WGROX vs. SPYG
Compare and contrast key facts about Wasatch Core Growth Fund (WGROX) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
WGROX is managed by Wasatch. It was launched on Dec 8, 1986. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WGROX or SPYG.
Key characteristics
| WGROX | SPYG | |
|---|---|---|
| YTD Return | 21.51% | 35.11% |
| 1Y Return | 46.75% | 43.90% |
| 3Y Return (Ann) | -3.20% | 8.15% |
| 5Y Return (Ann) | 6.48% | 18.10% |
| 10Y Return (Ann) | 6.11% | 15.26% |
| Sharpe Ratio | 2.56 | 2.59 |
| Sortino Ratio | 3.54 | 3.32 |
| Omega Ratio | 1.44 | 1.48 |
| Calmar Ratio | 1.22 | 2.93 |
| Martin Ratio | 13.87 | 13.72 |
| Ulcer Index | 3.40% | 3.20% |
| Daily Std Dev | 18.41% | 16.94% |
| Max Drawdown | -68.90% | -67.79% |
| Current Drawdown | -10.18% | -0.10% |
Correlation
The correlation between WGROX and SPYG is 0.78, 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
WGROX vs. SPYG - Performance Comparison
In the year-to-date period, WGROX achieves a 21.51% return, which is significantly lower than SPYG's 35.11% return. Over the past 10 years, WGROX has underperformed SPYG with an annualized return of 6.11%, while SPYG has yielded a comparatively higher 15.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WGROX vs. SPYG - Expense Ratio Comparison
WGROX has a 1.17% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Risk-Adjusted Performance
WGROX vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) 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.
Dividends
WGROX vs. SPYG - Dividend Comparison
WGROX has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.65%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WGROX Wasatch Core Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
WGROX vs. SPYG - Drawdown Comparison
The maximum WGROX drawdown since its inception was -68.90%, roughly equal to the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for WGROX and SPYG. For additional features, visit the drawdowns tool.
Volatility
WGROX vs. SPYG - Volatility Comparison
Wasatch Core Growth Fund (WGROX) has a higher volatility of 5.80% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.17%. This indicates that WGROX's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.