SSGFX vs. SPY
Compare and contrast key facts about Sextant Growth Fund (SSGFX) and SPDR S&P 500 ETF (SPY).
SSGFX is managed by Sextant Mutual Funds. It was launched on Apr 1, 1987. 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: SSGFX or SPY.
Key characteristics
| SSGFX | SPY | |
|---|---|---|
| YTD Return | 25.52% | 26.77% |
| 1Y Return | 34.48% | 37.43% |
| 3Y Return (Ann) | 3.07% | 10.15% |
| 5Y Return (Ann) | 11.77% | 15.86% |
| 10Y Return (Ann) | 7.88% | 13.33% |
| Sharpe Ratio | 2.27 | 3.06 |
| Sortino Ratio | 2.99 | 4.08 |
| Omega Ratio | 1.41 | 1.58 |
| Calmar Ratio | 1.66 | 4.44 |
| Martin Ratio | 12.41 | 20.11 |
| Ulcer Index | 2.77% | 1.85% |
| Daily Std Dev | 15.18% | 12.18% |
| Max Drawdown | -48.53% | -55.19% |
| Current Drawdown | -0.02% | -0.31% |
Correlation
The correlation between SSGFX and SPY is 0.86, 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
SSGFX vs. SPY - Performance Comparison
The year-to-date returns for both investments are quite close, with SSGFX having a 25.52% return and SPY slightly higher at 26.77%. Over the past 10 years, SSGFX has underperformed SPY with an annualized return of 7.88%, while SPY has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SSGFX vs. SPY - Expense Ratio Comparison
SSGFX has a 0.74% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
SSGFX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sextant Growth Fund (SSGFX) 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
SSGFX vs. SPY - Dividend Comparison
SSGFX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSGFX Sextant Growth Fund | 0.00% | 0.00% | 0.00% | 0.10% | 0.06% | 0.03% | 0.17% | 0.63% | 0.48% | 0.15% | 0.05% | 0.53% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SSGFX vs. SPY - Drawdown Comparison
The maximum SSGFX drawdown since its inception was -48.53%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SSGFX and SPY. For additional features, visit the drawdowns tool.
Volatility
SSGFX vs. SPY - Volatility Comparison
Sextant Growth Fund (SSGFX) has a higher volatility of 4.53% compared to SPDR S&P 500 ETF (SPY) at 3.88%. This indicates that SSGFX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.