SMIG vs. RWJ

In the year-to-date period, SMIG achieves a -2.33% return, which is significantly higher than RWJ's -11.79% return.

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SMIG has a 0.60% expense ratio, which is higher than RWJ's 0.39% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). 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.

The current SMIG Sharpe Ratio is 0.42, which is higher than the RWJ Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of SMIG and RWJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SMIG's dividend yield for the trailing twelve months is around 1.79%, more than RWJ's 1.31% yield.

The maximum SMIG drawdown since its inception was -19.65%, smaller than the maximum RWJ drawdown of -55.97%. Use the drawdown chart below to compare losses from any high point for SMIG and RWJ. For additional features, visit the drawdowns tool.

The current volatility for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) is 5.69%, while Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a volatility of 8.22%. This indicates that SMIG experiences smaller price fluctuations and is considered to be less risky than RWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.