SRFMX vs. ^GSPC

In the year-to-date period, SRFMX achieves a 2.45% return, which is significantly higher than ^GSPC's 0.51% return. Both investments have delivered pretty close results over the past 10 years, with SRFMX having a 11.37% annualized return and ^GSPC not far behind at 10.85%.

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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.

The current SRFMX Sharpe Ratio is 0.54, which is comparable to the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SRFMX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

The current volatility for Sarofim Equity Fund (SRFMX) is 4.50%, while S&P 500 (^GSPC) has a volatility of 4.77%. 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.