RYJ vs. VIMAX
Compare and contrast key facts about Invesco Raymond James SB-1 Equity ETF (RYJ) and Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX).
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. VIMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
RYJ vs. VIMAX - Performance Comparison
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RYJ vs. VIMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYJ Invesco Raymond James SB-1 Equity ETF | -1.52% | 8.89% | 13.28% | 15.65% | -13.17% | 24.09% | 6.21% | 32.02% | -14.84% | 13.31% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | -2.80% | 11.67% | 14.66% | 16.53% | -18.70% | 24.51% | 18.18% | 31.03% | -9.24% | 19.26% |
Returns By Period
In the year-to-date period, RYJ achieves a -1.52% return, which is significantly higher than VIMAX's -2.80% return. Over the past 10 years, RYJ has underperformed VIMAX with an annualized return of 9.35%, while VIMAX has yielded a comparatively higher 10.42% annualized 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%
VIMAX
- 1D
- -0.66%
- 1M
- -7.87%
- YTD
- -2.80%
- 6M
- -3.59%
- 1Y
- 10.30%
- 3Y*
- 11.78%
- 5Y*
- 6.50%
- 10Y*
- 10.42%
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RYJ vs. VIMAX - Expense Ratio Comparison
RYJ has a 0.40% expense ratio, which is higher than VIMAX's 0.05% expense ratio.
Return for Risk
RYJ vs. VIMAX — Risk / Return Rank
RYJ
VIMAX
RYJ vs. VIMAX - 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 Mid-Cap Index Fund Admiral Shares (VIMAX). 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 | VIMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.63 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.62 | 0.99 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.14 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.73 | -0.16 |
Martin ratioReturn relative to average drawdown | 2.11 | 3.39 | -1.28 |
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 | VIMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.63 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.37 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.55 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.48 | -0.16 |
Correlation
The correlation between RYJ and VIMAX is 0.89, 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. VIMAX - Dividend Comparison
RYJ's dividend yield for the trailing twelve months is around 1.77%, more than VIMAX's 1.53% 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% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.53% | 1.51% | 1.48% | 1.50% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
RYJ vs. VIMAX - Drawdown Comparison
The maximum RYJ drawdown since its inception was -60.74%, roughly equal to the maximum VIMAX drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for RYJ and VIMAX.
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Drawdown Indicators
| RYJ | VIMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.74% | -58.88% | -1.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -12.77% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -27.55% | +3.24% |
Max Drawdown (10Y)Largest decline over 10 years | -50.20% | -39.30% | -10.90% |
Current DrawdownCurrent decline from peak | -8.31% | -8.13% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -8.17% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.75% | +0.44% |
Volatility
RYJ vs. VIMAX - Volatility Comparison
Invesco Raymond James SB-1 Equity ETF (RYJ) has a higher volatility of 4.82% compared to Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) at 4.23%. This indicates that RYJ's price experiences larger fluctuations and is considered to be riskier than VIMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYJ | VIMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.23% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 9.43% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 17.58% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.64% | 17.63% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.64% | 18.90% | +2.74% |