PortfoliosLab logoPortfoliosLab logo
GRPM vs. FDVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRPM vs. FDVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap 400® GARP ETF (GRPM) and Fidelity Value Fund (FDVLX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GRPM vs. FDVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRPM
Invesco S&P MidCap 400® GARP ETF
-1.30%7.81%15.67%18.79%-11.63%26.35%15.60%23.05%-12.45%13.05%
FDVLX
Fidelity Value Fund
0.36%11.32%30.11%19.57%-9.07%35.30%9.33%31.68%-17.58%14.11%

Returns By Period

In the year-to-date period, GRPM achieves a -1.30% return, which is significantly lower than FDVLX's 0.36% return. Over the past 10 years, GRPM has underperformed FDVLX with an annualized return of 10.52%, while FDVLX has yielded a comparatively higher 12.56% annualized return.


GRPM

1D
2.28%
1M
-2.74%
YTD
-1.30%
6M
-1.63%
1Y
14.14%
3Y*
11.92%
5Y*
6.76%
10Y*
10.52%

FDVLX

1D
-0.72%
1M
-8.71%
YTD
0.36%
6M
5.29%
1Y
18.06%
3Y*
19.69%
5Y*
12.52%
10Y*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


GRPM vs. FDVLX - Expense Ratio Comparison

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


Return for Risk

GRPM vs. FDVLX — Risk / Return Rank

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

GRPM
GRPM Risk / Return Rank: 3737
Overall Rank
GRPM Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GRPM Sortino Ratio Rank: 3838
Sortino Ratio Rank
GRPM Omega Ratio Rank: 3535
Omega Ratio Rank
GRPM Calmar Ratio Rank: 3737
Calmar Ratio Rank
GRPM Martin Ratio Rank: 4343
Martin Ratio Rank

FDVLX
FDVLX Risk / Return Rank: 4343
Overall Rank
FDVLX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FDVLX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FDVLX Omega Ratio Rank: 4141
Omega Ratio Rank
FDVLX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FDVLX Martin Ratio Rank: 4343
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.

GRPM vs. FDVLX - Risk-Adjusted Trends Comparison

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.


GRPMFDVLXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.84

-0.23

Sortino ratio

Return per unit of downside risk

1.04

1.33

-0.29

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.92

1.06

-0.14

Martin ratio

Return relative to average drawdown

3.90

4.38

-0.48

GRPM vs. FDVLX - Sharpe Ratio Comparison

The current GRPM Sharpe Ratio is 0.61, which is comparable to the FDVLX Sharpe Ratio of 0.84. 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.


Loading graphics...

Sharpe Ratios by Period


GRPMFDVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.84

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.47

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.50

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.56

-0.04

Correlation

The correlation between GRPM and FDVLX is 0.93, 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

GRPM vs. FDVLX - Dividend Comparison

GRPM's dividend yield for the trailing twelve months is around 1.04%, less than FDVLX's 10.01% yield.


TTM20252024202320222021202020192018201720162015
GRPM
Invesco S&P MidCap 400® GARP ETF
1.04%1.19%0.95%0.96%1.28%0.92%1.16%1.25%1.50%1.14%1.00%1.43%
FDVLX
Fidelity Value Fund
10.01%10.05%33.05%3.71%7.08%9.79%0.98%3.34%16.25%3.38%1.26%10.97%

Drawdowns

GRPM vs. FDVLX - Drawdown Comparison

The maximum GRPM drawdown since its inception was -43.12%, smaller than the maximum FDVLX drawdown of -66.91%. Use the drawdown chart below to compare losses from any high point for GRPM and FDVLX.


Loading graphics...

Drawdown Indicators


GRPMFDVLXDifference

Max Drawdown

Largest peak-to-trough decline

-43.12%

-66.91%

+23.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.51%

-14.96%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-28.09%

-31.45%

+3.36%

Max Drawdown (10Y)

Largest decline over 10 years

-43.12%

-48.66%

+5.54%

Current Drawdown

Current decline from peak

-5.24%

-9.90%

+4.66%

Average Drawdown

Average peak-to-trough decline

-5.76%

-9.05%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.63%

+0.04%

Volatility

GRPM vs. FDVLX - Volatility Comparison

The current volatility for Invesco S&P MidCap 400® GARP ETF (GRPM) is 4.88%, while Fidelity Value Fund (FDVLX) has a volatility of 5.32%. This indicates that GRPM experiences smaller price fluctuations and is considered to be less risky than FDVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GRPMFDVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

5.32%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

11.67%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

23.17%

21.51%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.00%

26.54%

-5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.27%

25.15%

-2.88%