PortfoliosLab logoPortfoliosLab logo
RZG vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RZG vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap 600® Pure Growth ETF (RZG) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RZG achieves a 27.46% return, which is significantly higher than FAAR's 19.14% return. Over the past 10 years, RZG has outperformed FAAR with an annualized return of 10.90%, while FAAR has yielded a comparatively lower 4.69% annualized return.


RZG

1D
-0.21%
1M
8.64%
YTD
27.46%
6M
23.58%
1Y
40.75%
3Y*
20.36%
5Y*
5.97%
10Y*
10.90%

FAAR

1D
-0.91%
1M
-5.21%
YTD
19.14%
6M
18.06%
1Y
28.33%
3Y*
10.57%
5Y*
7.72%
10Y*
4.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RZG vs. FAAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RZG
Invesco S&P SmallCap 600® Pure Growth ETF
27.46%10.22%9.84%19.15%-29.00%21.01%17.76%14.25%-8.70%19.18%
FAAR
First Trust Alternative Absolute Return Strategy ETF
19.14%8.07%5.97%-5.63%10.15%12.34%8.60%-1.28%-9.17%5.00%

Correlation

The correlation between RZG and FAAR is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.06

The correlation between RZG and FAAR shifts across timeframes, from -0.10 (1 year) to 0.06 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RZG vs. FAAR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RZG
RZG Risk / Return Rank: 7777
Overall Rank
RZG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RZG Sortino Ratio Rank: 7676
Sortino Ratio Rank
RZG Omega Ratio Rank: 6666
Omega Ratio Rank
RZG Calmar Ratio Rank: 8888
Calmar Ratio Rank
RZG Martin Ratio Rank: 8484
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7575
Overall Rank
FAAR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 7474
Sortino Ratio Rank
FAAR Omega Ratio Rank: 6565
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8686
Calmar Ratio Rank
FAAR Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RZG vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600® Pure Growth ETF (RZG) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RZGFAARDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

4.75

4.52

+0.22

Martin ratioReturn relative to average drawdown

16.04

15.18

+0.86

RZG vs. FAAR - Sharpe Ratio Comparison

The current RZG Sharpe Ratio is 2.16, which is comparable to the FAAR Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of RZG and FAAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RZG vs. FAAR - Drawdown Comparison

The maximum RZG drawdown since its inception was -58.52%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for RZG and FAAR.


Loading charts...

Drawdown Indicators


RZGFAARDifference

Max Drawdown

Largest peak-to-trough decline

-58.52%

-18.03%

-40.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-6.29%

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-25.73%

-11.54%

-14.19%

Max Drawdown (5Y)

Largest decline over 5 years

-38.33%

-18.03%

-20.30%

Max Drawdown (10Y)

Largest decline over 10 years

-54.02%

-18.03%

-35.99%

Current Drawdown

Current decline from peak

-0.21%

-6.29%

+6.08%

Average Drawdown

Average peak-to-trough decline

-12.09%

-7.82%

-4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.87%

+0.68%

Volatility

RZG vs. FAAR - Volatility Comparison

Invesco S&P SmallCap 600® Pure Growth ETF (RZG) has a higher volatility of 5.43% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.55%. This indicates that RZG's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RZGFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

2.55%

+2.88%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

9.68%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

13.38%

+5.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.04%

12.96%

+10.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.65%

11.54%

+13.11%

RZG vs. FAAR - Expense Ratio Comparison

RZG has a 0.35% expense ratio, which is lower than FAAR's 0.95% expense ratio.


Dividends

RZG vs. FAAR - Dividend Comparison

RZG's dividend yield for the trailing twelve months is around 0.44%, less than FAAR's 9.66% yield.


PositionTTM20252024202320222021202020192018201720162015
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.66%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%0.00%0.00%
RZG
Invesco S&P SmallCap 600® Pure Growth ETF
0.44%0.37%0.95%1.43%1.59%0.22%0.49%0.70%0.46%0.44%0.65%0.70%

Frequently Asked Questions


RZG and FAAR have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RZG has higher volatility (5.43%) compared to FAAR (2.55%). In terms of maximum drawdown, RZG dropped -58.52% vs FAAR's -18.03%.

On 10-year performance, RZG leads with 10.90% vs 4.69% for FAAR. On fees, RZG is cheaper at 0.35% per year. On volatility, FAAR has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RZG has performed better with a 10.90% return vs 4.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RZG is cheaper with a 0.35% expense ratio, compared with 0.95% for FAAR.

FAAR has the higher dividend yield at 9.66%, compared with 0.44% for RZG.

RZG is categorized as Small Cap Growth Equities, while FAAR is Commodities. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.35% for RZG and 0.95% for FAAR.

RZG currently has the higher Sharpe Ratio (2.16 vs 2.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for RZG and FAAR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer