SPY vs. TEPLX
Compare and contrast key facts about SPDR S&P 500 ETF (SPY) and Templeton Growth Fund, Inc. (TEPLX).
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. TEPLX is managed by T. Rowe Price. It was launched on Nov 28, 1954.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPY or TEPLX.
Key characteristics
| SPY | TEPLX | |
|---|---|---|
| YTD Return | 27.04% | 9.82% |
| 1Y Return | 39.75% | 22.65% |
| 3Y Return (Ann) | 10.21% | 4.41% |
| 5Y Return (Ann) | 15.93% | 5.07% |
| 10Y Return (Ann) | 13.36% | 2.97% |
| Sharpe Ratio | 3.15 | 1.83 |
| Sortino Ratio | 4.19 | 2.54 |
| Omega Ratio | 1.59 | 1.32 |
| Calmar Ratio | 4.60 | 1.47 |
| Martin Ratio | 20.85 | 10.85 |
| Ulcer Index | 1.85% | 2.04% |
| Daily Std Dev | 12.29% | 12.09% |
| Max Drawdown | -55.19% | -63.59% |
| Current Drawdown | 0.00% | -0.92% |
Correlation
The correlation between SPY and TEPLX is 0.72, 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
SPY vs. TEPLX - Performance Comparison
In the year-to-date period, SPY achieves a 27.04% return, which is significantly higher than TEPLX's 9.82% return. Over the past 10 years, SPY has outperformed TEPLX with an annualized return of 13.36%, while TEPLX has yielded a comparatively lower 2.97% 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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SPY vs. TEPLX - Expense Ratio Comparison
SPY has a 0.09% expense ratio, which is lower than TEPLX's 1.05% expense ratio.
Risk-Adjusted Performance
SPY vs. TEPLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) and Templeton Growth Fund, Inc. (TEPLX). 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
SPY vs. TEPLX - Dividend Comparison
SPY's dividend yield for the trailing twelve months is around 1.17%, more than TEPLX's 1.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TEPLX Templeton Growth Fund, Inc. | 1.03% | 1.13% | 0.91% | 1.70% | 0.98% | 2.06% | 2.15% | 1.79% | 1.43% | 1.63% | 2.81% | 1.22% |
Drawdowns
SPY vs. TEPLX - Drawdown Comparison
The maximum SPY drawdown since its inception was -55.19%, smaller than the maximum TEPLX drawdown of -63.59%. Use the drawdown chart below to compare losses from any high point for SPY and TEPLX. For additional features, visit the drawdowns tool.
Volatility
SPY vs. TEPLX - Volatility Comparison
SPDR S&P 500 ETF (SPY) has a higher volatility of 3.95% compared to Templeton Growth Fund, Inc. (TEPLX) at 3.48%. This indicates that SPY's price experiences larger fluctuations and is considered to be riskier than TEPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.