VOLMX vs. SPY
Compare and contrast key facts about Volumetric Fund (VOLMX) and State Street SPDR S&P 500 ETF (SPY).
VOLMX is managed by Volumetric. It was launched on Jan 2, 1979. 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.
Performance
VOLMX vs. SPY - Performance Comparison
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VOLMX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | -5.56% | 1.52% | 5.77% | 12.57% | -14.29% | 17.79% | 10.05% | 20.13% | -10.31% | 9.08% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, VOLMX achieves a -5.56% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, VOLMX has underperformed SPY with an annualized return of 4.19%, while SPY has yielded a comparatively higher 13.98% annualized return.
VOLMX
- 1D
- -0.36%
- 1M
- -7.12%
- YTD
- -5.56%
- 6M
- -6.28%
- 1Y
- 1.32%
- 3Y*
- 3.62%
- 5Y*
- 1.83%
- 10Y*
- 4.19%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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VOLMX vs. SPY - Expense Ratio Comparison
VOLMX has a 1.89% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
VOLMX vs. SPY — Risk / Return Rank
VOLMX
SPY
VOLMX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Volumetric Fund (VOLMX) and State Street 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.
| VOLMX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 0.93 | -0.79 |
Sortino ratioReturn per unit of downside risk | 0.29 | 1.45 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.22 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.53 | -1.49 |
Martin ratioReturn relative to average drawdown | 0.13 | 7.30 | -7.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VOLMX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.93 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.69 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.78 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.56 | -0.28 |
Correlation
The correlation between VOLMX and SPY is 0.90, 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
VOLMX vs. SPY - Dividend Comparison
VOLMX's dividend yield for the trailing twelve months is around 2.01%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | 2.01% | 1.89% | 0.00% | 3.28% | 5.47% | 8.02% | 1.03% | 3.36% | 2.39% | 0.00% | 0.00% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
VOLMX vs. SPY - Drawdown Comparison
The maximum VOLMX drawdown since its inception was -49.79%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VOLMX and SPY.
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Drawdown Indicators
| VOLMX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.79% | -55.19% | +5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.86% | -12.05% | +2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | -24.50% | +0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -28.21% | -33.72% | +5.51% |
Current DrawdownCurrent decline from peak | -15.72% | -6.24% | -9.48% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -9.09% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.52% | +0.15% |
Volatility
VOLMX vs. SPY - Volatility Comparison
The current volatility for Volumetric Fund (VOLMX) is 3.52%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that VOLMX 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.
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Volatility by Period
| VOLMX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 5.31% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 9.47% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 19.05% | -4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.81% | 17.06% | -3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.55% | 17.92% | -3.37% |