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SPGP vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPGP vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 GARP ETF (SPGP) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPGP achieves a 6.06% return, which is significantly higher than BSV's 0.42% return. Over the past 10 years, SPGP has outperformed BSV with an annualized return of 15.11%, while BSV has yielded a comparatively lower 1.94% annualized return.


SPGP

1D
0.84%
1M
3.85%
YTD
6.06%
6M
5.64%
1Y
16.13%
3Y*
11.97%
5Y*
7.97%
10Y*
15.11%

BSV

1D
0.00%
1M
0.14%
YTD
0.42%
6M
0.75%
1Y
3.58%
3Y*
4.57%
5Y*
1.63%
10Y*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPGP vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPGP
Invesco S&P 500 GARP ETF
6.06%9.80%8.48%20.29%-13.83%35.72%15.92%39.16%1.68%36.24%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.42%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Correlation

The correlation between SPGP and BSV is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.13

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

0.13

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2011

-0.06

The correlation between SPGP and BSV shifts across timeframes, from -0.06 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPGP vs. BSV — Risk / Return Rank

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

SPGP
SPGP Risk / Return Rank: 3434
Overall Rank
SPGP Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SPGP Sortino Ratio Rank: 3333
Sortino Ratio Rank
SPGP Omega Ratio Rank: 3030
Omega Ratio Rank
SPGP Calmar Ratio Rank: 3333
Calmar Ratio Rank
SPGP Martin Ratio Rank: 3939
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 7171
Overall Rank
BSV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 8484
Sortino Ratio Rank
BSV Omega Ratio Rank: 7676
Omega Ratio Rank
BSV Calmar Ratio Rank: 6464
Calmar Ratio Rank
BSV Martin Ratio Rank: 6060
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.

SPGP vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 GARP ETF (SPGP) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


SPGPBSVDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.19

1.39

-0.20

Calmar ratioReturn relative to maximum drawdown

1.45

2.79

-1.34

Martin ratioReturn relative to average drawdown

5.54

9.42

-3.88

SPGP vs. BSV - Sharpe Ratio Comparison

The current SPGP Sharpe Ratio is 1.04, which is lower than the BSV Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SPGP and BSV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPGP vs. BSV - Drawdown Comparison

The maximum SPGP drawdown since its inception was -42.08%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for SPGP and BSV.


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Drawdown Indicators


SPGPBSVDifference

Max Drawdown

Largest peak-to-trough decline

-42.08%

-8.54%

-33.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.15%

-1.29%

-9.86%

Max Drawdown (3Y)

Largest decline over 3 years

-22.87%

-1.53%

-21.34%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-8.54%

-14.33%

Max Drawdown (10Y)

Largest decline over 10 years

-42.08%

-8.54%

-33.54%

Current Drawdown

Current decline from peak

-1.05%

-0.50%

-0.55%

Average Drawdown

Average peak-to-trough decline

-4.35%

-0.97%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

0.38%

+2.54%

Volatility

SPGP vs. BSV - Volatility Comparison

Invesco S&P 500 GARP ETF (SPGP) has a higher volatility of 5.43% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.57%. This indicates that SPGP's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPGPBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

0.57%

+4.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

1.28%

+10.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

1.79%

+13.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

2.73%

+15.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.23%

2.38%

+18.85%

SPGP vs. BSV - Expense Ratio Comparison

SPGP has a 0.36% expense ratio, which is higher than BSV's 0.03% expense ratio.


Dividends

SPGP vs. BSV - Dividend Comparison

SPGP's dividend yield for the trailing twelve months is around 0.88%, less than BSV's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.99%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
SPGP
Invesco S&P 500 GARP ETF
0.88%1.04%1.38%1.24%1.22%0.69%1.10%0.86%0.95%0.68%0.89%1.12%

Frequently Asked Questions


SPGP and BSV have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPGP has higher volatility (5.43%) compared to BSV (0.57%). In terms of maximum drawdown, SPGP dropped -42.08% vs BSV's -8.54%.

On 10-year performance, SPGP leads with 15.11% vs 1.94% for BSV. On fees, BSV is cheaper at 0.03% per year. On volatility, BSV has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPGP has performed better with a 15.11% return vs 1.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.36% for SPGP.

BSV has the higher dividend yield at 3.99%, compared with 0.88% for SPGP.

SPGP is categorized as Multi-factor, while BSV is Short-Term Bond. SPGP tracks S&P 500 GARP Index, while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.36% for SPGP and 0.03% for BSV.

BSV currently has the higher Sharpe Ratio (2.01 vs 1.04), 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

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