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VEGN vs. SPYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGN vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Vegan Climate ETF (VEGN) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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VEGN vs. SPYG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VEGN
US Vegan Climate ETF
-5.66%13.71%25.42%38.10%-26.87%26.01%27.72%9.10%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
-6.91%22.09%35.99%30.02%-29.41%32.01%33.46%8.15%

Returns By Period

In the year-to-date period, VEGN achieves a -5.66% return, which is significantly higher than SPYG's -6.91% return.


VEGN

1D
1.37%
1M
-3.83%
YTD
-5.66%
6M
-3.60%
1Y
15.34%
3Y*
18.58%
5Y*
10.08%
10Y*

SPYG

1D
1.32%
1M
-4.24%
YTD
-6.91%
6M
-5.21%
1Y
23.24%
3Y*
22.39%
5Y*
12.53%
10Y*
15.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGN vs. SPYG - Expense Ratio Comparison

VEGN has a 0.60% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Return for Risk

VEGN vs. SPYG — Risk / Return Rank

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

VEGN
VEGN Risk / Return Rank: 4242
Overall Rank
VEGN Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VEGN Sortino Ratio Rank: 3939
Sortino Ratio Rank
VEGN Omega Ratio Rank: 3939
Omega Ratio Rank
VEGN Calmar Ratio Rank: 4747
Calmar Ratio Rank
VEGN Martin Ratio Rank: 4747
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 6262
Overall Rank
SPYG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6060
Omega Ratio Rank
SPYG Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPYG Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEGN vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Vegan Climate ETF (VEGN) and State Street 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.


VEGNSPYGDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.04

-0.30

Sortino ratio

Return per unit of downside risk

1.18

1.62

-0.45

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

1.29

1.75

-0.46

Martin ratio

Return relative to average drawdown

4.75

6.81

-2.06

VEGN vs. SPYG - Sharpe Ratio Comparison

The current VEGN Sharpe Ratio is 0.74, which is comparable to the SPYG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VEGN and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEGNSPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.04

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.60

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.32

+0.31

Correlation

The correlation between VEGN and SPYG is 0.93, 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.


Dividends

VEGN vs. SPYG - Dividend Comparison

VEGN's dividend yield for the trailing twelve months is around 0.62%, more than SPYG's 0.57% yield.


TTM20252024202320222021202020192018201720162015
VEGN
US Vegan Climate ETF
0.62%0.51%0.51%0.67%0.81%0.41%0.71%0.29%0.00%0.00%0.00%0.00%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.57%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Drawdowns

VEGN vs. SPYG - Drawdown Comparison

The maximum VEGN drawdown since its inception was -34.14%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for VEGN and SPYG.


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Drawdown Indicators


VEGNSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-67.63%

+33.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-13.76%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-33.40%

-32.67%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

Current Drawdown

Current decline from peak

-8.03%

-9.06%

+1.03%

Average Drawdown

Average peak-to-trough decline

-7.76%

-24.48%

+16.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.55%

-0.21%

Volatility

VEGN vs. SPYG - Volatility Comparison

The current volatility for US Vegan Climate ETF (VEGN) is 6.09%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.32%. This indicates that VEGN experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGNSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

7.32%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

12.90%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

20.80%

22.42%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.06%

21.13%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

20.57%

+2.24%