PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GARP vs. GRPZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

GARP vs. GRPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Quality GARP ETF (GARP) and Invesco S&P Smallcap 600 GARP ETF (GRPZ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.43%
15.78%
GARP
GRPZ

Returns By Period


GARP

YTD

36.07%

1M

6.13%

6M

13.43%

1Y

42.64%

5Y (annualized)

N/A

10Y (annualized)

N/A

GRPZ

YTD

N/A

1M

9.53%

6M

15.78%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


GARPGRPZ
Daily Std Dev17.99%21.87%
Max Drawdown-31.34%-10.11%
Current Drawdown-1.13%-0.07%

Compare stocks, funds, or ETFs

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


GARP vs. GRPZ - Expense Ratio Comparison

GARP has a 0.15% expense ratio, which is lower than GRPZ's 0.35% expense ratio.


GRPZ
Invesco S&P Smallcap 600 GARP ETF
Expense ratio chart for GRPZ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for GARP: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Correlation

-0.50.00.51.00.5

The correlation between GARP and GRPZ is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

GARP vs. GRPZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality GARP ETF (GARP) and Invesco S&P Smallcap 600 GARP ETF (GRPZ). 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.


Sharpe ratio
The chart of Sharpe ratio for GARP, currently valued at 2.37, compared to the broader market0.002.004.002.37
The chart of Sortino ratio for GARP, currently valued at 3.07, compared to the broader market-2.000.002.004.006.008.0010.0012.003.07
The chart of Omega ratio for GARP, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.43
The chart of Calmar ratio for GARP, currently valued at 3.17, compared to the broader market0.005.0010.0015.0020.003.17
The chart of Martin ratio for GARP, currently valued at 12.08, compared to the broader market0.0020.0040.0060.0080.00100.0012.08
GARP
GRPZ

Chart placeholderNot enough data

Dividends

GARP vs. GRPZ - Dividend Comparison

GARP's dividend yield for the trailing twelve months is around 0.37%, less than GRPZ's 0.49% yield.


TTM2023202220212020
GARP
iShares MSCI USA Quality GARP ETF
0.37%0.75%1.85%0.67%0.75%
GRPZ
Invesco S&P Smallcap 600 GARP ETF
0.49%0.00%0.00%0.00%0.00%

Drawdowns

GARP vs. GRPZ - Drawdown Comparison

The maximum GARP drawdown since its inception was -31.34%, which is greater than GRPZ's maximum drawdown of -10.11%. Use the drawdown chart below to compare losses from any high point for GARP and GRPZ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.13%
-0.07%
GARP
GRPZ

Volatility

GARP vs. GRPZ - Volatility Comparison

The current volatility for iShares MSCI USA Quality GARP ETF (GARP) is 5.76%, while Invesco S&P Smallcap 600 GARP ETF (GRPZ) has a volatility of 8.87%. This indicates that GARP experiences smaller price fluctuations and is considered to be less risky than GRPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.76%
8.87%
GARP
GRPZ