PBUS vs. MGC

In the year-to-date period, PBUS achieves a -3.44% return, which is significantly higher than MGC's -3.99% return.

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PBUS has a 0.04% expense ratio, which is lower than MGC's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Invesco PureBeta MSCI USA ETF (PBUS) and Vanguard Mega Cap ETF (MGC). 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 PBUS Sharpe Ratio is 0.53, which is comparable to the MGC Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of PBUS and MGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PBUS's dividend yield for the trailing twelve months is around 1.27%, more than MGC's 1.21% yield.

The maximum PBUS drawdown since its inception was -33.15%, smaller than the maximum MGC drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for PBUS and MGC. For additional features, visit the drawdowns tool.