RPG vs. RISR
RPG (Invesco S&P 500 Pure Growth ETF) and RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) are both exchange-traded funds - RPG is a Large Cap Growth Equities fund tracking the S&P 500 Pure Growth Index, while RISR is a Nontraditional Bonds fund actively managed by FolioBeyond. RPG is passively managed, while RISR is actively managed. Over the past 3 years, RPG returned 22.95%/yr vs 10.07%/yr for RISR. Their -0.08 correlation means they have often moved in opposite directions in the past. RPG charges 0.35%/yr vs 1.13%/yr for RISR.
Performance
RPG vs. RISR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RPG achieves a 22.47% return, which is significantly higher than RISR's 4.75% return.
RPG
- 1D
- 2.09%
- 1M
- -4.47%
- 6M
- 15.17%
- YTD
- 22.47%
- 1Y
- 24.43%
- 3Y*
- 22.95%
- 5Y*
- 8.30%
- 10Y*
- 13.52%
- ALL TIME*
- 11.65%
RISR
- 1D
- -0.15%
- 1M
- 1.47%
- 6M
- 4.83%
- YTD
- 4.75%
- 1Y
- 6.29%
- 3Y*
- 10.07%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.20M | $3.07M | $3.51M | |
| $42.21M | $42.12M | $41.16M |
RPG vs. RISR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RPG Invesco S&P 500 Pure Growth ETF | 22.47% | 13.41% | 28.23% | 8.04% | -27.55% | 9.48% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 4.75% | 4.63% | 24.20% | 7.02% | 31.98% | -0.04% |
Correlation
The correlation between RPG and RISR is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.20 |
Correlation (3Y) Balances recent behavior with more history. | -0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | -0.08 |
The correlation between RPG and RISR shifts across timeframes, from -0.20 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RPG vs. RISR — Risk / Return Rank
RPG
RISR
RPG vs. RISR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Pure Growth ETF (RPG) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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.
| RPG | RISR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.42 | -0.97 |
| Martin ratioReturn relative to average drawdown | 5.95 | 5.79 | +0.16 |
Loading charts...
Drawdowns
RPG vs. RISR - Drawdown Comparison
The maximum RPG drawdown since its inception was -53.27%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for RPG and RISR.
Loading charts...
Drawdown Indicators
| RPG | RISR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.27% | -14.31% | -38.96% |
Max Drawdown (1Y)Largest decline over 1 year | -16.84% | -2.61% | -14.23% |
Max Drawdown (3Y)Largest decline over 3 years | -24.75% | -8.07% | -16.68% |
Max Drawdown (5Y)Largest decline over 5 years | -35.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.58% | — | — |
Current DrawdownCurrent decline from peak | -10.54% | -0.15% | -10.39% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -2.12% | -6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 1.09% | +3.03% |
Volatility
RPG vs. RISR - Volatility Comparison
Invesco S&P 500 Pure Growth ETF (RPG) has a higher volatility of 10.41% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.13%. This indicates that RPG's price experiences larger fluctuations and is considered to be riskier than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RPG | RISR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.41% | 1.13% | +9.28% |
Volatility (6M)Calculated over the trailing 6-month period | 22.12% | 3.57% | +18.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.92% | 5.25% | +19.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.43% | 11.67% | +12.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.18% | 11.67% | +11.51% |
RPG vs. RISR - Expense Ratio Comparison
RPG has a 0.35% expense ratio, which is lower than RISR's 1.13% expense ratio.
Dividends
RPG vs. RISR - Dividend Comparison
RPG's dividend yield for the trailing twelve months is around 0.16%, less than RISR's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 5.88% | 5.95% | 5.67% | 7.96% | 4.26% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RPG Invesco S&P 500 Pure Growth ETF | 0.16% | 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
RPG and RISR have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPG has higher volatility (10.41%) compared to RISR (1.13%). In terms of maximum drawdown, RPG dropped -53.27% vs RISR's -14.31%.
On 3-year performance, RPG leads with 22.95% vs 10.07% for RISR. On fees, RPG is cheaper at 0.35% per year. On volatility, RISR has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, RPG has performed better with a 22.95% return vs 10.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RPG is cheaper with a 0.35% expense ratio, compared with 1.13% for RISR.
RISR has the higher dividend yield at 5.88%, compared with 0.16% for RPG.
RPG is categorized as Large Cap Growth Equities, while RISR is Nontraditional Bonds. They also come from different issuers: Invesco and FolioBeyond. Their fees differ too: 0.35% for RPG and 1.13% for RISR.
RISR currently has the higher Sharpe Ratio (1.20 vs 0.99), 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.
Find the right allocation for RPG and RISR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer