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. It was launched on Mar 2, 1989.
Performance
RTYS.L vs. HLGEX - Performance Comparison
Loading graphics...
RTYS.L vs. HLGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTYS.L Invesco Russell 2000 UCITS ETF | 1.72% | 12.51% | 10.09% | 18.90% | -21.01% | 13.97% | 19.89% | 24.61% | -12.53% | 14.83% |
HLGEX JPMorgan Mid Cap Growth Fund | -5.79% | 8.65% | 22.80% | 23.11% | -27.08% | 10.67% | 48.33% | 39.73% | -5.07% | 29.51% |
Returns By Period
In the year-to-date period, RTYS.L achieves a 1.72% return, which is significantly higher than HLGEX's -5.79% return. Over the past 10 years, RTYS.L has underperformed HLGEX with an annualized return of 9.63%, while HLGEX has yielded a comparatively higher 12.70% annualized return.
RTYS.L
- 1D
- 3.23%
- 1M
- -3.45%
- YTD
- 1.72%
- 6M
- 4.59%
- 1Y
- 26.81%
- 3Y*
- 13.28%
- 5Y*
- 3.51%
- 10Y*
- 9.63%
HLGEX
- 1D
- 3.94%
- 1M
- -6.15%
- YTD
- -5.79%
- 6M
- -8.32%
- 1Y
- 11.90%
- 3Y*
- 12.84%
- 5Y*
- 3.94%
- 10Y*
- 12.70%
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.
Return for Risk
RTYS.L vs. HLGEX — Risk / Return Rank
RTYS.L
HLGEX
RTYS.L vs. HLGEX - Risk-Adjusted Trends 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.
| RTYS.L | HLGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.56 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.82 | 0.95 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.48 | 0.87 | +1.62 |
Martin ratioReturn relative to average drawdown | 7.98 | 2.75 | +5.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RTYS.L | HLGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.56 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.18 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.58 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.49 | +0.01 |
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.
Dividends
RTYS.L vs. HLGEX - Dividend Comparison
RTYS.L has not paid dividends to shareholders, while HLGEX's dividend yield for the trailing twelve months is around 10.01%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTYS.L Invesco Russell 2000 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HLGEX JPMorgan Mid Cap Growth Fund | 10.01% | 9.43% | 14.70% | 0.00% | 0.79% | 8.87% | 10.61% | 7.29% | 7.26% | 6.41% | 0.04% | 5.32% |
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 -57.65%. Use the drawdown chart below to compare losses from any high point for RTYS.L and HLGEX.
Loading graphics...
Drawdown Indicators
| RTYS.L | HLGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.15% | -57.65% | +15.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -14.19% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -31.97% | -37.16% | +5.19% |
Max Drawdown (10Y)Largest decline over 10 years | -42.15% | -37.16% | -4.99% |
Current DrawdownCurrent decline from peak | -7.05% | -10.81% | +3.76% |
Average DrawdownAverage peak-to-trough decline | -9.24% | -11.46% | +2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 4.46% | -1.17% |
Volatility
RTYS.L vs. HLGEX - Volatility Comparison
Invesco Russell 2000 UCITS ETF (RTYS.L) and JPMorgan Mid Cap Growth Fund (HLGEX) have volatilities of 7.31% and 7.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RTYS.L | HLGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.31% | 7.64% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 13.72% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.02% | 23.08% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.29% | 22.32% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 21.90% | +0.16% |