GRPM vs. DRES
GRPM (Invesco S&P MidCap 400® GARP ETF) and DRES (GMO Domestic Resilience ETF) are both Mid Cap Blend Equities funds. GRPM is passively managed, while DRES is actively managed. Their 0.68 correlation means they have sometimes moved together and sometimes differently. GRPM charges 0.35%/yr vs 0.50%/yr for DRES.
Performance
GRPM vs. DRES - Performance Comparison
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Returns By Period
In the year-to-date period, GRPM achieves a 13.17% return, which is significantly lower than DRES's 21.60% return.
GRPM
- 1D
- -0.35%
- 1M
- 2.06%
- 6M
- 11.71%
- YTD
- 13.17%
- 1Y
- 21.04%
- 3Y*
- 13.73%
- 5Y*
- 9.29%
- 10Y*
- 11.33%
- ALL TIME*
- 11.48%
DRES
- 1D
- 0.30%
- 1M
- 0.31%
- 6M
- 12.48%
- YTD
- 21.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $93.72K | $76.15K | $99.36K | |
| $1.43M | $1.18M | $1.33M |
GRPM vs. DRES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GRPM Invesco S&P MidCap 400® GARP ETF | 13.17% | -0.33% |
DRES GMO Domestic Resilience ETF | 21.60% | 2.50% |
Correlation
The correlation between GRPM and DRES is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | 0.68 |
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Return for Risk
GRPM vs. DRES — Risk / Return Rank
GRPM
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GRPM vs. DRES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® GARP ETF (GRPM) and GMO Domestic Resilience ETF (DRES). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GRPM | DRES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.22 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | — | — |
| Martin ratioReturn relative to average drawdown | 7.67 | — | — |
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Drawdowns
GRPM vs. DRES - Drawdown Comparison
The maximum GRPM drawdown since its inception was -43.12%, which is greater than DRES's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for GRPM and DRES.
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Drawdown Indicators
| GRPM | DRES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.12% | -10.41% | -32.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -28.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.09% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.12% | — | — |
Current DrawdownCurrent decline from peak | -1.19% | -1.59% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -2.14% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | — | — |
Volatility
GRPM vs. DRES - Volatility Comparison
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Volatility by Period
| GRPM | DRES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.51% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 18.07% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.80% | 18.07% | +2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.19% | 18.07% | +4.12% |
GRPM vs. DRES - Expense Ratio Comparison
GRPM has a 0.35% expense ratio, which is lower than DRES's 0.50% expense ratio.
Dividends
GRPM vs. DRES - Dividend Comparison
GRPM's dividend yield for the trailing twelve months is around 0.70%, more than DRES's 0.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRES GMO Domestic Resilience ETF | 0.52% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GRPM Invesco S&P MidCap 400® GARP ETF | 0.70% | 1.19% | 0.95% | 0.96% | 1.28% | 0.92% | 1.16% | 1.25% | 1.50% | 1.14% | 1.00% | 1.43% |
Frequently Asked Questions
GRPM and DRES have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GRPM is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GRPM is cheaper with a 0.35% expense ratio, compared with 0.50% for DRES.
GRPM has the higher dividend yield at 0.70%, compared with 0.52% for DRES.
They also come from different issuers: Invesco and GMO. Their fees differ too: 0.35% for GRPM and 0.50% for DRES.
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