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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%JulyAugustSeptemberOctoberNovemberDecember
38.36%
13.06%
SPYGX
VOOG

Key characteristics

Sharpe Ratio

SPYGX:

1.81

VOOG:

2.30

Sortino Ratio

SPYGX:

2.45

VOOG:

2.95

Omega Ratio

SPYGX:

1.30

VOOG:

1.42

Calmar Ratio

SPYGX:

0.92

VOOG:

3.14

Martin Ratio

SPYGX:

7.29

VOOG:

12.45

Ulcer Index

SPYGX:

5.74%

VOOG:

3.25%

Daily Std Dev

SPYGX:

23.15%

VOOG:

17.54%

Max Drawdown

SPYGX:

-63.69%

VOOG:

-32.73%

Current Drawdown

SPYGX:

-17.16%

VOOG:

-0.21%

Returns By Period

In the year-to-date period, SPYGX achieves a 43.12% return, which is significantly higher than VOOG's 40.75% return.


SPYGX

YTD

43.12%

1M

-3.30%

6M

38.36%

1Y

41.56%

5Y*

8.04%

10Y*

N/A

VOOG

YTD

40.75%

1M

4.59%

6M

13.05%

1Y

40.18%

5Y*

17.74%

10Y*

15.39%

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 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 1.81, compared to the broader market-1.000.001.002.003.004.001.812.30
The chart of Sortino ratio for SPYGX, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.0010.002.452.95
The chart of Omega ratio for SPYGX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.301.42
The chart of Calmar ratio for SPYGX, currently valued at 0.92, compared to the broader market0.002.004.006.008.0010.0012.0014.000.923.14
The chart of Martin ratio for SPYGX, currently valued at 7.29, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.2912.45
SPYGX
VOOG

The current SPYGX Sharpe Ratio is 1.81, which is comparable to the VOOG Sharpe Ratio of 2.30. 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.81
2.30
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 0.47%.


TTM20232022202120202019201820172016201520142013
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
0.47%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

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%JulyAugustSeptemberOctoberNovemberDecember
-17.16%
-0.21%
SPYGX
VOOG

Volatility

SPYGX vs. VOOG - Volatility Comparison

Spyglass Growth Fund (SPYGX) has a higher volatility of 8.25% compared to Vanguard S&P 500 Growth ETF (VOOG) at 4.98%. This indicates that SPYGX's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
8.25%
4.98%
SPYGX
VOOG
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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.

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