XCOR vs. SPYG

Last updated Jun 25, 2026

XCOR (Fundx ETF) and SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) are both exchange-traded funds - XCOR is a Large Cap Growth Equities fund actively managed by FundX, while SPYG is a S&P 500 fund tracking the S&P 500 Growth Index. XCOR is actively managed, while SPYG is passively managed. Over the past 3 years, XCOR returned 20.76%/yr vs 25.40%/yr for SPYG. Their correlation of 0.94 suggests significant overlap in exposure. XCOR charges 1.27%/yr vs 0.04%/yr for SPYG.

Performance

XCOR vs. SPYG - Performance Comparison

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

Returns By Period

In the year-to-date period, XCOR achieves a 9.00% return, which is significantly higher than SPYG's 8.49% return.

XCOR

• 1D: -0.43%
• 1M: -1.61%
• YTD: 9.00%
• 6M: 7.92%
• 1Y: 22.43%
• 3Y*: 20.76%
• 5Y*: —
• 10Y*: —

SPYG

• 1D: -0.20%
• 1M: -2.26%
• YTD: 8.49%
• 6M: 6.97%
• 1Y: 24.78%
• 3Y*: 25.40%
• 5Y*: 14.06%
• 10Y*: 18.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XCOR vs. SPYG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XCOR Fundx ETF	9.00%	12.50%	29.57%	14.34%	8.71%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	8.49%	22.09%	35.99%	30.02%	3.39%

Correlation

The correlation between XCOR and SPYG is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (All Time) Calculated using the full available price history since Oct 17, 2022	0.94

The correlation between XCOR and SPYG has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

XCOR vs. SPYG - Sectors Allocation Comparison

Sectors	XCOR	SPYG
Technology	40.4%	52.1%
Financial Services	12.3%	9.0%
Communication Services	11.2%	15.9%
Consumer Cyclical	9.4%	8.5%
Industrials	7.3%	5.4%
Healthcare	6.0%	5.9%
Consumer Defensive	4.2%	1.0%
Energy	3.6%	0.1%
Utilities	2.3%	1.2%
Basic Materials	2.3%	0.3%
Real Estate	1.1%	0.6%

Return for Risk

XCOR vs. SPYG — Risk / Return Rank

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

XCOR

XCOR Risk / Return Rank: 55
XCOR Sharpe Ratio Rank: 54
XCOR Sortino Ratio Rank: 52
XCOR Omega Ratio Rank: 53
XCOR Calmar Ratio Rank: 54
XCOR Martin Ratio Rank: 62

SPYG

SPYG Risk / Return Rank: 44
SPYG Sharpe Ratio Rank: 46
SPYG Sortino Ratio Rank: 44
SPYG Omega Ratio Rank: 43
SPYG Calmar Ratio Rank: 39
SPYG Martin Ratio Rank: 47

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.

XCOR vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundx ETF (XCOR) and State Street 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XCOR	SPYG	Difference
Sharpe ratio: Return per unit of total volatility	1.61	1.45	+0.16
Sortino ratio: Return per unit of downside risk	2.22	2.02	+0.20
Omega ratio: Gain probability vs. loss probability	1.29	1.26	+0.03
Calmar ratio: Return relative to maximum drawdown	2.35	1.81	+0.54
Martin ratio: Return relative to average drawdown	9.80	7.15	+2.65

XCOR vs. SPYG - Sharpe Ratio Comparison

The current XCOR Sharpe Ratio is 1.61, which is comparable to the SPYG Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of XCOR and SPYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XCOR vs. SPYG - Drawdown Comparison

The maximum XCOR drawdown since its inception was -22.54%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for XCOR and SPYG.

Drawdown Indicators

	XCOR	SPYG	Difference
Max Drawdown Largest peak-to-trough decline	-22.54%	-67.63%	+45.09%
Max Drawdown (1Y) Largest decline over 1 year	-9.60%	-13.76%	+4.16%
Max Drawdown (3Y) Largest decline over 3 years	-22.54%	-22.14%	-0.40%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.67%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.67%	—
Current Drawdown Current decline from peak	-4.58%	-5.71%	+1.13%
Average Drawdown Average peak-to-trough decline	-3.11%	-24.28%	+21.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	3.48%	-1.18%

Volatility

XCOR vs. SPYG - Volatility Comparison

The current volatility for Fundx ETF (XCOR) is 6.41%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.26%. This indicates that XCOR experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XCOR	SPYG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	7.26%	-0.85%
Volatility (6M) Calculated over the trailing 6-month period	11.60%	13.85%	-2.25%
Volatility (1Y) Calculated over the trailing 1-year period	14.01%	17.22%	-3.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.22%	21.36%	-4.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.22%	20.72%	-3.50%

XCOR vs. SPYG - Expense Ratio Comparison

XCOR has a 1.27% expense ratio, which is higher than SPYG's 0.04% expense ratio.

Dividends

XCOR vs. SPYG - Dividend Comparison

XCOR's dividend yield for the trailing twelve months is around 0.39%, less than SPYG's 0.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.50%	0.52%	0.60%	1.15%	1.03%	0.62%	0.90%	1.37%	1.51%	1.41%	1.55%	1.57%
XCOR Fundx ETF	0.39%	0.43%	0.00%	0.95%	2.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XCOR and SPYG in my portfolio?

With a correlation of 0.94, XCOR and SPYG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, XCOR or SPYG?

SPYG has higher volatility (7.26%) compared to XCOR (6.41%). In terms of maximum drawdown, XCOR dropped -22.54% vs SPYG's -67.63%.

Which ETF is better, XCOR or SPYG?

On 3-year performance, SPYG leads with 25.40% vs 20.76% for XCOR. On fees, SPYG is cheaper at 0.04% per year. On volatility, XCOR has been the lower-risk option at 6.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XCOR or SPYG?

Over the 3-year period, SPYG has performed better with a 25.40% return vs 20.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XCOR or SPYG?

SPYG is cheaper with a 0.04% expense ratio, compared with 1.27% for XCOR.

Which ETF pays a higher dividend yield, XCOR or SPYG?

SPYG has the higher dividend yield at 0.50%, compared with 0.39% for XCOR.

What is the main difference between XCOR and SPYG?

XCOR is categorized as Large Cap Growth Equities, while SPYG is S&P 500. They also come from different issuers: FundX and State Street. Their fees differ too: 1.27% for XCOR and 0.04% for SPYG.

Which has better risk-adjusted returns?

XCOR currently has the higher Sharpe Ratio (1.61 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.