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SPGP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPGP and VOO is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SPGP vs. VOO - Performance Comparison

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

400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
482.02%
459.72%
SPGP
VOO

Key characteristics

Sharpe Ratio

SPGP:

-0.14

VOO:

0.57

Sortino Ratio

SPGP:

-0.05

VOO:

0.92

Omega Ratio

SPGP:

0.99

VOO:

1.13

Calmar Ratio

SPGP:

-0.14

VOO:

0.58

Martin Ratio

SPGP:

-0.50

VOO:

2.42

Ulcer Index

SPGP:

6.21%

VOO:

4.51%

Daily Std Dev

SPGP:

21.93%

VOO:

19.17%

Max Drawdown

SPGP:

-42.08%

VOO:

-33.99%

Current Drawdown

SPGP:

-13.80%

VOO:

-10.56%

Returns By Period

In the year-to-date period, SPGP achieves a -7.88% return, which is significantly lower than VOO's -6.43% return. Both investments have delivered pretty close results over the past 10 years, with SPGP having a 12.15% annualized return and VOO not far behind at 12.02%.


SPGP

YTD

-7.88%

1M

-5.86%

6M

-7.62%

1Y

-3.79%

5Y*

15.98%

10Y*

12.15%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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SPGP vs. VOO - Expense Ratio Comparison

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


Expense ratio chart for SPGP: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPGP: 0.36%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

SPGP vs. VOO — Risk-Adjusted Performance Rank

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

SPGP
The Risk-Adjusted Performance Rank of SPGP is 1414
Overall Rank
The Sharpe Ratio Rank of SPGP is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGP is 1515
Sortino Ratio Rank
The Omega Ratio Rank of SPGP is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SPGP is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SPGP is 1313
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPGP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 GARP ETF (SPGP) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for SPGP, currently valued at -0.14, compared to the broader market-1.000.001.002.003.004.00
SPGP: -0.14
VOO: 0.57
The chart of Sortino ratio for SPGP, currently valued at -0.05, compared to the broader market-2.000.002.004.006.008.00
SPGP: -0.05
VOO: 0.92
The chart of Omega ratio for SPGP, currently valued at 0.99, compared to the broader market0.501.001.502.00
SPGP: 0.99
VOO: 1.13
The chart of Calmar ratio for SPGP, currently valued at -0.14, compared to the broader market0.002.004.006.008.0010.0012.00
SPGP: -0.14
VOO: 0.58
The chart of Martin ratio for SPGP, currently valued at -0.50, compared to the broader market0.0020.0040.0060.00
SPGP: -0.50
VOO: 2.42

The current SPGP Sharpe Ratio is -0.14, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SPGP and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.14
0.57
SPGP
VOO

Dividends

SPGP vs. VOO - Dividend Comparison

SPGP's dividend yield for the trailing twelve months is around 1.59%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
SPGP
Invesco S&P 500 GARP ETF
1.59%1.38%1.24%1.22%0.69%1.10%0.86%0.95%0.68%0.89%1.12%1.52%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SPGP vs. VOO - Drawdown Comparison

The maximum SPGP drawdown since its inception was -42.08%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPGP and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.80%
-10.56%
SPGP
VOO

Volatility

SPGP vs. VOO - Volatility Comparison

Invesco S&P 500 GARP ETF (SPGP) has a higher volatility of 15.91% compared to Vanguard S&P 500 ETF (VOO) at 13.97%. This indicates that SPGP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.91%
13.97%
SPGP
VOO