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CHRI vs. RPG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHRI vs. RPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Christian Values ETF (CHRI) and Invesco S&P 500 Pure Growth ETF (RPG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHRI achieves a 10.12% return, which is significantly lower than RPG's 31.51% return.


CHRI

1D
-0.67%
1M
5.01%
YTD
10.12%
6M
9.91%
1Y
3Y*
5Y*
10Y*

RPG

1D
0.16%
1M
11.54%
YTD
31.51%
6M
32.14%
1Y
41.04%
3Y*
28.39%
5Y*
13.02%
10Y*
14.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHRI vs. RPG - Yearly Performance Comparison


Correlation

The correlation between CHRI and RPG is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

0.85

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Return for Risk

CHRI vs. RPG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHRI

RPG
RPG Risk / Return Rank: 6565
Overall Rank
RPG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
RPG Sortino Ratio Rank: 5959
Sortino Ratio Rank
RPG Omega Ratio Rank: 5858
Omega Ratio Rank
RPG Calmar Ratio Rank: 7474
Calmar Ratio Rank
RPG Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHRI vs. RPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Christian Values ETF (CHRI) and Invesco S&P 500 Pure Growth ETF (RPG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CHRI vs. RPG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHRIRPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

0.54

+0.95

Drawdowns

CHRI vs. RPG - Drawdown Comparison

The maximum CHRI drawdown since its inception was -9.36%, smaller than the maximum RPG drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for CHRI and RPG.


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Drawdown Indicators


CHRIRPGDifference

Max Drawdown

Largest peak-to-trough decline

-9.36%

-53.27%

+43.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

Max Drawdown (3Y)

Largest decline over 3 years

-24.75%

Max Drawdown (5Y)

Largest decline over 5 years

-35.59%

Max Drawdown (10Y)

Largest decline over 10 years

-36.58%

Current Drawdown

Current decline from peak

-0.67%

0.00%

-0.67%

Average Drawdown

Average peak-to-trough decline

-1.57%

-8.84%

+7.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

Volatility

CHRI vs. RPG - Volatility Comparison


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Volatility by Period


CHRIRPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

Volatility (6M)

Calculated over the trailing 6-month period

16.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

19.73%

-6.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

23.44%

-10.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.26%

22.70%

-9.44%

CHRI vs. RPG - Expense Ratio Comparison

CHRI has a 0.29% expense ratio, which is lower than RPG's 0.35% expense ratio.


Dividends

CHRI vs. RPG - Dividend Comparison

CHRI's dividend yield for the trailing twelve months is around 0.16%, less than RPG's 0.17% yield.


PositionTTM20252024202320222021202020192018201720162015
CHRI
Global X S&P 500 Christian Values ETF
0.16%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RPG
Invesco S&P 500 Pure Growth ETF
0.17%0.24%0.25%1.44%0.74%0.00%0.46%0.83%0.47%0.56%0.43%0.73%

Frequently Asked Questions


CHRI and RPG have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CHRI is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHRI is cheaper with a 0.29% expense ratio, compared with 0.35% for RPG.

CHRI and RPG have nearly identical dividend yields, around 0.16%.

CHRI is categorized as S&P 500, while RPG is Large Cap Growth Equities. CHRI tracks S&P 500 Christian Values Screened Index, while RPG tracks S&P 500/Citigroup Pure Growth Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.29% for CHRI and 0.35% for RPG.

Portfolio Optimizer

Find the right allocation for CHRI and RPG

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