SGRT vs. RPG

Last updated Jun 23, 2026

SGRT (SMART Earnings Growth 30 ETF) and RPG (Invesco S&P 500 Pure Growth ETF) are both Large Cap Growth Equities funds. SGRT is actively managed, while RPG is passively managed. Their correlation of 0.82 suggests significant overlap in exposure. SGRT charges 0.59%/yr vs 0.35%/yr for RPG.

Performance

SGRT vs. RPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and Invesco S&P 500 Pure Growth ETF (RPG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGRT achieves a 53.66% return, which is significantly higher than RPG's 36.60% return.

SGRT

• 1D: 2.84%
• 1M: 9.93%
• YTD: 53.66%
• 6M: 49.85%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RPG

• 1D: 1.57%
• 1M: 10.57%
• YTD: 36.60%
• 6M: 33.46%
• 1Y: 47.03%
• 3Y*: 29.74%
• 5Y*: 12.84%
• 10Y*: 15.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGRT vs. RPG - Yearly Performance Comparison

	2026 (YTD)	2025
SGRT SMART Earnings Growth 30 ETF	53.66%	26.83%
RPG Invesco S&P 500 Pure Growth ETF	36.60%	1.10%

Correlation

The correlation between SGRT and RPG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025	0.82

Return for Risk

SGRT vs. RPG — Risk / Return Rank

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

SGRT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

RPG

RPG Risk / Return Rank: 73
RPG Sharpe Ratio Rank: 70
RPG Sortino Ratio Rank: 66
RPG Omega Ratio Rank: 65
RPG Calmar Ratio Rank: 83
RPG Martin Ratio Rank: 83

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.

SGRT vs. RPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) and Invesco S&P 500 Pure Growth ETF (RPG). 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.

	SGRT	RPG	Difference
Sharpe ratio: Return per unit of total volatility	—	2.19	—
Sortino ratio: Return per unit of downside risk	—	2.91	—
Omega ratio: Gain probability vs. loss probability	—	1.38	—
Calmar ratio: Return relative to maximum drawdown	—	4.27	—
Martin ratio: Return relative to average drawdown	—	16.15	—

Drawdowns

SGRT vs. RPG - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum RPG drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for SGRT and RPG.

Drawdown Indicators

	SGRT	RPG	Difference
Max Drawdown Largest peak-to-trough decline	-17.87%	-53.27%	+35.40%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.08%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.75%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.58%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.20%	-8.83%	+5.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.92%	—

Volatility

Volatility by Period

	SGRT	RPG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.89%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.39%	—
Volatility (1Y) Calculated over the trailing 1-year period	34.90%	21.61%	+13.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.90%	23.77%	+11.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.90%	22.88%	+12.02%

SGRT vs. RPG - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is higher than RPG's 0.35% expense ratio.

Dividends

SGRT vs. RPG - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.10%, less than RPG's 0.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RPG Invesco S&P 500 Pure Growth ETF	0.19%	0.24%	0.25%	1.44%	0.74%	0.00%	0.46%	0.83%	0.47%	0.56%	0.43%	0.73%
SGRT SMART Earnings Growth 30 ETF	0.10%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SGRT and RPG in my portfolio?

SGRT and RPG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SGRT or RPG?

On fees, RPG is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SGRT or RPG?

RPG is cheaper with a 0.35% expense ratio, compared with 0.59% for SGRT.

Which ETF pays a higher dividend yield, SGRT or RPG?

RPG has the higher dividend yield at 0.19%, compared with 0.10% for SGRT.

What is the main difference between SGRT and RPG?

Their fees differ too: 0.59% for SGRT and 0.35% for RPG.