SPGP vs. VTI
Compare and contrast key facts about Invesco S&P 500 GARP ETF (SPGP) and Vanguard Total Stock Market ETF (VTI).
SPGP and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPGP is a passively managed fund by Invesco that tracks the performance of the S&P 500 GARP Index. It was launched on Jun 16, 2011. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both SPGP and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPGP or VTI.
Performance
SPGP vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, SPGP achieves a 12.12% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, SPGP has outperformed VTI with an annualized return of 14.00%, while VTI has yielded a comparatively lower 12.59% annualized return.
SPGP
12.12%
1.90%
4.71%
19.93%
13.56%
14.00%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| SPGP | VTI | |
|---|---|---|
| Sharpe Ratio | 1.28 | 2.58 |
| Sortino Ratio | 1.83 | 3.45 |
| Omega Ratio | 1.23 | 1.48 |
| Calmar Ratio | 1.98 | 3.76 |
| Martin Ratio | 5.97 | 16.56 |
| Ulcer Index | 3.17% | 1.95% |
| Daily Std Dev | 14.78% | 12.51% |
| Max Drawdown | -42.08% | -55.45% |
| Current Drawdown | -1.95% | -2.43% |
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SPGP vs. VTI - Expense Ratio Comparison
SPGP has a 0.36% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between SPGP and VTI is 0.85, 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.
Risk-Adjusted Performance
SPGP vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 GARP ETF (SPGP) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
SPGP vs. VTI - Dividend Comparison
SPGP's dividend yield for the trailing twelve months is around 1.33%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGP Invesco S&P 500 GARP ETF | 1.33% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SPGP vs. VTI - Drawdown Comparison
The maximum SPGP drawdown since its inception was -42.08%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SPGP and VTI. For additional features, visit the drawdowns tool.
Volatility
SPGP vs. VTI - Volatility Comparison
Invesco S&P 500 GARP ETF (SPGP) has a higher volatility of 5.14% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that SPGP's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.