VOLMX vs. SPY

In the year-to-date period, VOLMX achieves a 2.35% return, which is significantly lower than SPY's 4.03% return. Over the past 10 years, VOLMX has underperformed SPY with an annualized return of 1.72%, while SPY has yielded a comparatively higher 13.18% annualized return.

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VOLMX has a 1.89% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Volumetric Fund (VOLMX) 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 VOLMX Sharpe Ratio is 0.45, which is lower than the SPY Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of VOLMX 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.

VOLMX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.16%.

The maximum VOLMX drawdown since its inception was -49.43%, 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. For additional features, visit the drawdowns tool.

The current volatility for Volumetric Fund (VOLMX) is 2.46%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.15%. 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.