GRPM vs. FDVLX

In the year-to-date period, GRPM achieves a -5.87% return, which is significantly lower than FDVLX's -3.38% return. Both investments have delivered pretty close results over the past 10 years, with GRPM having a 8.50% annualized return and FDVLX not far behind at 8.37%.

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GRPM has a 0.35% expense ratio, which is lower than FDVLX's 0.79% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® GARP ETF (GRPM) and Fidelity Value Fund (FDVLX). 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.

The current GRPM Sharpe Ratio is -0.34, which is lower than the FDVLX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of GRPM and FDVLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GRPM's dividend yield for the trailing twelve months is around 1.14%, less than FDVLX's 17.78% yield.

The maximum GRPM drawdown since its inception was -43.12%, smaller than the maximum FDVLX drawdown of -66.59%. Use the drawdown chart below to compare losses from any high point for GRPM and FDVLX.

Invesco S&P MidCap 400® GARP ETF (GRPM) and Fidelity Value Fund (FDVLX) have volatilities of 6.21% and 6.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.