPYGX vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPYGX and VOOG is 0.78, 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.


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.

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Key characteristics

Sharpe Ratio

SPYGX:

0.57

VOOG:

0.62

Sortino Ratio

SPYGX:

0.99

VOOG:

1.01

Omega Ratio

SPYGX:

1.13

VOOG:

1.14

Calmar Ratio

SPYGX:

0.39

VOOG:

0.70

Martin Ratio

SPYGX:

1.60

VOOG:

2.34

Ulcer Index

SPYGX:

11.23%

VOOG:

6.61%

Daily Std Dev

SPYGX:

32.37%

VOOG:

24.78%

Max Drawdown

SPYGX:

-63.69%

VOOG:

-32.73%

Current Drawdown

SPYGX:

-27.31%

VOOG:

-8.94%

Returns By Period

In the year-to-date period, SPYGX achieves a -9.06% return, which is significantly lower than VOOG's -4.23% return.


SPYGX

YTD

-9.06%

1M

7.47%

6M

-5.19%

1Y

18.26%

5Y*

4.63%

10Y*

N/A

VOOG

YTD

-4.23%

1M

5.14%

6M

-3.79%

1Y

15.25%

5Y*

16.12%

10Y*

14.25%

*Annualized

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SPYGX vs. VOOG - Expense Ratio Comparison

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


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 5959
Overall Rank
The Sharpe Ratio Rank of SPYGX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYGX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SPYGX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SPYGX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of SPYGX is 5353
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 6868
Overall Rank
The Sharpe Ratio Rank of VOOG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6767
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.


The current SPYGX Sharpe Ratio is 0.57, which is comparable to the VOOG Sharpe Ratio of 0.62. 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.


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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 0.58%.


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
0.58%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.


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Volatility

SPYGX vs. VOOG - Volatility Comparison


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