TIHGX vs. SPY

In the year-to-date period, TIHGX achieves a 1.34% return, which is significantly lower than SPY's 1.80% return. Both investments have delivered pretty close results over the past 10 years, with TIHGX having a 12.69% annualized return and SPY not far ahead at 12.75%.

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TIHGX has a 1.42% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for The Investment House Growth Fund (TIHGX) 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 current TIHGX Sharpe Ratio is 0.65, which is comparable to the SPY Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of TIHGX 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.

TIHGX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.

The maximum TIHGX drawdown since its inception was -57.20%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TIHGX and SPY. For additional features, visit the drawdowns tool.

The Investment House Growth Fund (TIHGX) has a higher volatility of 6.76% compared to SPDR S&P 500 ETF (SPY) at 5.51%. This indicates that TIHGX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.