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VOOG vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOOG and SPYG is 0.95, 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

VOOG vs. SPYG - Performance Comparison

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

600.00%650.00%700.00%750.00%800.00%December2025FebruaryMarchAprilMay
721.82%
734.86%
VOOG
SPYG

Key characteristics

Sharpe Ratio

VOOG:

0.66

SPYG:

0.66

Sortino Ratio

VOOG:

1.06

SPYG:

1.06

Omega Ratio

VOOG:

1.15

SPYG:

1.15

Calmar Ratio

VOOG:

0.74

SPYG:

0.74

Martin Ratio

VOOG:

2.51

SPYG:

2.52

Ulcer Index

VOOG:

6.56%

SPYG:

6.53%

Daily Std Dev

VOOG:

24.77%

SPYG:

24.73%

Max Drawdown

VOOG:

-32.73%

SPYG:

-67.79%

Current Drawdown

VOOG:

-9.47%

SPYG:

-9.41%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VOOG at -4.78% and SPYG at -4.78%. Both investments have delivered pretty close results over the past 10 years, with VOOG having a 14.10% annualized return and SPYG not far ahead at 14.16%.


VOOG

YTD

-4.78%

1M

14.84%

6M

-2.51%

1Y

14.79%

5Y*

16.01%

10Y*

14.10%

SPYG

YTD

-4.78%

1M

14.74%

6M

-2.51%

1Y

14.92%

5Y*

16.06%

10Y*

14.16%

*Annualized

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VOOG vs. SPYG - Expense Ratio Comparison

VOOG has a 0.10% expense ratio, which is higher than SPYG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VOOG vs. SPYG — Risk-Adjusted Performance Rank

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

VOOG
The Risk-Adjusted Performance Rank of VOOG is 6767
Overall Rank
The Sharpe Ratio Rank of VOOG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6666
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 6868
Overall Rank
The Sharpe Ratio Rank of SPYG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VOOG vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Growth ETF (VOOG) 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.


The current VOOG Sharpe Ratio is 0.66, which is comparable to the SPYG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of VOOG 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.60
0.61
VOOG
SPYG

Dividends

VOOG vs. SPYG - Dividend Comparison

VOOG's dividend yield for the trailing twelve months is around 0.59%, less than SPYG's 0.65% yield.


TTM20242023202220212020201920182017201620152014
VOOG
Vanguard S&P 500 Growth ETF
0.59%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.65%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

VOOG vs. SPYG - Drawdown Comparison

The maximum VOOG drawdown since its inception was -32.73%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for VOOG and SPYG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.47%
-9.41%
VOOG
SPYG

Volatility

VOOG vs. SPYG - Volatility Comparison

Vanguard S&P 500 Growth ETF (VOOG) and SPDR Portfolio S&P 500 Growth ETF (SPYG) have volatilities of 13.46% and 13.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
13.46%
13.47%
VOOG
SPYG