RYJ vs. VFMV
Compare and contrast key facts about Invesco Raymond James SB-1 Equity ETF (RYJ) and Vanguard U.S. Minimum Volatility ETF (VFMV).
RYJ and VFMV 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. VFMV is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
RYJ vs. VFMV - Performance Comparison
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RYJ vs. VFMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RYJ Invesco Raymond James SB-1 Equity ETF | -1.52% | 8.89% | 13.28% | 15.65% | -13.17% | 24.09% | 6.21% | 32.02% | -15.56% |
VFMV Vanguard U.S. Minimum Volatility ETF | 2.55% | 10.52% | 16.91% | 8.86% | -5.73% | 20.75% | -0.19% | 27.26% | -1.10% |
Returns By Period
In the year-to-date period, RYJ achieves a -1.52% return, which is significantly lower than VFMV's 2.55% 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%
VFMV
- 1D
- 1.45%
- 1M
- -4.47%
- YTD
- 2.55%
- 6M
- 2.66%
- 1Y
- 7.33%
- 3Y*
- 12.70%
- 5Y*
- 9.24%
- 10Y*
- —
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RYJ vs. VFMV - Expense Ratio Comparison
RYJ has a 0.40% expense ratio, which is higher than VFMV's 0.13% expense ratio.
Return for Risk
RYJ vs. VFMV — Risk / Return Rank
RYJ
VFMV
RYJ vs. VFMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Raymond James SB-1 Equity ETF (RYJ) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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 | VFMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.60 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.62 | 0.90 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.13 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.87 | -0.30 |
Martin ratioReturn relative to average drawdown | 2.11 | 4.02 | -1.91 |
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 | VFMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.60 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.79 | -0.49 |
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 | 0.65 | -0.33 |
Correlation
The correlation between RYJ and VFMV is 0.77, 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. VFMV - Dividend Comparison
RYJ's dividend yield for the trailing twelve months is around 1.77%, less than VFMV's 2.04% 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% |
VFMV Vanguard U.S. Minimum Volatility ETF | 2.04% | 2.12% | 1.46% | 2.20% | 2.08% | 1.31% | 2.14% | 2.43% | 2.29% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYJ vs. VFMV - Drawdown Comparison
The maximum RYJ drawdown since its inception was -60.74%, which is greater than VFMV's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for RYJ and VFMV.
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Drawdown Indicators
| RYJ | VFMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.74% | -33.64% | -27.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -9.63% | -2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -15.41% | -8.90% |
Max Drawdown (10Y)Largest decline over 10 years | -50.20% | — | — |
Current DrawdownCurrent decline from peak | -8.31% | -4.59% | -3.72% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -3.69% | -6.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.07% | +1.12% |
Volatility
RYJ vs. VFMV - Volatility Comparison
Invesco Raymond James SB-1 Equity ETF (RYJ) has a higher volatility of 4.82% compared to Vanguard U.S. Minimum Volatility ETF (VFMV) at 3.44%. This indicates that RYJ's price experiences larger fluctuations and is considered to be riskier than VFMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYJ | VFMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 3.44% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 6.62% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 12.31% | +4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 11.77% | +6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.64% | 14.35% | +7.29% |