CGRWX vs. VOOV
Compare and contrast key facts about Invesco Comstock Select Fund (CGRWX) and Vanguard S&P 500 Value ETF (VOOV).
CGRWX is managed by Invesco. It was launched on Sep 16, 1985. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value Index. It was launched on Sep 7, 2010.
Performance
CGRWX vs. VOOV - Performance Comparison
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CGRWX vs. VOOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGRWX Invesco Comstock Select Fund | -1.07% | 18.61% | 11.95% | 12.17% | 3.29% | 30.12% | -0.34% | 27.31% | -11.40% | 15.95% |
VOOV Vanguard S&P 500 Value ETF | 0.14% | 13.10% | 12.21% | 22.15% | -5.37% | 24.87% | 1.23% | 31.75% | -9.09% | 15.26% |
Returns By Period
In the year-to-date period, CGRWX achieves a -1.07% return, which is significantly lower than VOOV's 0.14% return. Both investments have delivered pretty close results over the past 10 years, with CGRWX having a 11.27% annualized return and VOOV not far ahead at 11.36%.
CGRWX
- 1D
- 2.53%
- 1M
- -5.39%
- YTD
- -1.07%
- 6M
- 4.36%
- 1Y
- 15.49%
- 3Y*
- 13.22%
- 5Y*
- 10.88%
- 10Y*
- 11.27%
VOOV
- 1D
- 0.20%
- 1M
- -4.34%
- YTD
- 0.14%
- 6M
- 3.03%
- 1Y
- 13.11%
- 3Y*
- 13.86%
- 5Y*
- 10.44%
- 10Y*
- 11.36%
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CGRWX vs. VOOV - Expense Ratio Comparison
CGRWX has a 0.92% expense ratio, which is higher than VOOV's 0.10% expense ratio.
Return for Risk
CGRWX vs. VOOV — Risk / Return Rank
CGRWX
VOOV
CGRWX vs. VOOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Select Fund (CGRWX) and Vanguard S&P 500 Value ETF (VOOV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CGRWX | VOOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.84 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.27 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.08 | -0.28 |
Martin ratioReturn relative to average drawdown | 2.90 | 5.03 | -2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGRWX | VOOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.84 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.72 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.67 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.72 | -0.11 |
Correlation
The correlation between CGRWX and VOOV is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CGRWX vs. VOOV - Dividend Comparison
CGRWX's dividend yield for the trailing twelve months is around 13.65%, more than VOOV's 1.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGRWX Invesco Comstock Select Fund | 13.65% | 13.46% | 16.99% | 5.10% | 16.87% | 5.35% | 2.33% | 27.71% | 15.07% | 5.43% | 1.56% | 1.20% |
VOOV Vanguard S&P 500 Value ETF | 1.80% | 1.76% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% |
Drawdowns
CGRWX vs. VOOV - Drawdown Comparison
The maximum CGRWX drawdown since its inception was -58.28%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for CGRWX and VOOV.
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Drawdown Indicators
| CGRWX | VOOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.28% | -37.31% | -20.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -11.99% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -24.79% | -18.10% | -6.69% |
Max Drawdown (10Y)Largest decline over 10 years | -45.23% | -37.31% | -7.92% |
Current DrawdownCurrent decline from peak | -7.38% | -4.48% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -3.88% | -4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 2.57% | +1.62% |
Volatility
CGRWX vs. VOOV - Volatility Comparison
Invesco Comstock Select Fund (CGRWX) has a higher volatility of 4.50% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.82%. This indicates that CGRWX's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGRWX | VOOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 3.82% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 7.77% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.62% | 15.59% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 14.50% | +3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.68% | 16.96% | +3.72% |