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SYII vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SYII and SPY is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SYII vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Syntax Stratified Total Market II ETF (SYII) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


SYII

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

0.98%

1M

6.45%

6M

-0.84%

1Y

13.58%

3Y*

14.08%

5Y*

15.83%

10Y*

12.73%

*Annualized

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SPDR S&P 500 ETF

SYII vs. SPY - Expense Ratio Comparison

SYII has a 0.35% expense ratio, which is higher than SPY's 0.09% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SYII vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYII
The Risk-Adjusted Performance Rank of SYII is 6464
Overall Rank
The Sharpe Ratio Rank of SYII is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SYII is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SYII is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SYII is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SYII is 6565
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SYII vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Syntax Stratified Total Market II ETF (SYII) 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SYII vs. SPY - Dividend Comparison

SYII has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.


TTM20242023202220212020201920182017201620152014
SYII
Syntax Stratified Total Market II ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.21%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SYII vs. SPY - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SYII vs. SPY - Volatility Comparison


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