EQAL vs. VFMV
Compare and contrast key facts about Invesco Russell 1000 Equal Weight ETF (EQAL) and Vanguard U.S. Minimum Volatility ETF (VFMV).
EQAL and VFMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQAL is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Equal Weight Index. It was launched on Dec 23, 2014. VFMV is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
EQAL vs. VFMV - Performance Comparison
Loading graphics...
EQAL vs. VFMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EQAL Invesco Russell 1000 Equal Weight ETF | 5.48% | 11.05% | 11.38% | 11.98% | -13.49% | 23.14% | 16.57% | 24.54% | -8.67% |
VFMV Vanguard U.S. Minimum Volatility ETF | 2.90% | 10.52% | 16.91% | 8.86% | -5.73% | 20.75% | -0.19% | 27.26% | -1.10% |
Returns By Period
In the year-to-date period, EQAL achieves a 5.48% return, which is significantly higher than VFMV's 2.90% return.
EQAL
- 1D
- 0.31%
- 1M
- -4.00%
- YTD
- 5.48%
- 6M
- 6.68%
- 1Y
- 18.85%
- 3Y*
- 12.43%
- 5Y*
- 6.80%
- 10Y*
- 10.39%
VFMV
- 1D
- 0.35%
- 1M
- -4.26%
- YTD
- 2.90%
- 6M
- 3.50%
- 1Y
- 7.75%
- 3Y*
- 12.83%
- 5Y*
- 9.31%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EQAL vs. VFMV - Expense Ratio Comparison
EQAL has a 0.20% expense ratio, which is higher than VFMV's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
EQAL vs. VFMV — Risk / Return Rank
EQAL
VFMV
EQAL vs. VFMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 1000 Equal Weight ETF (EQAL) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.
| EQAL | VFMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.63 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.54 | 0.94 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.80 | +0.61 |
Martin ratioReturn relative to average drawdown | 6.59 | 3.69 | +2.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EQAL | VFMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.63 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.80 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.66 | -0.17 |
Correlation
The correlation between EQAL and VFMV is 0.82, 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
EQAL vs. VFMV - Dividend Comparison
EQAL's dividend yield for the trailing twelve months is around 1.75%, less than VFMV's 2.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQAL Invesco Russell 1000 Equal Weight ETF | 1.75% | 1.79% | 1.62% | 1.88% | 1.95% | 1.32% | 1.63% | 1.61% | 1.62% | 1.18% | 1.57% | 1.64% |
VFMV Vanguard U.S. Minimum Volatility ETF | 2.04% | 2.12% | 1.46% | 2.20% | 2.08% | 1.31% | 2.14% | 2.43% | 2.29% | 0.00% | 0.00% | 0.00% |
Drawdowns
EQAL vs. VFMV - Drawdown Comparison
The maximum EQAL drawdown since its inception was -40.44%, which is greater than VFMV's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for EQAL and VFMV.
Loading graphics...
Drawdown Indicators
| EQAL | VFMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.44% | -33.64% | -6.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.61% | -9.63% | -3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -21.79% | -15.41% | -6.38% |
Max Drawdown (10Y)Largest decline over 10 years | -40.44% | — | — |
Current DrawdownCurrent decline from peak | -4.00% | -4.26% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -3.69% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.09% | +0.82% |
Volatility
EQAL vs. VFMV - Volatility Comparison
Invesco Russell 1000 Equal Weight ETF (EQAL) has a higher volatility of 4.75% compared to Vanguard U.S. Minimum Volatility ETF (VFMV) at 3.43%. This indicates that EQAL's price experiences larger fluctuations and is considered to be riskier than VFMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EQAL | VFMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 3.43% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 6.62% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.05% | 12.28% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 11.77% | +5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.89% | 14.34% | +4.55% |