See what your fund actually adds
Invesco S&P MidCap 400 GARP ETF GRPM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GRPM | Replication |
|---|---|---|
| Annualized growth | 9.4% | 8.1% |
| Annualized volatility | 19.5% | 18.3% |
| Sharpe ratio | 0.56 | 0.52 |
| Maximum drawdown | 24.3% | 22.4% |
| Replication fit (R²) | 0.92 · Tracking error 5.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model GRPM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 36.4% |
| IJH | US Mid Cap | 35.9% |
| VBK | Small-Cap · Growth | 15.9% |
| IJR | US Small Cap | 6.6% |
| XLE | Sector · Energy | 5.3% |