GTSAX vs. SGPIX
GTSAX (Invesco Small Cap Growth Fund) and SGPIX (ProFunds Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, GTSAX returned 9.80%/yr vs 8.78%/yr for SGPIX. Their correlation of 0.93 means they have usually moved in the same direction. GTSAX charges 1.14%/yr vs 1.60%/yr for SGPIX.
Performance
GTSAX vs. SGPIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GTSAX achieves a 17.05% return, which is significantly lower than SGPIX's 25.88% return. Over the past 10 years, GTSAX has outperformed SGPIX with an annualized return of 9.80%, while SGPIX has yielded a comparatively lower 8.78% annualized return.
GTSAX
- 1D
- 2.86%
- 1M
- -4.91%
- 6M
- 12.82%
- YTD
- 17.05%
- 1Y
- 24.60%
- 3Y*
- 14.21%
- 5Y*
- 0.21%
- 10Y*
- 9.80%
- ALL TIME*
- 11.20%
SGPIX
- 1D
- 1.84%
- 1M
- 1.10%
- 6M
- 19.64%
- YTD
- 25.88%
- 1Y
- 31.98%
- 3Y*
- 13.87%
- 5Y*
- 4.08%
- 10Y*
- 8.78%
- ALL TIME*
- 8.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GTSAX vs. SGPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTSAX Invesco Small Cap Growth Fund | 17.05% | 5.80% | 16.19% | 12.66% | -35.61% | 5.71% | 57.23% | 24.30% | -9.16% | 24.94% |
SGPIX ProFunds Small Cap Growth Fund | 25.88% | 3.52% | 7.53% | 15.35% | -22.72% | 13.29% | 17.43% | 18.95% | -5.76% | 12.73% |
Correlation
The correlation between GTSAX and SGPIX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002 | 0.93 |
The correlation between GTSAX and SGPIX has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GTSAX vs. SGPIX — Risk / Return Rank
GTSAX
SGPIX
GTSAX vs. SGPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Growth Fund (GTSAX) and ProFunds Small Cap Growth Fund (SGPIX). 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.
| GTSAX | SGPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 3.58 | -2.03 |
| Martin ratioReturn relative to average drawdown | 5.32 | 11.99 | -6.67 |
Loading charts...
Drawdowns
GTSAX vs. SGPIX - Drawdown Comparison
The maximum GTSAX drawdown since its inception was -63.62%, which is greater than SGPIX's maximum drawdown of -58.70%. Use the drawdown chart below to compare losses from any high point for GTSAX and SGPIX.
Loading charts...
Drawdown Indicators
| GTSAX | SGPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.62% | -58.70% | -4.92% |
Max Drawdown (1Y)Largest decline over 1 year | -16.21% | -9.15% | -7.06% |
Max Drawdown (3Y)Largest decline over 3 years | -29.24% | -27.72% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -47.85% | -34.64% | -13.21% |
Max Drawdown (10Y)Largest decline over 10 years | -47.85% | -43.14% | -4.71% |
Current DrawdownCurrent decline from peak | -9.54% | 0.00% | -9.54% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -11.19% | -7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 2.73% | +1.97% |
Volatility
GTSAX vs. SGPIX - Volatility Comparison
Invesco Small Cap Growth Fund (GTSAX) has a higher volatility of 9.47% compared to ProFunds Small Cap Growth Fund (SGPIX) at 4.73%. This indicates that GTSAX's price experiences larger fluctuations and is considered to be riskier than SGPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GTSAX | SGPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 4.73% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 21.86% | 13.07% | +8.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.52% | 17.87% | +8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.19% | 21.63% | +3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.49% | 22.33% | +2.16% |
GTSAX vs. SGPIX - Expense Ratio Comparison
GTSAX has a 1.14% expense ratio, which is lower than SGPIX's 1.60% expense ratio.
Dividends
GTSAX vs. SGPIX - Dividend Comparison
GTSAX's dividend yield for the trailing twelve months is around 8.92%, while SGPIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTSAX Invesco Small Cap Growth Fund | 8.92% | 10.45% | 0.00% | 0.00% | 3.60% | 38.91% | 13.85% | 8.96% | 9.76% | 9.23% | 9.35% | 10.11% |
SGPIX ProFunds Small Cap Growth Fund | 0.00% | 0.18% | 1.58% | 0.80% | 3.80% | 2.06% | 0.00% | 0.00% | 4.29% | 0.00% | 0.00% | 2.58% |
Frequently Asked Questions
GTSAX and SGPIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTSAX has higher volatility (9.47%) compared to SGPIX (4.73%). In terms of maximum drawdown, GTSAX dropped -63.62% vs SGPIX's -58.70%.
SGPIX currently has the higher Sharpe Ratio (1.84 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GTSAX and SGPIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer