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ZVNBX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZVNBX vs. SPY - Performance Comparison

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

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ZVNBX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZVNBX
Zevenbergen Growth Fund
-14.20%9.93%34.10%63.92%-54.79%-9.19%123.87%37.73%5.88%33.71%
SPY
State Street SPDR S&P 500 ETF
-3.56%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, ZVNBX achieves a -14.20% return, which is significantly lower than SPY's -3.56% return. Both investments have delivered pretty close results over the past 10 years, with ZVNBX having a 14.54% annualized return and SPY not far behind at 14.11%.


ZVNBX

1D
1.00%
1M
-6.13%
YTD
-14.20%
6M
-17.09%
1Y
7.35%
3Y*
16.55%
5Y*
-1.91%
10Y*
14.54%

SPY

1D
0.09%
1M
-3.34%
YTD
-3.56%
6M
-1.44%
1Y
17.51%
3Y*
18.37%
5Y*
11.88%
10Y*
14.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZVNBX vs. SPY - Expense Ratio Comparison

ZVNBX has a 1.30% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

ZVNBX vs. SPY — Risk / Return Rank

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

ZVNBX
ZVNBX Risk / Return Rank: 99
Overall Rank
ZVNBX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ZVNBX Sortino Ratio Rank: 1111
Sortino Ratio Rank
ZVNBX Omega Ratio Rank: 1010
Omega Ratio Rank
ZVNBX Calmar Ratio Rank: 99
Calmar Ratio Rank
ZVNBX Martin Ratio Rank: 99
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 5353
Overall Rank
SPY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 5151
Sortino Ratio Rank
SPY Omega Ratio Rank: 5656
Omega Ratio Rank
SPY Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPY Martin Ratio Rank: 6161
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.

ZVNBX vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zevenbergen Growth Fund (ZVNBX) and State Street 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.


ZVNBXSPYDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.92

-0.61

Sortino ratio

Return per unit of downside risk

0.67

1.45

-0.77

Omega ratio

Gain probability vs. loss probability

1.09

1.22

-0.14

Calmar ratio

Return relative to maximum drawdown

0.40

1.51

-1.11

Martin ratio

Return relative to average drawdown

1.21

7.11

-5.91

ZVNBX vs. SPY - Sharpe Ratio Comparison

The current ZVNBX Sharpe Ratio is 0.32, which is lower than the SPY Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ZVNBX 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.


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Sharpe Ratios by Period


ZVNBXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.92

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.70

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.79

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.56

-0.15

Correlation

The correlation between ZVNBX and SPY is 0.75, 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.


Dividends

ZVNBX vs. SPY - Dividend Comparison

ZVNBX's dividend yield for the trailing twelve months is around 1.47%, more than SPY's 1.13% yield.


TTM20252024202320222021202020192018201720162015
ZVNBX
Zevenbergen Growth Fund
1.47%1.26%0.00%0.00%0.00%1.95%0.07%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.13%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

ZVNBX vs. SPY - Drawdown Comparison

The maximum ZVNBX drawdown since its inception was -66.30%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ZVNBX and SPY.


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Drawdown Indicators


ZVNBXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-66.30%

-55.19%

-11.11%

Max Drawdown (1Y)

Largest decline over 1 year

-26.79%

-8.88%

-17.91%

Max Drawdown (5Y)

Largest decline over 5 years

-63.28%

-24.50%

-38.78%

Max Drawdown (10Y)

Largest decline over 10 years

-66.30%

-33.72%

-32.58%

Current Drawdown

Current decline from peak

-27.61%

-5.44%

-22.17%

Average Drawdown

Average peak-to-trough decline

-19.85%

-9.09%

-10.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.97%

2.57%

+6.40%

Volatility

ZVNBX vs. SPY - Volatility Comparison

Zevenbergen Growth Fund (ZVNBX) has a higher volatility of 9.65% compared to State Street SPDR S&P 500 ETF (SPY) at 5.28%. This indicates that ZVNBX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZVNBXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.65%

5.28%

+4.37%

Volatility (6M)

Calculated over the trailing 6-month period

18.80%

9.49%

+9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

29.73%

19.06%

+10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.77%

17.05%

+18.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.31%

17.92%

+14.39%