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VERX vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VERX vs. SPHD

Last updated Jun 4, 2026

VERX (Vertex, Inc.) is a stock, while SPHD (Invesco S&P 500® High Dividend Low Volatility ETF) is Dividend fund tracking the S&P 500 Low Volatility High Dividend Index. Over the past 5 years, VERX returned -6.85%/yr vs 5.48%/yr for SPHD. At a 0.15 correlation, their price movements are largely independent.

Performance

VERX vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertex, Inc. (VERX) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VERX achieves a -35.95% return, which is significantly lower than SPHD's 4.38% return.

VERX

1D
-7.65%
1M
-4.12%
YTD
-35.95%
6M
-35.34%
1Y
-68.70%
3Y*
-16.19%
5Y*
-6.85%
10Y*
—

SPHD

1D
-0.89%
1M
-0.82%
YTD
4.38%
6M
4.63%
1Y
8.12%
3Y*
11.42%
5Y*
5.48%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VERX vs. SPHD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
VERX
Vertex, Inc.		-35.95%-62.57%98.03%85.67%-8.57%-54.46%45.63%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF		4.38%3.41%18.08%1.32%0.58%24.98%12.43%

Correlation

The correlation between VERX and SPHD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.15

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

0.09

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2020

0.15

Compare stocks, funds, or ETFs

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Vertex, Inc.

Invesco S&P 500® High Dividend Low Volatility ETF

Often compared with VERX:
VERX vs. KRYSVERX vs. INTUVERX vs. VOOVERX vs. SPYVERX vs. CRSPVERX vs. KLACVERX vs. DELL
Often compared with SPHD:
SPHD vs. SCHDSPHD vs. JEPISPHD vs. SPYDSPHD vs. VYMSPHD vs. SPYSPHD vs. SPLVSPHD vs. VOO

Return for Risk

VERX vs. SPHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VERX
VERX Risk / Return Rank: 44
Overall Rank
VERX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VERX Sortino Ratio Rank: 11
Sortino Ratio Rank
VERX Omega Ratio Rank: 22
Omega Ratio Rank
VERX Calmar Ratio Rank: 55
Calmar Ratio Rank
VERX Martin Ratio Rank: 1010
Martin Ratio Rank
SPHD
SPHD Risk / Return Rank: 2121
Overall Rank
SPHD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPHD Omega Ratio Rank: 1919
Omega Ratio Rank
SPHD Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPHD Martin Ratio Rank: 2222
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.

VERX vs. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex, Inc. (VERX) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.

VERXSPHDDifference
Sharpe ratioReturn per unit of total volatility
-1.18
0.74

-1.91

Sortino ratioReturn per unit of downside risk
-2.20
1.15

-3.35

Omega ratioGain probability vs. loss probability

0.73

1.13

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.93

1.11

-2.04

Martin ratioReturn relative to average drawdown

-1.32

2.78

-4.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VERX vs. SPHD - Sharpe Ratio Comparison

The current VERX Sharpe Ratio is -1.18, which is lower than the SPHD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VERX and SPHD, 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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Sharpe Ratios by Period

VERXSPHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.18

0.74

-1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.39

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.40

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.58

-0.76

Drawdowns

VERX vs. SPHD - Drawdown Comparison

The maximum VERX drawdown since its inception was -81.68%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for VERX and SPHD.

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Drawdown Indicators

VERXSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-81.68%

-41.39%

-40.29%

Max Drawdown (1Y)

Largest decline over 1 year

-74.21%

-7.33%

-66.88%

Max Drawdown (3Y)

Largest decline over 3 years

-81.68%

-13.29%

-68.39%

Max Drawdown (5Y)

Largest decline over 5 years

-81.68%

-19.50%

-62.18%

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.39%

—

Current Drawdown

Current decline from peak

-78.30%

-5.37%

-72.93%

Average Drawdown

Average peak-to-trough decline

-42.24%

-4.70%

-37.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.97%

2.93%

+49.04%

Volatility

VERX vs. SPHD - Volatility Comparison

Vertex, Inc. (VERX) has a higher volatility of 27.71% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.99%. This indicates that VERX's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VERXSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.71%

2.99%

+24.72%

Volatility (6M)

Calculated over the trailing 6-month period

47.52%

7.55%

+39.97%

Volatility (1Y)

Calculated over the trailing 1-year period

58.61%

11.04%

+47.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.49%

14.16%

+40.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.71%

17.64%

+38.07%

Dividends

VERX vs. SPHD - Dividend Comparison

VERX has not paid dividends to shareholders, while SPHD's dividend yield for the trailing twelve months is around 4.62%.

PositionTTM20252024202320222021202020192018201720162015
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF		4.62%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%
VERX
Vertex, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

VERX and SPHD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VERX has higher volatility (27.71%) compared to SPHD (2.99%). In terms of maximum drawdown, VERX dropped -81.68% vs SPHD's -41.39%.

SPHD currently has the higher Sharpe Ratio (0.74 vs -1.18), 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.

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