SVSPX vs. PRGFX
Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and T. Rowe Price Growth Stock Fund (PRGFX).
SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992. PRGFX is managed by T. Rowe Price. It was launched on Apr 11, 1950.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVSPX or PRGFX.
Key characteristics
| SVSPX | PRGFX | |
|---|---|---|
| YTD Return | 26.99% | 29.15% |
| 1Y Return | 25.95% | 34.62% |
| 3Y Return (Ann) | 0.03% | -2.41% |
| 5Y Return (Ann) | 6.71% | 9.72% |
| 10Y Return (Ann) | 6.16% | 6.99% |
| Sharpe Ratio | 1.59 | 2.00 |
| Sortino Ratio | 1.89 | 2.66 |
| Omega Ratio | 1.35 | 1.36 |
| Calmar Ratio | 1.08 | 0.97 |
| Martin Ratio | 6.76 | 9.88 |
| Ulcer Index | 3.69% | 3.39% |
| Daily Std Dev | 15.66% | 16.70% |
| Max Drawdown | -86.30% | -57.19% |
| Current Drawdown | -0.63% | -11.99% |
Correlation
The correlation between SVSPX and PRGFX is 0.89, 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
SVSPX vs. PRGFX - Performance Comparison
In the year-to-date period, SVSPX achieves a 26.99% return, which is significantly lower than PRGFX's 29.15% return. Over the past 10 years, SVSPX has underperformed PRGFX with an annualized return of 6.16%, while PRGFX has yielded a comparatively higher 6.99% 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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SVSPX vs. PRGFX - Expense Ratio Comparison
SVSPX has a 0.16% expense ratio, which is lower than PRGFX's 0.63% expense ratio.
Risk-Adjusted Performance
SVSPX vs. PRGFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street S&P 500 Index Fund Class N (SVSPX) and T. Rowe Price Growth Stock Fund (PRGFX). 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
SVSPX vs. PRGFX - Dividend Comparison
SVSPX's dividend yield for the trailing twelve months is around 1.16%, while PRGFX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | 1.16% | 1.52% | 1.69% | 1.66% | 5.53% | 1.74% | 2.65% | 1.78% | 1.42% | 1.96% | 1.76% | 3.00% |
PRGFX T. Rowe Price Growth Stock Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.19% | 0.26% | 0.08% | 0.00% | 0.00% | 0.04% |
Drawdowns
SVSPX vs. PRGFX - Drawdown Comparison
The maximum SVSPX drawdown since its inception was -86.30%, which is greater than PRGFX's maximum drawdown of -57.19%. Use the drawdown chart below to compare losses from any high point for SVSPX and PRGFX. For additional features, visit the drawdowns tool.
Volatility
SVSPX vs. PRGFX - Volatility Comparison
The current volatility for State Street S&P 500 Index Fund Class N (SVSPX) is 3.92%, while T. Rowe Price Growth Stock Fund (PRGFX) has a volatility of 4.89%. This indicates that SVSPX experiences smaller price fluctuations and is considered to be less risky than PRGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.