TANDX vs. SVSPX
TANDX (Castle Tandem Fund) and SVSPX (State Street S&P 500 Index Fund Class N) are both Large Cap Blend Equities funds. Over the past 5 years, TANDX returned 2.31%/yr vs 12.57%/yr for SVSPX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. TANDX charges 1.59%/yr vs 0.16%/yr for SVSPX.
Performance
TANDX vs. SVSPX - Performance Comparison
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Returns By Period
In the year-to-date period, TANDX achieves a -6.75% return, which is significantly lower than SVSPX's 9.27% return.
TANDX
- 1D
- -0.76%
- 1M
- 3.12%
- 6M
- -5.57%
- YTD
- -6.75%
- 1Y
- -7.42%
- 3Y*
- 1.92%
- 5Y*
- 2.31%
- 10Y*
- —
- ALL TIME*
- 6.41%
SVSPX
- 1D
- 1.66%
- 1M
- -0.57%
- 6M
- 7.27%
- YTD
- 9.27%
- 1Y
- 18.70%
- 3Y*
- 19.00%
- 5Y*
- 12.57%
- 10Y*
- 14.85%
- ALL TIME*
- 10.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TANDX Castle Tandem Fund | $0.00 | $0.00 | $0.00 |
TANDX vs. SVSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TANDX Castle Tandem Fund | -6.75% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% | 13.39% | 12.57% |
SVSPX State Street S&P 500 Index Fund Class N | 9.27% | 17.83% | 25.07% | 26.21% | -18.31% | 28.38% | 18.48% | 14.77% |
Correlation
The correlation between TANDX and SVSPX is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.71 |
Over the past year, the correlation between TANDX and SVSPX has dropped to 0.21 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
TANDX vs. SVSPX — Risk / Return Rank
TANDX
SVSPX
TANDX vs. SVSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Castle Tandem Fund (TANDX) and State Street S&P 500 Index Fund Class N (SVSPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TANDX | SVSPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.42 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.29 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.48 | -2.99 |
| Martin ratioReturn relative to average drawdown | -0.96 | 10.71 | -11.67 |
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Drawdowns
TANDX vs. SVSPX - Drawdown Comparison
The maximum TANDX drawdown since its inception was -93.98%, which is greater than SVSPX's maximum drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for TANDX and SVSPX.
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Drawdown Indicators
| TANDX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.98% | -55.76% | -38.22% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -8.93% | -7.95% |
Max Drawdown (3Y)Largest decline over 3 years | -93.98% | -19.09% | -74.89% |
Max Drawdown (5Y)Largest decline over 5 years | -93.98% | -24.59% | -69.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.69% | — |
Current DrawdownCurrent decline from peak | -93.48% | -2.11% | -91.37% |
Average DrawdownAverage peak-to-trough decline | -21.84% | -9.20% | -12.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.79% | 1.92% | +6.87% |
Volatility
TANDX vs. SVSPX - Volatility Comparison
Castle Tandem Fund (TANDX) has a higher volatility of 4.71% compared to State Street S&P 500 Index Fund Class N (SVSPX) at 3.33%. This indicates that TANDX's price experiences larger fluctuations and is considered to be riskier than SVSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TANDX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.33% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 10.43% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.68% | 13.75% | -3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 596.04% | 17.58% | +578.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 491.15% | 18.35% | +472.80% |
TANDX vs. SVSPX - Expense Ratio Comparison
TANDX has a 1.59% expense ratio, which is higher than SVSPX's 0.16% expense ratio.
Dividends
TANDX vs. SVSPX - Dividend Comparison
TANDX's dividend yield for the trailing twelve months is around 6.62%, less than SVSPX's 7.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | 7.60% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
TANDX Castle Tandem Fund | 6.62% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TANDX and SVSPX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (4.71%) compared to SVSPX (3.33%). In terms of maximum drawdown, TANDX dropped -93.98% vs SVSPX's -55.76%.
SVSPX currently has the higher Sharpe Ratio (1.61 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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