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

Correlation

The correlation between TBG and SPY is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

TBG vs. SPY - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
10.79%
6.61%
TBG
SPY

Key characteristics

Sharpe Ratio

TBG:

1.83

SPY:

2.05

Sortino Ratio

TBG:

2.62

SPY:

2.73

Omega Ratio

TBG:

1.33

SPY:

1.38

Calmar Ratio

TBG:

2.95

SPY:

3.07

Martin Ratio

TBG:

9.57

SPY:

13.22

Ulcer Index

TBG:

2.05%

SPY:

1.95%

Daily Std Dev

TBG:

10.74%

SPY:

12.57%

Max Drawdown

TBG:

-6.66%

SPY:

-55.19%

Current Drawdown

TBG:

-5.25%

SPY:

-2.69%

Returns By Period

In the year-to-date period, TBG achieves a 0.21% return, which is significantly lower than SPY's 0.58% return.


TBG

YTD

0.21%

1M

-3.09%

6M

12.13%

1Y

20.27%

5Y*

N/A

10Y*

N/A

SPY

YTD

0.58%

1M

-2.18%

6M

5.70%

1Y

25.99%

5Y*

14.36%

10Y*

13.16%

*Annualized

Compare stocks, funds, or ETFs

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TBG vs. SPY - Expense Ratio Comparison

TBG has a 0.59% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for TBG: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

TBG vs. SPY — Risk-Adjusted Performance Rank

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

TBG
The Risk-Adjusted Performance Rank of TBG is 7777
Overall Rank
The Sharpe Ratio Rank of TBG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of TBG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of TBG is 7575
Omega Ratio Rank
The Calmar Ratio Rank of TBG is 8181
Calmar Ratio Rank
The Martin Ratio Rank of TBG is 7474
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8282
Overall Rank
The Sharpe Ratio Rank of SPY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
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.

TBG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TBG Dividend Focus ETF (TBG) 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.


The chart of Sharpe ratio for TBG, currently valued at 1.83, compared to the broader market0.002.004.001.832.05
The chart of Sortino ratio for TBG, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.622.73
The chart of Omega ratio for TBG, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.38
The chart of Calmar ratio for TBG, currently valued at 2.95, compared to the broader market0.005.0010.0015.002.953.07
The chart of Martin ratio for TBG, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.00100.009.5713.22
TBG
SPY

The current TBG Sharpe Ratio is 1.83, which is comparable to the SPY Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of TBG and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.50Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
1.83
2.05
TBG
SPY

Dividends

TBG vs. SPY - Dividend Comparison

TBG's dividend yield for the trailing twelve months is around 2.33%, more than SPY's 1.20% yield.


TTM20242023202220212020201920182017201620152014
TBG
TBG Dividend Focus ETF
2.33%2.34%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.20%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

TBG vs. SPY - Drawdown Comparison

The maximum TBG drawdown since its inception was -6.66%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TBG and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.25%
-2.69%
TBG
SPY

Volatility

TBG vs. SPY - Volatility Comparison

The current volatility for TBG Dividend Focus ETF (TBG) is 3.57%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.49%. This indicates that TBG experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.57%
4.49%
TBG
SPY