PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VSMGX vs. SPY1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VSMGX vs. SPY1.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard LifeStrategy Moderate Growth Fund (VSMGX) and SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE).

VSMGX is managed by Vanguard. It was launched on Sep 30, 1994. SPY1.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 Low Volatility. It was launched on Oct 3, 2012.

Performance

VSMGX vs. SPY1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Moderate Growth Fund (VSMGX) and SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VSMGX vs. SPY1.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VSMGX
Vanguard LifeStrategy Moderate Growth Fund		-1.04%16.26%15.03%15.70%-16.01%10.08%13.59%19.37%-4.91%13.66%
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF		2.19%4.70%13.57%-0.88%-4.62%24.08%-1.96%26.91%-1.20%16.80%
Different Trading Currencies

VSMGX is traded in USD, while SPY1.DE is traded in EUR. To make them comparable, the SPY1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VSMGX achieves a -1.04% return, which is significantly lower than SPY1.DE's 2.19% return. Both investments have delivered pretty close results over the past 10 years, with VSMGX having a 8.13% annualized return and SPY1.DE not far behind at 7.88%.

VSMGX

1D
1.81%
1M
-4.25%
YTD
-1.04%
6M
0.93%
1Y
14.43%
3Y*
13.22%
5Y*
6.60%
10Y*
8.13%

SPY1.DE

1D
0.38%
1M
-5.22%
YTD
2.19%
6M
1.04%
1Y
-0.16%
3Y*
7.51%
5Y*
6.43%
10Y*
7.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard LifeStrategy Moderate Growth Fund

SPDR S&P 500 Low Volatility UCITS ETF

Often compared with VSMGX:
VSMGX vs. VSCGXVSMGX vs. VBIAXVSMGX vs. AOAVSMGX vs. VOOVSMGX vs. AOMVSMGX vs. VTVSMGX vs. ABALX
Often compared with SPY1.DE:
SPY1.DE vs. SPYSPY1.DE vs. FXAIXSPY1.DE vs. VOOSPY1.DE vs. VOOGSPY1.DE vs. FNCMXSPY1.DE vs. AAPLSPY1.DE vs. USMV

VSMGX vs. SPY1.DE - Expense Ratio Comparison

VSMGX has a 0.13% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.

SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF
VSMGX
Vanguard LifeStrategy Moderate Growth Fund

Return for Risk

VSMGX vs. SPY1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VSMGX
VSMGX Risk / Return Rank: 8181
Overall Rank
VSMGX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VSMGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VSMGX Omega Ratio Rank: 7777
Omega Ratio Rank
VSMGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VSMGX Martin Ratio Rank: 8585
Martin Ratio Rank
SPY1.DE
SPY1.DE Risk / Return Rank: 33
Overall Rank
SPY1.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SPY1.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SPY1.DE Omega Ratio Rank: 33
Omega Ratio Rank
SPY1.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
SPY1.DE Martin Ratio Rank: 33
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.

VSMGX vs. SPY1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Moderate Growth Fund (VSMGX) and SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE). 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.

VSMGXSPY1.DEDifference

Sharpe ratio

Return per unit of total volatility

1.45

-0.01

+1.46

Sortino ratio

Return per unit of downside risk

2.08

0.07

+2.00

Omega ratio

Gain probability vs. loss probability

1.30

1.01

+0.29

Calmar ratio

Return relative to maximum drawdown

2.05

-0.03

+2.08

Martin ratio

Return relative to average drawdown

8.78

-0.12

+8.90

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VSMGX vs. SPY1.DE - Sharpe Ratio Comparison

The current VSMGX Sharpe Ratio is 1.45, which is higher than the SPY1.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of VSMGX and SPY1.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

VSMGXSPY1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

-0.01

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.51

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.56

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.68

0.00

Correlation

The correlation between VSMGX and SPY1.DE is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

VSMGX vs. SPY1.DE - Dividend Comparison

VSMGX's dividend yield for the trailing twelve months is around 5.30%, while SPY1.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
VSMGX
Vanguard LifeStrategy Moderate Growth Fund		5.30%5.25%11.49%4.01%2.66%3.86%3.46%2.52%4.11%1.09%2.26%3.89%
SPY1.DE
SPDR S&P 500 Low Volatility UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VSMGX vs. SPY1.DE - Drawdown Comparison

The maximum VSMGX drawdown since its inception was -41.13%, which is greater than SPY1.DE's maximum drawdown of -35.94%. Use the drawdown chart below to compare losses from any high point for VSMGX and SPY1.DE.

Loading graphics...

Drawdown Indicators

VSMGXSPY1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-35.30%

-5.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.24%

-11.39%

+4.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.29%

-16.32%

-5.97%

Max Drawdown (10Y)

Largest decline over 10 years

-22.43%

-35.30%

+12.87%

Current Drawdown

Current decline from peak

-4.94%

-10.12%

+5.18%

Average Drawdown

Average peak-to-trough decline

-4.86%

-6.11%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

6.20%

-4.51%

Volatility

VSMGX vs. SPY1.DE - Volatility Comparison

Vanguard LifeStrategy Moderate Growth Fund (VSMGX) has a higher volatility of 4.14% compared to SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) at 3.19%. This indicates that VSMGX's price experiences larger fluctuations and is considered to be riskier than SPY1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

VSMGXSPY1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

3.19%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.30%

6.88%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

10.24%

13.59%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.12%

12.46%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.32%

13.89%

-3.57%