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MFIG vs. RPG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFIG vs. RPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Innovative Growth Factor ETF (MFIG) and Invesco S&P 500 Pure Growth ETF (RPG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFIG achieves a 0.01% return, which is significantly lower than RPG's 30.55% return.


MFIG

1D
0.33%
1M
-2.08%
YTD
0.01%
6M
-1.62%
1Y
3Y*
5Y*
10Y*

RPG

1D
0.18%
1M
5.68%
YTD
30.55%
6M
27.48%
1Y
36.38%
3Y*
27.80%
5Y*
11.61%
10Y*
15.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFIG vs. RPG - Yearly Performance Comparison


Correlation

The correlation between MFIG and RPG is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 9, 2025

0.70

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Return for Risk

MFIG vs. RPG — Risk / Return Rank

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

MFIG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


RPG
RPG Risk / Return Rank: 6161
Overall Rank
RPG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
RPG Sortino Ratio Rank: 5252
Sortino Ratio Rank
RPG Omega Ratio Rank: 5252
Omega Ratio Rank
RPG Calmar Ratio Rank: 7373
Calmar Ratio Rank
RPG Martin Ratio Rank: 7474
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.

MFIG vs. RPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Innovative Growth Factor ETF (MFIG) and Invesco S&P 500 Pure Growth ETF (RPG). 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.


MFIGRPGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

3.30

Martin ratioReturn relative to average drawdown

12.38

MFIG vs. RPG - Sharpe Ratio Comparison


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Drawdowns

MFIG vs. RPG - Drawdown Comparison

The maximum MFIG drawdown since its inception was -14.29%, smaller than the maximum RPG drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for MFIG and RPG.


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Drawdown Indicators


MFIGRPGDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-53.27%

+38.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

Max Drawdown (3Y)

Largest decline over 3 years

-24.75%

Max Drawdown (5Y)

Largest decline over 5 years

-35.59%

Max Drawdown (10Y)

Largest decline over 10 years

-36.58%

Current Drawdown

Current decline from peak

-6.19%

-4.43%

-1.76%

Average Drawdown

Average peak-to-trough decline

-4.62%

-8.83%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

Volatility

MFIG vs. RPG - Volatility Comparison


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Volatility by Period


MFIGRPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.10%

Volatility (6M)

Calculated over the trailing 6-month period

18.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

22.06%

-5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

23.86%

-6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

22.89%

-5.85%

MFIG vs. RPG - Expense Ratio Comparison

MFIG has a 0.50% expense ratio, which is higher than RPG's 0.35% expense ratio.


Dividends

MFIG vs. RPG - Dividend Comparison

MFIG has not paid dividends to shareholders, while RPG's dividend yield for the trailing twelve months is around 0.15%.


PositionTTM20252024202320222021202020192018201720162015
MFIG
Motley Fool Innovative Growth Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RPG
Invesco S&P 500 Pure Growth ETF
0.15%0.24%0.25%1.44%0.74%0.00%0.46%0.83%0.47%0.56%0.43%0.73%

Frequently Asked Questions


MFIG and RPG have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RPG is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RPG is cheaper with a 0.35% expense ratio, compared with 0.50% for MFIG.

RPG has the higher dividend yield at 0.15%, compared with 0.00% for MFIG.

MFIG tracks Motley Fool Innovative Growth Index, while RPG tracks S&P 500/Citigroup Pure Growth Index. They also come from different issuers: Motley Fool and Invesco. Their fees differ too: 0.50% for MFIG and 0.35% for RPG.

Portfolio Optimizer

Find the right allocation for MFIG and RPG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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