VSDA vs. RPG

Last updated Jun 24, 2026

VSDA (VictoryShares Dividend Accelerator ETF) and RPG (Invesco S&P 500 Pure Growth ETF) are both Large Cap Growth Equities funds - VSDA tracks the Nasdaq Victory Dividend Accelerator Index while RPG tracks the S&P 500/Citigroup Pure Growth Index. Both are passively managed. Over the past 5 years, VSDA returned 7.75%/yr vs 11.59%/yr for RPG. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.

Performance

VSDA vs. RPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Dividend Accelerator ETF (VSDA) and Invesco S&P 500 Pure Growth ETF (RPG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSDA achieves a 9.07% return, which is significantly lower than RPG's 30.31% return.

VSDA

• 1D: 0.44%
• 1M: 2.98%
• YTD: 9.07%
• 6M: 8.53%
• 1Y: 14.44%
• 3Y*: 10.91%
• 5Y*: 7.75%
• 10Y*: —

RPG

• 1D: -4.60%
• 1M: 5.48%
• YTD: 30.31%
• 6M: 27.62%
• 1Y: 38.51%
• 3Y*: 27.72%
• 5Y*: 11.59%
• 10Y*: 15.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSDA vs. RPG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VSDA VictoryShares Dividend Accelerator ETF	9.07%	6.67%	9.40%	8.74%	-4.42%	21.95%	12.72%	31.39%	-1.40%	14.07%
RPG Invesco S&P 500 Pure Growth ETF	30.31%	13.41%	28.23%	8.04%	-27.55%	29.40%	29.34%	28.34%	-4.53%	18.38%

Correlation

The correlation between VSDA and RPG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017	0.60

Over the past year, the correlation between VSDA and RPG has dropped to 0.38 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

VSDA vs. RPG - Sectors Allocation Comparison

Sectors	VSDA	RPG
Consumer Defensive	31.6%	1.1%
Financial Services	21.2%	5.3%
Industrials	17.1%	14.0%
Basic Materials	8.1%	1.2%
Healthcare	7.4%	6.4%
Consumer Cyclical	4.9%	14.7%
Technology	4.7%	46.9%
Utilities	2.6%	2.4%
Energy	2.4%	1.6%
Communication Services	0.0%	5.4%
Real Estate	0.0%	1.0%

Return for Risk

VSDA vs. RPG — Risk / Return Rank

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

VSDA

VSDA Risk / Return Rank: 34
VSDA Sharpe Ratio Rank: 38
VSDA Sortino Ratio Rank: 40
VSDA Omega Ratio Rank: 34
VSDA Calmar Ratio Rank: 32
VSDA Martin Ratio Rank: 29

RPG

RPG Risk / Return Rank: 61
RPG Sharpe Ratio Rank: 55
RPG Sortino Ratio Rank: 52
RPG Omega Ratio Rank: 53
RPG Calmar Ratio Rank: 72
RPG Martin Ratio Rank: 73

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.

VSDA vs. RPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Dividend Accelerator ETF (VSDA) and Invesco S&P 500 Pure Growth ETF (RPG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VSDA	RPG	Difference
Sharpe ratio: Return per unit of total volatility	1.28	1.75	-0.47
Sortino ratio: Return per unit of downside risk	1.95	2.37	-0.42
Omega ratio: Gain probability vs. loss probability	1.22	1.31	-0.09
Calmar ratio: Return relative to maximum drawdown	1.54	3.49	-1.96
Martin ratio: Return relative to average drawdown	3.86	13.16	-9.30

VSDA vs. RPG - Sharpe Ratio Comparison

The current VSDA Sharpe Ratio is 1.28, which is comparable to the RPG Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of VSDA and RPG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VSDA vs. RPG - Drawdown Comparison

The maximum VSDA drawdown since its inception was -32.12%, smaller than the maximum RPG drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for VSDA and RPG.

Drawdown Indicators

	VSDA	RPG	Difference
Max Drawdown Largest peak-to-trough decline	-32.12%	-53.27%	+21.15%
Max Drawdown (1Y) Largest decline over 1 year	-9.44%	-11.08%	+1.64%
Max Drawdown (3Y) Largest decline over 3 years	-15.54%	-24.75%	+9.21%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	-35.59%	+19.45%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.58%	—
Current Drawdown Current decline from peak	-2.38%	-4.60%	+2.22%
Average Drawdown Average peak-to-trough decline	-3.63%	-8.83%	+5.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	2.93%	+0.82%

Volatility

VSDA vs. RPG - Volatility Comparison

The current volatility for VictoryShares Dividend Accelerator ETF (VSDA) is 3.24%, while Invesco S&P 500 Pure Growth ETF (RPG) has a volatility of 11.10%. This indicates that VSDA experiences smaller price fluctuations and is considered to be less risky than RPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSDA	RPG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	11.10%	-7.86%
Volatility (6M) Calculated over the trailing 6-month period	8.36%	19.02%	-10.66%
Volatility (1Y) Calculated over the trailing 1-year period	11.36%	22.09%	-10.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.05%	23.86%	-9.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.57%	22.90%	-6.33%

VSDA vs. RPG - Expense Ratio Comparison

Both VSDA and RPG have an expense ratio of 0.35%.

Dividends

VSDA vs. RPG - Dividend Comparison

VSDA's dividend yield for the trailing twelve months is around 2.54%, more than RPG's 0.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RPG Invesco S&P 500 Pure Growth ETF	0.15%	0.24%	0.25%	1.44%	0.74%	0.00%	0.46%	0.83%	0.47%	0.56%	0.43%	0.73%
VSDA VictoryShares Dividend Accelerator ETF	2.54%	2.65%	2.36%	1.92%	1.83%	1.40%	1.49%	1.36%	1.69%	1.23%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VSDA and RPG in my portfolio?

VSDA and RPG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSDA or RPG?

RPG has higher volatility (11.10%) compared to VSDA (3.24%). In terms of maximum drawdown, VSDA dropped -32.12% vs RPG's -53.27%.

Which ETF is better, VSDA or RPG?

On 5-year performance, RPG leads with 11.59% vs 7.75% for VSDA. Both ETFs have the same 0.35% expense ratio. On volatility, VSDA has been the lower-risk option at 3.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VSDA or RPG?

Over the 5-year period, RPG has performed better with a 11.59% return vs 7.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VSDA or RPG?

VSDA and RPG have the same expense ratio: 0.35% per year.

Which ETF pays a higher dividend yield, VSDA or RPG?

VSDA has the higher dividend yield at 2.54%, compared with 0.15% for RPG.

What is the main difference between VSDA and RPG?

VSDA tracks Nasdaq Victory Dividend Accelerator Index, while RPG tracks S&P 500/Citigroup Pure Growth Index. They also come from different issuers: Crestview and Invesco.

Which has better risk-adjusted returns?

RPG currently has the higher Sharpe Ratio (1.75 vs 1.28), 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.