VYM vs. SPYG
Vanguard High Dividend Yield ETF
SPDR Portfolio S&P 500 Growth ETF
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period Nov 16, 2006 to Dec 5, 2025
1M Trailing Return:
3M Trailing Return:
3.8%
4.7%
0.7%
7.5%
+3.1%
-2.8%
1M Trailing Return:
3M Trailing Return:
3.8%
4.7%
0.7%
7.5%
+3.1%
-2.8%
Max Drawdown:
Standard Deviation:
-57.0%
18.3%
-51.3%
20.5%
-5.7%
-2.2%
Max Drawdown:
Standard Deviation:
-57.0%
18.3%
-51.3%
20.5%
-5.7%
-2.2%
Sharpe Ratio:
Calmar Ratio:
0.56
0.16
0.70
0.25
-0.14
-0.09
Sharpe Ratio:
Calmar Ratio:
0.56
0.16
0.70
0.25
-0.14
-0.09
What is VYM?
Seeks to track the performance of the FTSE High Dividend Yield Index which measures the investment return of common stocks of companies characterized by high dividend yields. Provides a convenient way to track the performance of stocks with histories of above-average dividend yields. Follows a passively managed full-replication approach.
What is SPYG?
The SPDR Portfolio S&P 500 Growth ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P 500 Growth Index (the "Index"). The S&P 500 Growth Index measures the performance of the large-capitalization growth sector in the U.S. equity market. The selection universe for the S&P 500 Index includes all U.S. common equities listed on the NYSE, NASDAQ Global Select Market, NASDAQ Select Market and NASDAQ Capital Market with market capitalizations of $5.3 billion or more. The Index is market capitalization weighted.
Snapshot**
Trading Strategies
Related toVYM
Super Simple Symphony - Less Derivatives -
Category
Tactical asset allocation, momentum, risk-on/risk-off, ETFs, leveraged ETFs, multi-asset, defensive vs aggressive
OOS Cumulative Return
170.26%
Trading Strategies
Related toSPYG
slowloss5
Category
Leveraged ETFs, tactical market timing, momentum and mean‑reversion, U.S. equities, tech/growth tilt, daily rebalanced, risk‑on/risk‑off
OOS Cumulative Return
217.94%
Create your own algorithmic
trading strategy
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.