Performance
SPGP vs. VOO - Performance Comparison
In the year-to-date period, SPGP achieves a 4.19% return, which is significantly lower than VOO's 19.06% return. Both investments have delivered pretty close results over the past 10 years, with SPGP having a 13.39% annualized return and VOO not far behind at 12.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
SPGP
VOO
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SPGP vs. VOO - Expense Ratio Comparison
SPGP has a 0.36% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SPGP vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 GARP ETF (SPGP) and Vanguard S&P 500 ETF (VOO). 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.
SPGP vs. VOO - Sharpe Ratio Comparison
The current SPGP Sharpe Ratio is 0.68, which is lower than the VOO Sharpe Ratio of 2.18. The chart below compares the 12-month rolling Sharpe Ratio of SPGP and VOO.
SPGP
VOO
Dividends
SPGP vs. VOO - Dividend Comparison
SPGP's dividend yield for the trailing twelve months is around 1.44%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGP Invesco S&P 500 GARP ETF | 1.44% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SPGP vs. VOO - Drawdown Comparison
The maximum SPGP drawdown since its inception was -42.08%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPGP and VOO. For additional features, visit the drawdowns tool.
SPGP
VOO
Volatility
SPGP vs. VOO - Volatility Comparison
Invesco S&P 500 GARP ETF (SPGP) has a higher volatility of 5.23% compared to Vanguard S&P 500 ETF (VOO) at 4.25%. This indicates that SPGP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
SPGP
VOO
