GRPM vs STOT

Comparison between INVESCO S&P MIDCAP 400 GARP ETF (GRPM, ETF) and STATE STREET(R) DOUBLELINE(R) SHORT DURATION TOTAL RETURN TACTICAL ETF (STOT, ETF).

5-Year PerformanceGRPM has outperformed STOT, delivering a return of +9.0% compared to +2.8%

GRPM vs STOT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GRPM(ETF)	STOT(ETF)
Net Assets	$473M	$473M
Expense Ratio	0.35%	0.45%
Max Drawdown	44.49%	9.93%
Sharpe Ratio	0.91	-0.03
5Y Beta	1.00	-0.00
P/E Ratio	14.79	N/A
Forward P/E	14.56	N/A
PEG Ratio	0.09	N/A
5Y Dividends CAGR	7.96%	23.68%
5Y EPS CAGR	28.76%	N/A
Debt to Equity	77.83%	N/A
P/S Ratio	1.88	N/A
P/B Ratio	3.44	N/A

Net Assets

GRPM

$473M

Winner

STOT

$473M

Expense Ratio

Winner

GRPM

0.35%

STOT

0.45%

Max Drawdown

GRPM

44.49%

Winner

STOT

9.93%

Sharpe Ratio

Winner

GRPM

0.91

STOT

-0.03

5Y Beta

GRPM

1.00

Winner

STOT

-0.00

P/E Ratio

GRPM

14.79

STOT

N/A

Forward P/E

GRPM

14.56

STOT

N/A

PEG Ratio

GRPM

0.09

STOT

N/A

5Y Dividends CAGR

GRPM

7.96%

Winner

STOT

23.68%

5Y EPS CAGR

GRPM

28.76%

STOT

N/A

Debt to Equity

GRPM

77.83%

STOT

N/A

P/S Ratio

GRPM

1.88

STOT

N/A

P/B Ratio

GRPM

3.44

STOT

N/A

GRPM vs STOT - Historical Returns

Returns include dividend reinvestment.

Period	GRPM	STOT
1 month	+4.32%	+0.19%
3 months	+5.44%	+0.41%
6 months	+6.39%	+1.14%
1 year	+19.45%	+3.73%
5 years(CAGR)	+9.02%	+2.81%
10 years(CAGR)	+11.01%	+2.38%
Max(CAGR)	+11.33%	+2.43%

Winner

GRPM

+4.32%

STOT

+0.19%

Winner

GRPM

+5.44%

STOT

+0.41%

Winner

GRPM

+6.39%

STOT

+1.14%

Winner

GRPM

+19.45%

STOT

+3.73%

5Y(CAGR)

Winner

GRPM

+9.02%

STOT

+2.81%

10Y(CAGR)

Winner

GRPM

+11.01%

STOT

+2.38%

Max(CAGR)

Winner

GRPM

+11.33%

STOT

+2.43%

GRPM vs STOT - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	GRPM	STOT
2026	+9.85%	+1.23%
2025	+7.59%	+5.61%
2024	+15.97%	+5.33%
2023	+19.10%	+6.34%
2022	-12.25%	-3.62%
2021	+28.26%	+0.38%
2020	+15.70%	+2.47%
2019	+22.87%	+4.31%
2018	-13.16%	+0.97%
2017	+12.36%	+1.72%
2016	+24.01%	+0.89%
2015	-5.19%	N/A
2014	+11.15%	N/A
2013	+31.83%	N/A
2012	+14.71%	N/A
2011	-0.93%	N/A
2010	+3.53%	N/A

GRPM vs STOT Drawdown Comparison

The maximum drawdown for GRPM was -43.11%, occurring on Mar 23, 2020. Recovery took 206 trading sessions.

The maximum drawdown for STOT was -6.07%, occurring on Nov 7, 2022. Recovery took 567 trading sessions.

The current GRPM drawdown is -1.10%. The current STOT drawdown is -0.16%.

Rank	GRPM	STOT
#1	-43.11% Jan 16, 2020 - Nov 9, 2020	-6.07% Aug 3, 2021 - Nov 2, 2023
#2	-28.10% Nov 25, 2024 - Jan 22, 2026	-5.13% Mar 5, 2020 - Jul 23, 2020
#3	-25.45% Jul 7, 2011 - Mar 16, 2012	-1.59% Nov 7, 2016 - Apr 12, 2017
#4	-23.83% Sep 20, 2018 - Jan 16, 2020	-1.33% Sep 7, 2017 - Aug 20, 2018
#5	-23.01% Nov 5, 2021 - Dec 14, 2023	-0.85% Feb 12, 2021 - Jul 6, 2021
#6	-21.51% May 21, 2015 - Jul 26, 2016	-0.80% May 18, 2017 - Aug 3, 2017
#7	-12.22% Mar 19, 2012 - Sep 12, 2012	-0.76% Feb 27, 2026 - Apr 17, 2026
#8	-11.13% Jul 16, 2024 - Nov 11, 2024	-0.72% Oct 1, 2024 - Nov 27, 2024
#9	-10.57% Sep 5, 2014 - Nov 21, 2014	-0.72% Aug 20, 2018 - Dec 18, 2018
#10	-9.74% Jan 23, 2018 - Jun 6, 2018	-0.71% May 7, 2025 - May 22, 2025
#11	-8.07% Jun 8, 2021 - Oct 20, 2021	-0.66% Apr 4, 2025 - Apr 28, 2025
#12	-7.54% Feb 9, 2026 - Apr 17, 2026	-0.57% Apr 18, 2017 - May 16, 2017
#13	-7.51% Apr 29, 2011 - Jul 7, 2011	-0.51% May 22, 2025 - Jun 18, 2025
#14	-7.46% Sep 14, 2012 - Dec 18, 2012	-0.48% Oct 18, 2016 - Nov 7, 2016
#15	-6.89% Mar 28, 2024 - Jul 15, 2024	-0.44% Sep 4, 2019 - Oct 2, 2019

Correlation

Correlation between GRPM and STOT is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2010 - 2026)

GRPM vs STOT dividend yield comparison.

Year	GRPM	STOT
2026	0.32%	2.13%
2025	1.19%	4.52%
2024	0.95%	5.10%
2023	0.96%	4.53%
2022	1.28%	2.54%
2021	0.92%	1.76%
2020	1.16%	1.66%
2019	1.25%	2.61%
2018	1.50%	2.50%
2017	1.14%	1.95%
2016	1.00%	2.08%
2015	1.43%	0.00%
2014	1.28%	0.00%
2013	1.80%	0.00%
2012	1.58%	0.00%
2011	0.97%	0.00%
2010	0.10%	0.00%