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Invesco Variable Rate Investment Grade ETF (VRIG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73935B8625

CUSIP

46090A879

Issuer

Invesco

Inception Date

Sep 22, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

VRIG features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for VRIG: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VRIG vs. TFLO VRIG vs. EMNT VRIG vs. SUSB VRIG vs. FLTR VRIG vs. FEMB VRIG vs. MBSD VRIG vs. LQDH VRIG vs. USFR VRIG vs. SGOV VRIG vs. IGSB
Popular comparisons:
VRIG vs. TFLO VRIG vs. EMNT VRIG vs. SUSB VRIG vs. FLTR VRIG vs. FEMB VRIG vs. MBSD VRIG vs. LQDH VRIG vs. USFR VRIG vs. SGOV VRIG vs. IGSB

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Variable Rate Investment Grade ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.91%
8.53%
VRIG (Invesco Variable Rate Investment Grade ETF)
Benchmark (^GSPC)

Returns By Period

Invesco Variable Rate Investment Grade ETF had a return of 6.58% year-to-date (YTD) and 6.92% in the last 12 months.


VRIG

YTD

6.58%

1M

0.52%

6M

2.95%

1Y

6.92%

5Y*

3.55%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of VRIG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.81%0.56%0.60%0.57%0.75%0.41%0.43%0.46%0.41%0.52%0.54%6.58%
20231.10%0.72%-0.47%0.93%0.69%0.54%0.76%0.64%0.39%0.39%0.58%0.87%7.37%
20220.10%-0.31%-0.16%0.06%-0.55%-0.32%0.45%0.55%-0.44%0.08%0.58%0.95%0.98%
20210.48%0.12%-0.05%0.11%0.13%0.06%0.08%0.06%0.12%-0.04%-0.10%0.10%1.06%
20200.42%-0.15%-8.53%4.28%2.67%1.60%0.38%0.84%-0.01%0.18%0.44%0.15%1.75%
20190.93%0.52%0.40%0.44%0.28%0.07%0.26%0.30%0.29%0.44%0.22%0.34%4.57%
20180.24%0.00%-0.03%0.32%0.21%0.04%0.33%0.29%0.17%-0.02%-0.26%-0.76%0.51%
20170.45%0.41%0.31%0.57%0.13%0.06%0.22%0.21%0.24%0.10%0.25%0.20%3.20%
20160.12%0.22%0.01%0.21%0.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 99, VRIG is among the top 1% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VRIG is 9999
Overall Rank
The Sharpe Ratio Rank of VRIG is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VRIG is 9999
Sortino Ratio Rank
The Omega Ratio Rank of VRIG is 9999
Omega Ratio Rank
The Calmar Ratio Rank of VRIG is 9999
Calmar Ratio Rank
The Martin Ratio Rank of VRIG is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Variable Rate Investment Grade ETF (VRIG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VRIG, currently valued at 9.03, compared to the broader market0.002.004.009.032.10
The chart of Sortino ratio for VRIG, currently valued at 19.71, compared to the broader market-2.000.002.004.006.008.0010.0019.712.80
The chart of Omega ratio for VRIG, currently valued at 4.53, compared to the broader market0.501.001.502.002.503.004.531.39
The chart of Calmar ratio for VRIG, currently valued at 34.74, compared to the broader market0.005.0010.0015.0034.743.09
The chart of Martin ratio for VRIG, currently valued at 246.77, compared to the broader market0.0020.0040.0060.0080.00100.00246.7713.49
VRIG
^GSPC

The current Invesco Variable Rate Investment Grade ETF Sharpe ratio is 9.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Variable Rate Investment Grade ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio2.004.006.008.0010.00JulyAugustSeptemberOctoberNovemberDecember
9.03
2.10
VRIG (Invesco Variable Rate Investment Grade ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Variable Rate Investment Grade ETF provided a 5.54% dividend yield over the last twelve months, with an annual payout of $1.40 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$1.40$1.49$0.59$0.19$0.39$0.78$0.71$0.58$0.15

Dividend yield

5.54%5.96%2.39%0.77%1.56%3.13%2.89%2.31%0.60%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Variable Rate Investment Grade ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.13$0.13$0.13$0.13$0.13$0.12$0.13$0.13$0.13$0.12$0.12$0.00$1.40
2023$0.10$0.11$0.11$0.12$0.12$0.12$0.13$0.13$0.13$0.13$0.13$0.15$1.49
2022$0.01$0.01$0.01$0.02$0.02$0.03$0.04$0.06$0.07$0.09$0.09$0.12$0.59
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.02$0.02$0.02$0.01$0.19
2020$0.05$0.05$0.05$0.05$0.04$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.39
2019$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.06$0.06$0.06$0.06$0.06$0.78
2018$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.71
2017$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.06$0.58
2016$0.06$0.04$0.05$0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-2.62%
VRIG (Invesco Variable Rate Investment Grade ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Variable Rate Investment Grade ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Variable Rate Investment Grade ETF was 13.04%, occurring on Mar 26, 2020. Recovery took 103 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.04%Feb 20, 202026Mar 26, 2020103Aug 21, 2020129
-2.28%Jan 24, 2022101Jun 16, 202267Sep 22, 2022168
-1.4%Mar 10, 20232Mar 13, 202325Apr 18, 202327
-1.38%Nov 15, 201829Dec 28, 201835Feb 20, 201964
-0.73%Sep 26, 20225Sep 30, 202245Dec 5, 202250

Volatility

Volatility Chart

The current Invesco Variable Rate Investment Grade ETF volatility is 0.18%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.18%
3.79%
VRIG (Invesco Variable Rate Investment Grade ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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