TRFK vs. SPYG
Compare and contrast key facts about Pacer Data and Digital Revolution ETF (TRFK) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
TRFK and SPYG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRFK is a passively managed fund by Pacer that tracks the performance of the Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net. It was launched on Jun 8, 2022. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000. Both TRFK and SPYG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRFK or SPYG.
Key characteristics
| TRFK | SPYG | |
|---|---|---|
| YTD Return | 39.65% | 35.11% |
| 1Y Return | 59.06% | 43.90% |
| Sharpe Ratio | 2.34 | 2.59 |
| Sortino Ratio | 2.93 | 3.32 |
| Omega Ratio | 1.39 | 1.48 |
| Calmar Ratio | 3.42 | 2.93 |
| Martin Ratio | 11.12 | 13.72 |
| Ulcer Index | 5.30% | 3.20% |
| Daily Std Dev | 25.21% | 16.94% |
| Max Drawdown | -21.86% | -67.79% |
| Current Drawdown | -0.29% | -0.10% |
Correlation
The correlation between TRFK and SPYG 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
TRFK vs. SPYG - Performance Comparison
In the year-to-date period, TRFK achieves a 39.65% return, which is significantly higher than SPYG's 35.11% 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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TRFK vs. SPYG - Expense Ratio Comparison
TRFK has a 0.60% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Risk-Adjusted Performance
TRFK vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Data and Digital Revolution ETF (TRFK) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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
TRFK vs. SPYG - Dividend Comparison
TRFK's dividend yield for the trailing twelve months is around 0.45%, less than SPYG's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRFK Pacer Data and Digital Revolution ETF | 0.45% | 0.20% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
TRFK vs. SPYG - Drawdown Comparison
The maximum TRFK drawdown since its inception was -21.86%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for TRFK and SPYG. For additional features, visit the drawdowns tool.
Volatility
TRFK vs. SPYG - Volatility Comparison
Pacer Data and Digital Revolution ETF (TRFK) has a higher volatility of 6.86% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.17%. This indicates that TRFK's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.