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SPMO vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPMO and VUG is 0.77, 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.


Performance

SPMO vs. VUG - Performance Comparison

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

240.00%260.00%280.00%300.00%320.00%340.00%360.00%December2025FebruaryMarchAprilMay
341.18%
301.21%
SPMO
VUG

Key characteristics

Sharpe Ratio

SPMO:

1.02

VUG:

0.56

Sortino Ratio

SPMO:

1.51

VUG:

0.91

Omega Ratio

SPMO:

1.22

VUG:

1.13

Calmar Ratio

SPMO:

1.25

VUG:

0.59

Martin Ratio

SPMO:

4.52

VUG:

2.01

Ulcer Index

SPMO:

5.57%

VUG:

6.71%

Daily Std Dev

SPMO:

24.70%

VUG:

24.81%

Max Drawdown

SPMO:

-30.95%

VUG:

-50.68%

Current Drawdown

SPMO:

-4.43%

VUG:

-9.15%

Returns By Period

In the year-to-date period, SPMO achieves a 3.87% return, which is significantly higher than VUG's -5.35% return.


SPMO

YTD

3.87%

1M

19.16%

6M

2.96%

1Y

25.00%

5Y*

20.72%

10Y*

N/A

VUG

YTD

-5.35%

1M

17.75%

6M

-4.30%

1Y

13.74%

5Y*

16.72%

10Y*

14.66%

*Annualized

Compare stocks, funds, or ETFs

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SPMO vs. VUG - Expense Ratio Comparison

SPMO has a 0.13% expense ratio, which is higher than VUG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

SPMO vs. VUG — Risk-Adjusted Performance Rank

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

SPMO
The Risk-Adjusted Performance Rank of SPMO is 8383
Overall Rank
The Sharpe Ratio Rank of SPMO is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SPMO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SPMO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SPMO is 8383
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6262
Overall Rank
The Sharpe Ratio Rank of VUG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6060
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.

SPMO vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Momentum ETF (SPMO) 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.


The current SPMO Sharpe Ratio is 1.02, which is higher than the VUG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SPMO and VUG, 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
1.02
0.56
SPMO
VUG

Dividends

SPMO vs. VUG - Dividend Comparison

SPMO's dividend yield for the trailing twelve months is around 0.52%, more than VUG's 0.50% yield.


TTM20242023202220212020201920182017201620152014
SPMO
Invesco S&P 500® Momentum ETF
0.52%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%0.00%
VUG
Vanguard Growth ETF
0.50%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

SPMO vs. VUG - Drawdown Comparison

The maximum SPMO drawdown since its inception was -30.95%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SPMO and VUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.43%
-9.15%
SPMO
VUG

Volatility

SPMO vs. VUG - Volatility Comparison

Invesco S&P 500® Momentum ETF (SPMO) and Vanguard Growth ETF (VUG) have volatilities of 13.05% and 13.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
13.05%
13.61%
SPMO
VUG