AUSF vs SPY

AUSF vs SPY

Which is better, AUSF or SPY?

Mid Cap Value against Large Cap Blend.

SPY has a lower expense ratio. AUSF led over 5Y, SPY over 1Y, 3Y and the full window. AUSF is less concentrated, with 16.6% of the fund in its ten largest positions against 38.0%.

Lower Fees: SPYHigher Returns: splitLess Concentrated: AUSF

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricAUSFSPY
Expense Ratio0.27%0.09%Best
AUM$919M$804.7B
Dividend Yield2.66%0.98%
Holdings195505
YTD Return+11.24%+11.52%Best
1Y Return+13.96%+17.48%Best
3Y Return (annualized)+18.81%+20.62%Best
5Y Return (annualized)+14.03%Best+12.73%
Volatility (annualized)17.3%16.8%Best
Max Drawdown-44.3%-34.1%Best
$10,000 over 5 years$19,279Best$18,205
Top 10 Weight16.6%Best38.0%
Fund FamilyGlobal X by mirae AssetState Street Investment Management
CategoryEquityEquity
StyleMid Cap ValueLarge Cap Blend
InceptionAug 24, 2018Jan 22, 1993

Volatility and max drawdown are measured over the window both funds cover: Aug 28, 2018 to Sep 10, 2026 (8 years).

AUSF vs SPY growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 8 years both funds cover.

AUSF vs SPY Performance

Global X Adaptive US Factor ETF (AUSF) is an ETF from Global X by mirae Asset and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year AUSF returned +13.96% while SPY returned +17.48%. Year to date, AUSF is up 11.24% versus a gain of 11.52% for SPY.

Over three years, AUSF compounded at +18.81% per year against +20.62% for SPY; over five years the annualized figures are +14.03% and +12.73% respectively. Across the full 8-year window we track, SPY has the edge at +13.75% annualized vs +11.16%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

AUSF has been the more volatile fund, with annualized monthly volatility of 17.3% compared with 16.8% for SPY. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -44.3% for AUSF and -34.1% for SPY. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.83. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

AUSF charges 0.27% per year while SPY charges 0.09%. On a $10,000 position that is $27 vs $9 annually, a gap of $18 per year that compounds over a long holding period. On income, AUSF currently yields 2.66% against 0.98% for SPY.

Holdings Overlap

AUSF already in SPY68.4%
SPY already in AUSF36.0%

68.4% of AUSF's money is in holdings SPY also owns. 36.0% of SPY's money is in holdings AUSF also owns.

The two portfolios partly overlap.

127 positions in common, counted across the 192 positions we hold weights for in AUSF and 504 in SPY, against full books of 195 and 505.

What only one of them owns

Our book lists 367 positions for SPY that do not appear in our book for AUSF (63.5% of the fund), and 61 for AUSF that do not appear in SPY (28.9%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

Top Shared Holdings

StockWeight in AUSFWeight in SPYDifference
AAPLApple, Inc1.19%6.83%5.64%
MSFTMicrosoft Corp 4.100 Feb 06 371.65%5.50%3.85%
GOOGLAlphabet A Usd 0.0010.08%3.33%3.25%
BRK.BBerkshire Hathaway B1.43%1.42%0.01%
GOOGAlphabet Inc0.08%2.67%2.59%
CSCOCisco Systems Inc. - Ordinary Shares1.96%0.72%1.24%
JNJJohnson & Johnson1.64%0.92%0.72%
VZVerizon Communications, Inc.1.96%0.29%1.67%
RTXRaytheon Technologies Corp1.60%0.44%1.16%
WMTWalmart, Inc.1.25%0.73%0.52%

68.4% of AUSF is already inside SPY.

You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.

AUSFSPY

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Frequently Asked Questions

Which is cheaper, AUSF or SPY?

AUSF has an expense ratio of 0.27% while SPY charges 0.09%. SPY is the cheaper option, by $18 a year on a $10,000 investment.

Which performed better, AUSF or SPY?

Over the past year AUSF returned +13.96% vs +17.48% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (8 years), AUSF annualized +11.16% vs +13.75% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, AUSF or SPY?

AUSF has been the more volatile fund at 17.3% annualized versus 16.8% for SPY. Worst drawdown: AUSF -44.3% vs SPY -34.1%.

Should I hold both AUSF and SPY?

AUSF and SPY have a monthly-return correlation of 0.83, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

What is the holdings overlap between AUSF and SPY?

68.4% of AUSF's money is in holdings SPY also owns. 36.0% of SPY's is in holdings AUSF also owns. They hold 127 positions in common, counted across the 192 positions we hold weights for in AUSF and 504 in SPY.

Which pays a higher dividend, AUSF or SPY?

AUSF yields 2.66% while SPY yields 0.98%, so AUSF currently pays the higher dividend yield.

Is SPY better than AUSF?

SPY has a lower expense ratio. AUSF led over 5Y, SPY over 1Y, 3Y and the full window. AUSF is less concentrated, with 16.6% of the fund in its ten largest positions against 38.0%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.