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PSCI vs. VO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCI vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Industrials ETF (PSCI) and Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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PSCI vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSCI
Invesco S&P SmallCap Industrials ETF
3.18%13.50%16.68%31.64%-9.02%24.44%12.02%29.80%-13.20%17.52%
VO
Vanguard Mid-Cap ETF
-0.68%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Returns By Period

In the year-to-date period, PSCI achieves a 3.18% return, which is significantly higher than VO's -0.68% return. Over the past 10 years, PSCI has outperformed VO with an annualized return of 14.09%, while VO has yielded a comparatively lower 10.67% annualized return.


PSCI

1D
3.38%
1M
-8.15%
YTD
3.18%
6M
4.82%
1Y
32.24%
3Y*
18.66%
5Y*
11.38%
10Y*
14.09%

VO

1D
2.22%
1M
-5.86%
YTD
-0.68%
6M
-1.48%
1Y
12.73%
3Y*
12.61%
5Y*
6.66%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCI vs. VO - Expense Ratio Comparison

PSCI has a 0.29% expense ratio, which is higher than VO's 0.04% expense ratio.


Return for Risk

PSCI vs. VO — Risk / Return Rank

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

PSCI
PSCI Risk / Return Rank: 7373
Overall Rank
PSCI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PSCI Sortino Ratio Rank: 7777
Sortino Ratio Rank
PSCI Omega Ratio Rank: 6868
Omega Ratio Rank
PSCI Calmar Ratio Rank: 7979
Calmar Ratio Rank
PSCI Martin Ratio Rank: 7070
Martin Ratio Rank

VO
VO Risk / Return Rank: 4646
Overall Rank
VO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4343
Sortino Ratio Rank
VO Omega Ratio Rank: 4444
Omega Ratio Rank
VO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VO Martin Ratio Rank: 5454
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.

PSCI vs. VO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Industrials ETF (PSCI) and Vanguard Mid-Cap ETF (VO). 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.


PSCIVODifference

Sharpe ratio

Return per unit of total volatility

1.28

0.73

+0.55

Sortino ratio

Return per unit of downside risk

1.94

1.12

+0.82

Omega ratio

Gain probability vs. loss probability

1.25

1.16

+0.09

Calmar ratio

Return relative to maximum drawdown

2.13

1.05

+1.08

Martin ratio

Return relative to average drawdown

6.98

4.84

+2.14

PSCI vs. VO - Sharpe Ratio Comparison

The current PSCI Sharpe Ratio is 1.28, which is higher than the VO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of PSCI and VO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSCIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.73

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.38

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.57

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.48

+0.06

Correlation

The correlation between PSCI and VO is 0.81, 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.


Dividends

PSCI vs. VO - Dividend Comparison

PSCI's dividend yield for the trailing twelve months is around 1.54%, more than VO's 1.51% yield.


TTM20252024202320222021202020192018201720162015
PSCI
Invesco S&P SmallCap Industrials ETF
1.54%1.56%0.65%0.72%0.87%0.69%0.59%0.64%0.67%0.71%0.74%1.02%
VO
Vanguard Mid-Cap ETF
1.51%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Drawdowns

PSCI vs. VO - Drawdown Comparison

The maximum PSCI drawdown since its inception was -45.55%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for PSCI and VO.


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Drawdown Indicators


PSCIVODifference

Max Drawdown

Largest peak-to-trough decline

-45.55%

-58.87%

+13.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-12.74%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-29.36%

-27.57%

-1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-45.55%

-39.37%

-6.18%

Current Drawdown

Current decline from peak

-11.91%

-6.12%

-5.79%

Average Drawdown

Average peak-to-trough decline

-6.94%

-7.91%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

2.76%

+1.78%

Volatility

PSCI vs. VO - Volatility Comparison

Invesco S&P SmallCap Industrials ETF (PSCI) has a higher volatility of 8.07% compared to Vanguard Mid-Cap ETF (VO) at 4.89%. This indicates that PSCI's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

4.89%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

15.47%

9.72%

+5.75%

Volatility (1Y)

Calculated over the trailing 1-year period

25.26%

17.57%

+7.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

17.62%

+5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.16%

18.94%

+6.22%