PortfolioMetrics

RPG vs. FDIS - ETF Comparison

RPG - Invesco S&P 500® Pure Growth ETF

The Invesco S&P 500 Pure Growth ETF is an equity fund that tracks the S&P 500 Pure Growth Index, providing exposure to large-cap growth companies in the US equity market. The fund offers a diversified portfolio of approximately 130 holdings, with a focus on consumer cyclical and technology sectors. It is suitable for investors seeking capital appreciation and willing to take on higher risk.

FDIS - Fidelity MSCI Consumer Discretionary Index ETF

The Fidelity MSCI Consumer Discretionary Index ETF provides exposure to the U.S. consumer discretionary sector, including apparel retailers, hotel operators, and auto makers. It is a diversified fund with over 200 stocks, including small caps, and may appeal to investors seeking to implement a sector rotation strategy or tilt their portfolio towards consumer discretionary stocks.

RPGFDIS
Fund NameInvesco S&P 500® Pure Growth ETFFidelity MSCI Consumer Discretionary Index ETF
Fund ProviderInvescoFidelity
IndexS&P 500 Pure GrowthMSCI USA IMI Consumer Discretionary 25/50 Index
Asset ClassEquityEquity
ListingUS-listedUS-listed
Expense Ratio0.35%0.08%
Inception Date2006-03-012013-10-21
Number Of Holdings67273
CurrencyUSDUSD
RegionUnited StatesUnited States
Investment StyleGrowthGrowth
Market CapLarge-CapLarge-Cap
SectorConsumer DiscretionaryConsumer Discretionary
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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