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RGI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RGI and VOO is 0.82, 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.


-0.50.00.51.00.8

Performance

RGI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Industrials ETF (RGI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
31.34%
620.70%
RGI
VOO

Key characteristics

Sharpe Ratio

RGI:

2.42

VOO:

2.92

Sortino Ratio

RGI:

3.43

VOO:

3.86

Omega Ratio

RGI:

1.42

VOO:

1.54

Calmar Ratio

RGI:

0.69

VOO:

4.22

Martin Ratio

RGI:

14.08

VOO:

19.12

Ulcer Index

RGI:

2.39%

VOO:

1.86%

Daily Std Dev

RGI:

13.93%

VOO:

12.18%

Max Drawdown

RGI:

-82.66%

VOO:

-33.99%

Current Drawdown

RGI:

-31.59%

VOO:

0.00%

Returns By Period

In the year-to-date period, RGI achieves a 26.33% return, which is significantly lower than VOO's 29.20% return. Over the past 10 years, RGI has underperformed VOO with an annualized return of 12.64%, while VOO has yielded a comparatively higher 13.63% annualized return.


RGI

YTD

26.33%

1M

-0.86%

6M

19.23%

1Y

33.06%

5Y (annualized)

16.57%

10Y (annualized)

12.64%

VOO

YTD

29.20%

1M

1.61%

6M

14.62%

1Y

33.99%

5Y (annualized)

16.05%

10Y (annualized)

13.63%

Compare stocks, funds, or ETFs

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


RGI vs. VOO - Expense Ratio Comparison

RGI has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.


RGI
Invesco S&P 500® Equal Weight Industrials ETF
Expense ratio chart for RGI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

RGI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Industrials ETF (RGI) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for RGI, currently valued at 2.42, compared to the broader market0.002.004.002.422.92
The chart of Sortino ratio for RGI, currently valued at 3.43, compared to the broader market-2.000.002.004.006.008.0010.0012.003.433.86
The chart of Omega ratio for RGI, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.54
The chart of Calmar ratio for RGI, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.694.22
The chart of Martin ratio for RGI, currently valued at 14.08, compared to the broader market0.0020.0040.0060.0080.00100.0014.0819.12
RGI
VOO

The current RGI Sharpe Ratio is 2.42, which is comparable to the VOO Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of RGI and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.42
2.92
RGI
VOO

Dividends

RGI vs. VOO - Dividend Comparison

RGI's dividend yield for the trailing twelve months is around 0.87%, less than VOO's 1.21% yield.


TTM20232022202120202019201820172016201520142013
RGI
Invesco S&P 500® Equal Weight Industrials ETF
0.87%1.06%1.09%0.70%0.96%1.33%0.30%0.00%0.00%0.00%1.28%0.90%
VOO
Vanguard S&P 500 ETF
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RGI vs. VOO - Drawdown Comparison

The maximum RGI drawdown since its inception was -82.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RGI and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.59%
0
RGI
VOO

Volatility

RGI vs. VOO - Volatility Comparison

Invesco S&P 500® Equal Weight Industrials ETF (RGI) has a higher volatility of 3.64% compared to Vanguard S&P 500 ETF (VOO) at 2.20%. This indicates that RGI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.64%
2.20%
RGI
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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