SRFMX vs. SPY
Compare and contrast key facts about Sarofim Equity Fund (SRFMX) and SPDR S&P 500 ETF (SPY).
SRFMX is managed by Sarofim. It was launched on Jan 17, 2014. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRFMX or SPY.
Correlation
The correlation between SRFMX and SPY is 0.95, 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
SRFMX vs. SPY - Performance Comparison
Key characteristics
SRFMX:
-0.19
SPY:
1.91
SRFMX:
-0.11
SPY:
2.57
SRFMX:
0.98
SPY:
1.35
SRFMX:
-0.14
SPY:
2.88
SRFMX:
-0.53
SPY:
11.96
SRFMX:
6.81%
SPY:
2.03%
SRFMX:
18.69%
SPY:
12.68%
SRFMX:
-32.46%
SPY:
-55.19%
SRFMX:
-23.12%
SPY:
0.00%
Returns By Period
In the year-to-date period, SRFMX achieves a 3.83% return, which is significantly lower than SPY's 4.34% return. Over the past 10 years, SRFMX has underperformed SPY with an annualized return of 4.18%, while SPY has yielded a comparatively higher 13.21% annualized return.
SRFMX
3.83%
2.24%
-11.68%
-3.65%
1.53%
4.18%
SPY
4.34%
2.33%
10.15%
23.99%
14.44%
13.21%
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SRFMX vs. SPY - Expense Ratio Comparison
SRFMX has a 0.70% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
SRFMX vs. SPY — Risk-Adjusted Performance Rank
SRFMX
SPY
SRFMX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sarofim Equity Fund (SRFMX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
SRFMX vs. SPY - Dividend Comparison
SRFMX's dividend yield for the trailing twelve months is around 0.59%, less than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRFMX Sarofim Equity Fund | 0.59% | 0.62% | 0.85% | 0.85% | 0.54% | 0.84% | 1.07% | 1.67% | 1.21% | 1.69% | 2.12% | 2.09% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SRFMX vs. SPY - Drawdown Comparison
The maximum SRFMX drawdown since its inception was -32.46%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SRFMX and SPY. For additional features, visit the drawdowns tool.
Volatility
SRFMX vs. SPY - Volatility Comparison
The current volatility for Sarofim Equity Fund (SRFMX) is 2.86%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.13%. This indicates that SRFMX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.