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VOOG vs. RSPG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOOG vs. RSPG - Performance Comparison

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

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VOOG vs. RSPG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOOG
Vanguard S&P 500 Growth ETF
-8.17%22.11%35.89%29.96%-29.48%31.95%33.35%30.93%-0.21%27.19%
RSPG
Invesco S&P 500 Equal Weight Energy ETF
38.21%7.01%6.09%4.49%57.97%57.73%-32.44%13.38%-24.68%-6.39%

Returns By Period

In the year-to-date period, VOOG achieves a -8.17% return, which is significantly lower than RSPG's 38.21% return. Over the past 10 years, VOOG has outperformed RSPG with an annualized return of 15.71%, while RSPG has yielded a comparatively lower 11.62% annualized return.


VOOG

1D
4.02%
1M
-5.34%
YTD
-8.17%
6M
-6.12%
1Y
22.53%
3Y*
21.80%
5Y*
12.17%
10Y*
15.71%

RSPG

1D
-1.17%
1M
10.24%
YTD
38.21%
6M
39.08%
1Y
37.07%
3Y*
20.00%
5Y*
24.76%
10Y*
11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VOOG vs. RSPG - Expense Ratio Comparison

VOOG has a 0.07% expense ratio, which is lower than RSPG's 0.40% expense ratio.


Return for Risk

VOOG vs. RSPG — Risk / Return Rank

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

VOOG
VOOG Risk / Return Rank: 6666
Overall Rank
VOOG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6666
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6565
Omega Ratio Rank
VOOG Calmar Ratio Rank: 7070
Calmar Ratio Rank
VOOG Martin Ratio Rank: 6969
Martin Ratio Rank

RSPG
RSPG Risk / Return Rank: 7070
Overall Rank
RSPG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RSPG Sortino Ratio Rank: 7171
Sortino Ratio Rank
RSPG Omega Ratio Rank: 7474
Omega Ratio Rank
RSPG Calmar Ratio Rank: 7373
Calmar Ratio Rank
RSPG Martin Ratio Rank: 5555
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.

VOOG vs. RSPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Growth ETF (VOOG) and Invesco S&P 500 Equal Weight Energy ETF (RSPG). 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.


VOOGRSPGDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.36

-0.34

Sortino ratio

Return per unit of downside risk

1.58

1.76

-0.18

Omega ratio

Gain probability vs. loss probability

1.22

1.27

-0.04

Calmar ratio

Return relative to maximum drawdown

1.66

1.83

-0.17

Martin ratio

Return relative to average drawdown

6.53

5.12

+1.41

VOOG vs. RSPG - Sharpe Ratio Comparison

The current VOOG Sharpe Ratio is 1.02, which is comparable to the RSPG Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VOOG and RSPG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VOOGRSPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.36

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.87

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.35

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.19

+0.65

Correlation

The correlation between VOOG and RSPG is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VOOG vs. RSPG - Dividend Comparison

VOOG's dividend yield for the trailing twelve months is around 0.54%, less than RSPG's 1.89% yield.


TTM20252024202320222021202020192018201720162015
VOOG
Vanguard S&P 500 Growth ETF
0.54%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%
RSPG
Invesco S&P 500 Equal Weight Energy ETF
1.89%2.60%2.43%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%

Drawdowns

VOOG vs. RSPG - Drawdown Comparison

The maximum VOOG drawdown since its inception was -32.73%, smaller than the maximum RSPG drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for VOOG and RSPG.


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Drawdown Indicators


VOOGRSPGDifference

Max Drawdown

Largest peak-to-trough decline

-32.73%

-79.98%

+47.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-21.05%

+7.34%

Max Drawdown (5Y)

Largest decline over 5 years

-32.73%

-28.44%

-4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-32.73%

-73.17%

+40.44%

Current Drawdown

Current decline from peak

-10.25%

-2.90%

-7.35%

Average Drawdown

Average peak-to-trough decline

-5.00%

-25.63%

+20.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

7.54%

-4.04%

Volatility

VOOG vs. RSPG - Volatility Comparison

Vanguard S&P 500 Growth ETF (VOOG) has a higher volatility of 7.15% compared to Invesco S&P 500 Equal Weight Energy ETF (RSPG) at 5.25%. This indicates that VOOG's price experiences larger fluctuations and is considered to be riskier than RSPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOGRSPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

5.25%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

14.93%

-2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

27.50%

-5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.16%

28.52%

-7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.65%

33.57%

-12.92%