PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
LCG vs. SPMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCG and SPMO is 0.85, 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.

LCG vs. SPMO

Last updated Jun 1, 2025

Compare and contrast key facts about Sterling Capital Focus Equity ETF (LCG) and Invesco S&P 500® Momentum ETF (SPMO).

LCG and SPMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LCG is an actively managed fund by Sterling Capital. It was launched on Aug 26, 2020. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCG or SPMO.

Performance

LCG vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Focus Equity ETF (LCG) and Invesco S&P 500® Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

LCG:

0.57

SPMO:

1.22

Sortino Ratio

LCG:

0.80

SPMO:

1.64

Omega Ratio

LCG:

1.10

SPMO:

1.23

Calmar Ratio

LCG:

0.45

SPMO:

1.39

Martin Ratio

LCG:

1.50

SPMO:

5.03

Ulcer Index

LCG:

7.49%

SPMO:

5.58%

Daily Std Dev

LCG:

26.19%

SPMO:

25.08%

Max Drawdown

LCG:

-44.50%

SPMO:

-30.95%

Current Drawdown

LCG:

-7.59%

SPMO:

0.00%

Returns By Period

In the year-to-date period, LCG achieves a 2.52% return, which is significantly lower than SPMO's 11.09% return.

LCG

YTD

2.52%

1M

6.46%

6M

-3.03%

1Y

16.05%

3Y*

13.14%

5Y*

N/A

10Y*

N/A

SPMO

YTD

11.09%

1M

10.05%

6M

9.23%

1Y

30.10%

3Y*

24.56%

5Y*

21.21%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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

Sterling Capital Focus Equity ETF

Invesco S&P 500® Momentum ETF

LCG vs. SPMO - Expense Ratio Comparison

LCG has a 0.59% expense ratio, which is higher than SPMO's 0.13% expense ratio.

LCG
Sterling Capital Focus Equity ETF
SPMO
Invesco S&P 500® Momentum ETF
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LCG vs. SPMO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LCG
The Risk-Adjusted Performance Rank of LCG is 4545
Overall Rank
The Sharpe Ratio Rank of LCG is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of LCG is 4444
Sortino Ratio Rank
The Omega Ratio Rank of LCG is 4040
Omega Ratio Rank
The Calmar Ratio Rank of LCG is 4848
Calmar Ratio Rank
The Martin Ratio Rank of LCG is 4343
Martin Ratio Rank
SPMO
The Risk-Adjusted Performance Rank of SPMO is 8484
Overall Rank
The Sharpe Ratio Rank of SPMO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SPMO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SPMO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SPMO is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LCG vs. SPMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Focus Equity ETF (LCG) and Invesco S&P 500® Momentum ETF (SPMO). 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 LCG Sharpe Ratio is 0.57, which is lower than the SPMO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of LCG and SPMO, 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 data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LCG vs. SPMO - Dividend Comparison

LCG has not paid dividends to shareholders, while SPMO's dividend yield for the trailing twelve months is around 0.48%.

TTM2024202320222021202020192018201720162015
LCG
Sterling Capital Focus Equity ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500® Momentum ETF		0.48%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

LCG vs. SPMO - Drawdown Comparison

The maximum LCG drawdown since its inception was -44.50%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for LCG and SPMO.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LCG vs. SPMO - Volatility Comparison

Sterling Capital Focus Equity ETF (LCG) has a higher volatility of 6.60% compared to Invesco S&P 500® Momentum ETF (SPMO) at 5.51%. This indicates that LCG's price experiences larger fluctuations and is considered to be riskier than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...