RWJ vs. VUG
Compare and contrast key facts about Invesco S&P SmallCap 600 Revenue ETF (RWJ) and Vanguard Growth ETF (VUG).
RWJ and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RWJ is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Revenue-Weighted Index. It was launched on Feb 22, 2008. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both RWJ and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RWJ or VUG.
Key characteristics
| RWJ | VUG | |
|---|---|---|
| YTD Return | -2.68% | 6.03% |
| 1Y Return | 15.14% | 35.60% |
| 3Y Return (Ann) | 2.61% | 6.52% |
| 5Y Return (Ann) | 13.79% | 15.78% |
| 10Y Return (Ann) | 9.78% | 14.69% |
| Sharpe Ratio | 0.63 | 2.33 |
| Daily Std Dev | 21.48% | 15.55% |
| Max Drawdown | -55.97% | -50.68% |
| Current Drawdown | -6.12% | -4.93% |
Correlation
The correlation between RWJ and VUG is 0.69, 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
RWJ vs. VUG - Performance Comparison
In the year-to-date period, RWJ achieves a -2.68% return, which is significantly lower than VUG's 6.03% return. Over the past 10 years, RWJ has underperformed VUG with an annualized return of 9.78%, while VUG has yielded a comparatively higher 14.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RWJ vs. VUG - Expense Ratio Comparison
RWJ has a 0.39% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
RWJ vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 Revenue ETF (RWJ) and Vanguard Growth ETF (VUG). 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
RWJ vs. VUG - Dividend Comparison
RWJ's dividend yield for the trailing twelve months is around 1.31%, more than VUG's 0.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.31% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 0.91% | 0.61% | 0.74% | 0.57% | 1.27% |
VUG Vanguard Growth ETF | 0.56% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
RWJ vs. VUG - Drawdown Comparison
The maximum RWJ drawdown since its inception was -55.97%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for RWJ and VUG. For additional features, visit the drawdowns tool.
Volatility
RWJ vs. VUG - Volatility Comparison
Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a higher volatility of 6.13% compared to Vanguard Growth ETF (VUG) at 4.87%. This indicates that RWJ's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.