SRFMX vs. ^GSPC
Compare and contrast key facts about Sarofim Equity Fund (SRFMX) and S&P 500 (^GSPC).
SRFMX is managed by Sarofim. It was launched on Jan 17, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRFMX or ^GSPC.
Correlation
The correlation between SRFMX and ^GSPC 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. ^GSPC - Performance Comparison
Key characteristics
SRFMX:
-0.24
^GSPC:
1.62
SRFMX:
-0.16
^GSPC:
2.20
SRFMX:
0.97
^GSPC:
1.30
SRFMX:
-0.17
^GSPC:
2.46
SRFMX:
-0.63
^GSPC:
10.01
SRFMX:
7.03%
^GSPC:
2.08%
SRFMX:
18.70%
^GSPC:
12.88%
SRFMX:
-32.46%
^GSPC:
-56.78%
SRFMX:
-24.01%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, SRFMX achieves a 2.63% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, SRFMX has underperformed ^GSPC with an annualized return of 4.02%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
SRFMX
2.63%
-0.75%
-12.81%
-6.43%
1.54%
4.02%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SRFMX vs. ^GSPC — Risk-Adjusted Performance Rank
SRFMX
^GSPC
SRFMX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sarofim Equity Fund (SRFMX) and S&P 500 (^GSPC). 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.
Drawdowns
SRFMX vs. ^GSPC - Drawdown Comparison
The maximum SRFMX drawdown since its inception was -32.46%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SRFMX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
SRFMX vs. ^GSPC - Volatility Comparison
The current volatility for Sarofim Equity Fund (SRFMX) is 2.95%, while S&P 500 (^GSPC) has a volatility of 3.43%. This indicates that SRFMX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.