SPGP vs. VUG
Compare and contrast key facts about Invesco S&P 500 GARP ETF (SPGP) and Vanguard Growth ETF (VUG).
SPGP and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both SPGP and VUG 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 VUG.
Performance
SPGP vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, SPGP achieves a 12.12% return, which is significantly lower than VUG's 28.45% return. Over the past 10 years, SPGP has underperformed VUG with an annualized return of 14.00%, while VUG has yielded a comparatively higher 15.45% annualized return.
SPGP
12.12%
1.90%
4.71%
19.93%
13.56%
14.00%
VUG
28.45%
2.21%
13.73%
35.45%
18.64%
15.45%
Key characteristics
| SPGP | VUG | |
|---|---|---|
| Sharpe Ratio | 1.28 | 2.14 |
| Sortino Ratio | 1.83 | 2.80 |
| Omega Ratio | 1.23 | 1.39 |
| Calmar Ratio | 1.98 | 2.78 |
| Martin Ratio | 5.97 | 10.98 |
| Ulcer Index | 3.17% | 3.28% |
| Daily Std Dev | 14.78% | 16.84% |
| Max Drawdown | -42.08% | -50.68% |
| Current Drawdown | -1.95% | -2.68% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SPGP vs. VUG - Expense Ratio Comparison
SPGP has a 0.36% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between SPGP and VUG is 0.79, 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. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 GARP ETF (SPGP) and Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
SPGP's dividend yield for the trailing twelve months is around 1.33%, more than VUG's 0.49% 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% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
SPGP vs. VUG - Drawdown Comparison
The maximum SPGP drawdown since its inception was -42.08%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SPGP and VUG. For additional features, visit the drawdowns tool.
Volatility
SPGP vs. VUG - Volatility Comparison
The current volatility for Invesco S&P 500 GARP ETF (SPGP) is 5.14%, while Vanguard Growth ETF (VUG) has a volatility of 5.49%. This indicates that SPGP experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.