Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SPYV (SPDR Portfolio S&P 500 Value ETF) | 4.18% | 10.77% | 14.64% | 15.17% | 10.39% | 11.99% | 8.56% | 7.67% |
Data as of 07/07/2025, AR inception is 10/02/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPYV (SPDR Portfolio S&P 500 Value ETF) | 10/02/2000 | 07/07/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.94 | 10.77 | 14.64 | 15.17 | 10.39 | 11.99 | 8.56 | 7.67 | 4.18 | 12.24 | 22.19 | -5.29 | 24.89 | 1.44 | 31.70 | -8.98 | 15.39 | 17.07 | -3.16 | 12.16 | 31.76 | 17.23 | -0.74 | 15.48 | 17.12 | -36.29 | 1.38 | 21.57 | 5.35 | 13.21 | 25.21 | -17.99 | -5.60 | 3.77 |
| Sharpe Ratio | NA | 0.52 | 0.78 | 0.87 | 0.52 | NA | NA | 0.33 | 0.35 | 0.85 | 1.40 | -0.35 | 1.92 | 0.03 | 2.36 | -0.69 | 2.05 | 1.27 | -0.21 | 1.18 | 3.04 | 1.24 | -0.03 | 0.86 | 0.61 | -0.91 | -0.11 | 1.86 | 0.32 | 1.16 | 1.48 | -0.78 | -0.47 | 0.85 |
| Standard Deviation(%) | NA | 16.14 | 14.88 | 15.21 | 17.49 | NA | NA | 18.74 | 19.96 | 10.19 | 13.39 | 19.29 | 12.97 | 35.40 | 12.79 | 15.16 | 7.21 | 13.26 | 15.35 | 10.31 | 10.44 | 13.96 | 23.82 | 17.80 | 27.75 | 41.01 | 16.73 | 9.82 | 9.76 | 10.53 | 16.52 | 24.55 | 17.31 | 13.91 |
| Draw Down(%) | NA | 17.54 | 17.54 | 17.90 | 36.86 | NA | NA | 58.47 | 14.89 | 7.56 | 10.91 | 17.90 | 5.78 | 36.86 | 7.70 | 19.15 | 4.43 | 9.49 | 13.59 | 7.39 | 5.15 | 11.22 | 21.92 | 14.49 | 30.61 | 47.66 | 11.97 | 7.36 | 6.16 | 7.48 | 15.27 | 31.21 | 18.13 | 4.24 |
| Yield(%) | 0.00 | 2.17 | 2.57 | 3.13 | 3.34 | 5.14 | 3.87 | 3.71 | 0.85 | 2.49 | 2.08 | 2.05 | 2.60 | 2.34 | 2.88 | 2.61 | 3.08 | 2.76 | 2.40 | 2.42 | 2.46 | 2.78 | 2.14 | 2.69 | 2.86 | 2.83 | 2.68 | 2.48 | 2.69 | 2.51 | 2.48 | 2.28 | 1.66 | 0.43 |
Data as of 07/07/2025, AR inception is 10/02/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPYV (SPDR Portfolio S&P 500 Value ETF) |
-16.04%
Feb 2006 - Feb 2009 |
-6.80%
Feb 2004 - Feb 2009 |
1.73%
Nov 2000 - Nov 2010 |
4.57%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPYV (SPDR Portfolio S&P 500 Value ETF) |
23.42%
Feb 2009 - Feb 2012 |
21.51%
Feb 2009 - Feb 2014 |
14.69%
Feb 2009 - Feb 2019 |
13.93%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart