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

Correlation

The correlation between RPG and VOO is 0.90, 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.


-0.50.00.51.00.9

Performance

RPG vs. VOO - Performance Comparison

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

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
537.25%
606.42%
RPG
VOO

Key characteristics

Sharpe Ratio

RPG:

1.52

VOO:

2.10

Sortino Ratio

RPG:

2.07

VOO:

2.80

Omega Ratio

RPG:

1.27

VOO:

1.39

Calmar Ratio

RPG:

1.05

VOO:

3.12

Martin Ratio

RPG:

7.97

VOO:

13.83

Ulcer Index

RPG:

3.71%

VOO:

1.90%

Daily Std Dev

RPG:

19.47%

VOO:

12.54%

Max Drawdown

RPG:

-53.27%

VOO:

-33.99%

Current Drawdown

RPG:

-4.64%

VOO:

-1.98%

Returns By Period

In the year-to-date period, RPG achieves a 30.43% return, which is significantly higher than VOO's 26.64% return. Over the past 10 years, RPG has underperformed VOO with an annualized return of 10.82%, while VOO has yielded a comparatively higher 13.07% annualized return.


RPG

YTD

30.43%

1M

-1.71%

6M

12.85%

1Y

29.95%

5Y*

11.21%

10Y*

10.82%

VOO

YTD

26.64%

1M

-0.83%

6M

9.44%

1Y

26.33%

5Y*

14.77%

10Y*

13.07%

Compare stocks, funds, or ETFs

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


RPG vs. VOO - Expense Ratio Comparison

RPG has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.


RPG
Invesco S&P 500® Pure Growth ETF
Expense ratio chart for RPG: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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

RPG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Growth ETF (RPG) 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 RPG, currently valued at 1.52, compared to the broader market0.002.004.001.522.10
The chart of Sortino ratio for RPG, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.0010.002.072.80
The chart of Omega ratio for RPG, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.39
The chart of Calmar ratio for RPG, currently valued at 1.05, compared to the broader market0.005.0010.0015.001.053.12
The chart of Martin ratio for RPG, currently valued at 7.97, compared to the broader market0.0020.0040.0060.0080.00100.007.9713.83
RPG
VOO

The current RPG Sharpe Ratio is 1.52, which is comparable to the VOO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of RPG 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.52
2.10
RPG
VOO

Dividends

RPG vs. VOO - Dividend Comparison

RPG's dividend yield for the trailing twelve months is around 0.24%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
RPG
Invesco S&P 500® Pure Growth ETF
0.24%1.44%0.74%0.00%0.46%0.83%0.47%0.56%0.43%0.73%0.67%0.56%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RPG vs. VOO - Drawdown Comparison

The maximum RPG drawdown since its inception was -53.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RPG and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.64%
-1.98%
RPG
VOO

Volatility

RPG vs. VOO - Volatility Comparison

Invesco S&P 500® Pure Growth ETF (RPG) has a higher volatility of 5.98% compared to Vanguard S&P 500 ETF (VOO) at 4.05%. This indicates that RPG'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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.98%
4.05%
RPG
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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