RYJ vs. RUNN
Compare and contrast key facts about Invesco Raymond James SB-1 Equity ETF (RYJ) and Running Oak Efficient Growth ETF (RUNN).
RYJ and RUNN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RYJ is a passively managed fund by Invesco that tracks the performance of the Raymond James SB-1 Equity Index. It was launched on May 19, 2006. RUNN is an actively managed fund by Running Oak Capital. It was launched on Jun 7, 2023.
Performance
RYJ vs. RUNN - Performance Comparison
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RYJ vs. RUNN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RYJ Invesco Raymond James SB-1 Equity ETF | -1.52% | 8.89% | 13.28% | 9.94% |
RUNN Running Oak Efficient Growth ETF | -3.39% | 2.30% | 17.16% | 12.05% |
Returns By Period
In the year-to-date period, RYJ achieves a -1.52% return, which is significantly higher than RUNN's -3.39% return.
RYJ
- 1D
- 1.89%
- 1M
- -8.31%
- YTD
- -1.52%
- 6M
- -1.02%
- 1Y
- 5.88%
- 3Y*
- 11.18%
- 5Y*
- 5.62%
- 10Y*
- 9.35%
RUNN
- 1D
- 2.05%
- 1M
- -6.61%
- YTD
- -3.39%
- 6M
- -5.49%
- 1Y
- -0.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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RYJ vs. RUNN - Expense Ratio Comparison
RYJ has a 0.40% expense ratio, which is lower than RUNN's 0.58% expense ratio.
Return for Risk
RYJ vs. RUNN — Risk / Return Rank
RYJ
RUNN
RYJ vs. RUNN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Raymond James SB-1 Equity ETF (RYJ) and Running Oak Efficient Growth ETF (RUNN). 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.
| RYJ | RUNN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | -0.01 | +0.36 |
Sortino ratioReturn per unit of downside risk | 0.62 | 0.11 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.01 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.05 | +0.51 |
Martin ratioReturn relative to average drawdown | 2.11 | 0.15 | +1.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYJ | RUNN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | -0.01 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.70 | -0.39 |
Correlation
The correlation between RYJ and RUNN is 0.84, 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.
Dividends
RYJ vs. RUNN - Dividend Comparison
RYJ's dividend yield for the trailing twelve months is around 1.77%, more than RUNN's 0.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYJ Invesco Raymond James SB-1 Equity ETF | 1.77% | 1.75% | 1.28% | 1.39% | 0.72% | 0.52% | 0.28% | 0.20% | 1.43% | 0.00% | 1.55% | 0.93% |
RUNN Running Oak Efficient Growth ETF | 0.57% | 0.55% | 0.39% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYJ vs. RUNN - Drawdown Comparison
The maximum RYJ drawdown since its inception was -60.74%, which is greater than RUNN's maximum drawdown of -16.83%. Use the drawdown chart below to compare losses from any high point for RYJ and RUNN.
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Drawdown Indicators
| RYJ | RUNN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.74% | -16.83% | -43.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -10.60% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.20% | — | — |
Current DrawdownCurrent decline from peak | -8.31% | -8.26% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -3.35% | -6.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.79% | -0.60% |
Volatility
RYJ vs. RUNN - Volatility Comparison
Invesco Raymond James SB-1 Equity ETF (RYJ) has a higher volatility of 4.82% compared to Running Oak Efficient Growth ETF (RUNN) at 4.34%. This indicates that RYJ's price experiences larger fluctuations and is considered to be riskier than RUNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYJ | RUNN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.34% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 9.86% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 16.68% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 13.88% | +4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.64% | 13.88% | +7.76% |