GRPM vs. FLMVX
Compare and contrast key facts about Invesco S&P MidCap 400® GARP ETF (GRPM) and JPMorgan Mid Cap Value Fund (FLMVX).
GRPM is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400® GARP Index. It was launched on Dec 3, 2010. FLMVX is managed by JPMorgan. It was launched on Nov 13, 1997.
Performance
GRPM vs. FLMVX - Performance Comparison
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GRPM vs. FLMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRPM Invesco S&P MidCap 400® GARP ETF | -0.72% | 7.81% | 15.67% | 18.79% | -11.63% | 26.35% | 15.60% | 23.05% | -12.45% | 13.05% |
FLMVX JPMorgan Mid Cap Value Fund | 2.16% | 5.17% | 27.75% | 11.38% | -8.11% | 29.89% | 0.36% | 26.67% | -11.66% | 13.67% |
Returns By Period
In the year-to-date period, GRPM achieves a -0.72% return, which is significantly lower than FLMVX's 2.16% return. Over the past 10 years, GRPM has outperformed FLMVX with an annualized return of 10.59%, while FLMVX has yielded a comparatively lower 9.84% annualized return.
GRPM
- 1D
- 0.59%
- 1M
- -3.02%
- YTD
- -0.72%
- 6M
- -1.34%
- 1Y
- 14.05%
- 3Y*
- 12.14%
- 5Y*
- 6.89%
- 10Y*
- 10.59%
FLMVX
- 1D
- 1.81%
- 1M
- -5.37%
- YTD
- 2.16%
- 6M
- 3.42%
- 1Y
- 9.29%
- 3Y*
- 15.22%
- 5Y*
- 9.31%
- 10Y*
- 9.84%
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GRPM vs. FLMVX - Expense Ratio Comparison
GRPM has a 0.35% expense ratio, which is lower than FLMVX's 0.75% expense ratio.
Return for Risk
GRPM vs. FLMVX — Risk / Return Rank
GRPM
FLMVX
GRPM vs. FLMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® GARP ETF (GRPM) and JPMorgan Mid Cap Value Fund (FLMVX). 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.
| GRPM | FLMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.59 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.03 | 0.95 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.13 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 0.89 | +0.07 |
Martin ratioReturn relative to average drawdown | 4.03 | 3.78 | +0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GRPM | FLMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.59 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.48 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.48 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.61 | -0.09 |
Correlation
The correlation between GRPM and FLMVX is 0.90, 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. FLMVX - Dividend Comparison
GRPM's dividend yield for the trailing twelve months is around 1.04%, less than FLMVX's 20.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLMVX JPMorgan Mid Cap Value Fund | 20.71% | 21.16% | 23.25% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% |
Drawdowns
GRPM vs. FLMVX - Drawdown Comparison
The maximum GRPM drawdown since its inception was -43.12%, smaller than the maximum FLMVX drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for GRPM and FLMVX.
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Drawdown Indicators
| GRPM | FLMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.12% | -54.72% | +11.60% |
Max Drawdown (1Y)Largest decline over 1 year | -15.51% | -11.82% | -3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -28.09% | -25.59% | -2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -43.12% | -43.06% | -0.06% |
Current DrawdownCurrent decline from peak | -4.69% | -5.51% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -6.48% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 2.77% | +0.91% |
Volatility
GRPM vs. FLMVX - Volatility Comparison
Invesco S&P MidCap 400® GARP ETF (GRPM) has a higher volatility of 4.92% compared to JPMorgan Mid Cap Value Fund (FLMVX) at 4.42%. This indicates that GRPM's price experiences larger fluctuations and is considered to be riskier than FLMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRPM | FLMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 4.42% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 8.85% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.17% | 16.53% | +6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.99% | 19.40% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.27% | 20.44% | +1.83% |