At first glance I see the same thing. However, I can often get a fill off at the mid on SPY. I haven't had the same luck with SPX. Taking that into account the %return is pretty close. Granted the SPX is a little more liquid at the distant strikes, but it doesn't seem to help given the difficulty getting an aggressive fill. Also, the thread starter mentioned being new to this. IMO, It's much better to start in on SPY than SPX, even if you have to pay a bit more commission at first.
when you want to get an order filled that has a big spread contact me via chat. my id is "makebidoffer" on yahoo. I will post bids/offers between the current market for you to hit.
I did get filled today on my Mar17 and Mar30 SPY Iron Condor at pretty near the mid. I had to give .05 on both. I couldn't even come close on the April though.
Definately look into the RUT for ICs. I'm not sure exactly where you route your orders but either the CBOE or the ISE should provide fills around theo. You almost have to give up some edge but you never know when some MMs have positions on the opposite way, especially if the underlying has moved recently. That way, you can get your fill at/near theo. and the MM can get out of the position (MMs love locking in profits).