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SPYX vs. VTIPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPYX and VTIPX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

SPYX vs. VTIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
233.44%
26.70%
SPYX
VTIPX

Key characteristics

Sharpe Ratio

SPYX:

2.25

VTIPX:

2.52

Sortino Ratio

SPYX:

3.01

VTIPX:

3.77

Omega Ratio

SPYX:

1.42

VTIPX:

1.52

Calmar Ratio

SPYX:

3.38

VTIPX:

5.64

Martin Ratio

SPYX:

14.88

VTIPX:

15.57

Ulcer Index

SPYX:

1.92%

VTIPX:

0.28%

Daily Std Dev

SPYX:

12.67%

VTIPX:

1.75%

Max Drawdown

SPYX:

-32.84%

VTIPX:

-5.36%

Current Drawdown

SPYX:

-2.30%

VTIPX:

-0.54%

Returns By Period

In the year-to-date period, SPYX achieves a 26.72% return, which is significantly higher than VTIPX's 4.44% return.


SPYX

YTD

26.72%

1M

0.27%

6M

9.71%

1Y

26.95%

5Y*

14.67%

10Y*

N/A

VTIPX

YTD

4.44%

1M

-0.04%

6M

2.30%

1Y

4.44%

5Y*

3.24%

10Y*

2.43%

Compare stocks, funds, or ETFs

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


SPYX vs. VTIPX - Expense Ratio Comparison

SPYX has a 0.20% expense ratio, which is higher than VTIPX's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
Expense ratio chart for SPYX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VTIPX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

SPYX vs. VTIPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX). 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 SPYX, currently valued at 2.25, compared to the broader market0.002.004.002.252.52
The chart of Sortino ratio for SPYX, currently valued at 3.01, compared to the broader market-2.000.002.004.006.008.0010.003.013.77
The chart of Omega ratio for SPYX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.52
The chart of Calmar ratio for SPYX, currently valued at 3.38, compared to the broader market0.005.0010.0015.003.385.64
The chart of Martin ratio for SPYX, currently valued at 14.88, compared to the broader market0.0020.0040.0060.0080.00100.0014.8815.57
SPYX
VTIPX

The current SPYX Sharpe Ratio is 2.25, which is comparable to the VTIPX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of SPYX and VTIPX, 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.25
2.52
SPYX
VTIPX

Dividends

SPYX vs. VTIPX - Dividend Comparison

SPYX's dividend yield for the trailing twelve months is around 0.76%, less than VTIPX's 1.52% yield.


TTM20232022202120202019201820172016201520142013
SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
0.76%1.21%1.41%1.04%1.33%1.56%1.92%1.68%1.91%0.49%0.00%0.00%
VTIPX
Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares
1.52%2.76%6.74%4.59%1.11%1.88%2.38%1.50%0.55%0.00%0.72%0.02%

Drawdowns

SPYX vs. VTIPX - Drawdown Comparison

The maximum SPYX drawdown since its inception was -32.84%, which is greater than VTIPX's maximum drawdown of -5.36%. Use the drawdown chart below to compare losses from any high point for SPYX and VTIPX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.30%
-0.54%
SPYX
VTIPX

Volatility

SPYX vs. VTIPX - Volatility Comparison

SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) has a higher volatility of 3.78% compared to Vanguard Short-Term Inflation-Protected Securities Index Fund Investor Shares (VTIPX) at 0.44%. This indicates that SPYX's price experiences larger fluctuations and is considered to be riskier than VTIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.78%
0.44%
SPYX
VTIPX
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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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