SPMO vs. HFGO

In the year-to-date period, SPMO achieves a 8.46% return, which is significantly higher than HFGO's -4.33% return.

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SPMO has a 0.13% expense ratio, which is lower than HFGO's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Momentum ETF (SPMO) and Hartford Large Cap Growth ETF (HFGO). 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 SPMO Sharpe Ratio is 1.08, which is higher than the HFGO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SPMO and HFGO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPMO's dividend yield for the trailing twelve months is around 0.50%, while HFGO has not paid dividends to shareholders.

The maximum SPMO drawdown since its inception was -30.95%, smaller than the maximum HFGO drawdown of -44.64%. Use the drawdown chart below to compare losses from any high point for SPMO and HFGO.

Invesco S&P 500® Momentum ETF (SPMO) and Hartford Large Cap Growth ETF (HFGO) have volatilities of 5.21% and 5.15%, 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.