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QVMT vs. RPG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QVMT vs. RPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P S&P 500 Concentrated QVM ETF (QVMT) 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, QVMT achieves a 19.11% return, which is significantly lower than RPG's 30.31% return. Over the past 10 years, QVMT has underperformed RPG with an annualized return of 13.28%, while RPG has yielded a comparatively higher 15.14% annualized return.


QVMT

1D
-2.72%
1M
1.92%
YTD
19.11%
6M
19.12%
1Y
34.42%
3Y*
22.94%
5Y*
12.95%
10Y*
13.28%

RPG

1D
-4.60%
1M
5.48%
YTD
30.31%
6M
27.62%
1Y
38.51%
3Y*
27.72%
5Y*
11.59%
10Y*
15.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QVMT vs. RPG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QVMT
Invesco S&P S&P 500 Concentrated QVM ETF
19.11%19.08%14.40%11.71%-5.61%35.27%-9.98%28.86%-9.51%18.77%
RPG
Invesco S&P 500 Pure Growth ETF
30.31%13.41%28.23%8.04%-27.55%29.40%29.34%28.34%-4.53%26.20%

Correlation

The correlation between QVMT and RPG is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2015

0.56

The correlation between QVMT and RPG has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

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Return for Risk

QVMT vs. RPG — Risk / Return Rank

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

QVMT
QVMT Risk / Return Rank: 8888
Overall Rank
QVMT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QVMT Sortino Ratio Rank: 8888
Sortino Ratio Rank
QVMT Omega Ratio Rank: 8282
Omega Ratio Rank
QVMT Calmar Ratio Rank: 9191
Calmar Ratio Rank
QVMT Martin Ratio Rank: 9090
Martin Ratio Rank

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: 5353
Omega Ratio Rank
RPG Calmar Ratio Rank: 7272
Calmar Ratio Rank
RPG Martin Ratio Rank: 7373
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.

QVMT vs. RPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P S&P 500 Concentrated QVM ETF (QVMT) 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.


QVMTRPGDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.45

1.31

+0.14

Calmar ratioReturn relative to maximum drawdown

5.53

3.49

+2.04

Martin ratioReturn relative to average drawdown

19.46

13.16

+6.30

QVMT vs. RPG - Sharpe Ratio Comparison

The current QVMT Sharpe Ratio is 2.63, which is higher than the RPG Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of QVMT and RPG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QVMT vs. RPG - Drawdown Comparison

The maximum QVMT drawdown since its inception was -48.05%, smaller than the maximum RPG drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for QVMT and RPG.


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Drawdown Indicators


QVMTRPGDifference

Max Drawdown

Largest peak-to-trough decline

-48.05%

-53.27%

+5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.25%

-11.08%

+4.83%

Max Drawdown (3Y)

Largest decline over 3 years

-14.42%

-24.75%

+10.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

-35.59%

+13.64%

Max Drawdown (10Y)

Largest decline over 10 years

-48.05%

-36.58%

-11.47%

Current Drawdown

Current decline from peak

-2.72%

-4.60%

+1.88%

Average Drawdown

Average peak-to-trough decline

-6.31%

-8.83%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.93%

-1.16%

Volatility

QVMT vs. RPG - Volatility Comparison

The current volatility for Invesco S&P S&P 500 Concentrated QVM ETF (QVMT) is 5.11%, while Invesco S&P 500 Pure Growth ETF (RPG) has a volatility of 11.10%. This indicates that QVMT experiences smaller price fluctuations and is considered to be less risky than RPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QVMTRPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

11.10%

-5.99%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

19.02%

-9.19%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

22.09%

-8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

23.86%

-6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.10%

22.90%

-1.80%

QVMT vs. RPG - Expense Ratio Comparison

QVMT has a 0.13% expense ratio, which is lower than RPG's 0.35% expense ratio.


Dividends

QVMT vs. RPG - Dividend Comparison

QVMT's dividend yield for the trailing twelve months is around 1.83%, more than RPG's 0.15% yield.


PositionTTM20252024202320222021202020192018201720162015
QVMT
Invesco S&P S&P 500 Concentrated QVM ETF
1.83%2.42%2.71%3.05%2.49%2.31%2.70%2.23%2.48%2.37%1.11%0.54%
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


QVMT and RPG have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RPG has higher volatility (11.10%) compared to QVMT (5.11%). In terms of maximum drawdown, QVMT dropped -48.05% vs RPG's -53.27%.

On 10-year performance, RPG leads with 15.14% vs 13.28% for QVMT. On fees, QVMT is cheaper at 0.13% per year. On volatility, QVMT has been the lower-risk option at 5.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RPG has performed better with a 15.14% return vs 13.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QVMT is cheaper with a 0.13% expense ratio, compared with 0.35% for RPG.

QVMT has the higher dividend yield at 1.83%, compared with 0.15% for RPG.

QVMT is categorized as S&P 500, while RPG is Large Cap Growth Equities. QVMT tracks S&P 500 Quality, Value & Momentum Multi-factor Index, while RPG tracks S&P 500/Citigroup Pure Growth Index. Their fees differ too: 0.13% for QVMT and 0.35% for RPG.

QVMT currently has the higher Sharpe Ratio (2.63 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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