RTYS.L vs. HLGEX
Compare and contrast key facts about Invesco Russell 2000 UCITS ETF (RTYS.L) and JPMorgan Mid Cap Growth Fund (HLGEX).
RTYS.L is a passively managed fund by Invesco that tracks the performance of the Russell 2000 TR USD. It was launched on Mar 31, 2009. HLGEX is managed by JPMorgan Chase. It was launched on Mar 2, 1989.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTYS.L or HLGEX.
Key characteristics
| RTYS.L | HLGEX | |
|---|---|---|
| YTD Return | 18.08% | 19.09% |
| 1Y Return | 42.91% | 34.82% |
| 3Y Return (Ann) | 1.07% | -2.74% |
| 5Y Return (Ann) | 9.70% | 7.06% |
| 10Y Return (Ann) | 8.48% | 6.10% |
| Sharpe Ratio | 1.71 | 2.20 |
| Sortino Ratio | 2.54 | 2.96 |
| Omega Ratio | 1.31 | 1.38 |
| Calmar Ratio | 1.36 | 1.08 |
| Martin Ratio | 9.42 | 10.23 |
| Ulcer Index | 3.83% | 3.43% |
| Daily Std Dev | 21.59% | 15.90% |
| Max Drawdown | -42.15% | -67.69% |
| Current Drawdown | -0.96% | -8.85% |
Correlation
The correlation between RTYS.L and HLGEX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RTYS.L vs. HLGEX - Performance Comparison
In the year-to-date period, RTYS.L achieves a 18.08% return, which is significantly lower than HLGEX's 19.09% return. Over the past 10 years, RTYS.L has outperformed HLGEX with an annualized return of 8.48%, while HLGEX has yielded a comparatively lower 6.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RTYS.L vs. HLGEX - Expense Ratio Comparison
RTYS.L has a 0.45% expense ratio, which is lower than HLGEX's 0.89% expense ratio.
Risk-Adjusted Performance
RTYS.L vs. HLGEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (RTYS.L) and JPMorgan Mid Cap Growth Fund (HLGEX). 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.
Dividends
RTYS.L vs. HLGEX - Dividend Comparison
Neither RTYS.L nor HLGEX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
RTYS.L Invesco Russell 2000 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HLGEX JPMorgan Mid Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% |
Drawdowns
RTYS.L vs. HLGEX - Drawdown Comparison
The maximum RTYS.L drawdown since its inception was -42.15%, smaller than the maximum HLGEX drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for RTYS.L and HLGEX. For additional features, visit the drawdowns tool.
Volatility
RTYS.L vs. HLGEX - Volatility Comparison
Invesco Russell 2000 UCITS ETF (RTYS.L) has a higher volatility of 7.01% compared to JPMorgan Mid Cap Growth Fund (HLGEX) at 4.95%. This indicates that RTYS.L's price experiences larger fluctuations and is considered to be riskier than HLGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.