RPG vs FPS: returns, Sharpe ratio and drawdown
Performance
RPG+12.49%FPS-22.07%
Summary
RPG vs FPS
RPG's return was +12.49% over the past year, and FPS's -22.07% since Feb 5, 2026. RPG's Sharpe ratio was 0.43 over the past year, and FPS's 0.08 since Feb 5, 2026. RPG's worst peak-to-trough drop was -23.83% over the past year, and FPS's -71.81% since Feb 5, 2026. RPG's dividend yield was 0.16% over the past year, and FPS's 0.00% since Feb 5, 2026.
Ranking
How RPG and FPS rank
RPGFPS
5916
1Y Return Rank *38—
5Y Return Rank5030
Sharpe Ratio Rank *275
Max Drawdown Rank *285
Volatility Rank *140
Dividend Yield Rank *Current Drawdown
RPG-18.22%FPS-65.01%
Rolling Volatility
RPG45.06%FPS150.77%
METRICS
Correlation Matrix
Fees and dividends
What RPG and FPS cost and pay
RPGFPSExpense ratio0.35%—Yield0.16%0.00%Paid, past year$0.09NonePaysQuarterly—Growth a year——Return with dividends+4.41%—Return, price only+3.80%—
Metrics
Risk Indicators
RPGFPS*
Alpha
RPG
-4.57%
FPS
-36.46%
Beta
RPG
1.70x
FPS
3.57x
Sharpe
RPG
0.43
FPS
0.08
Sortino
RPG
0.59
FPS
0.11
Omega
RPG
1.07
FPS
1.01
Calmar
RPG
0.52
FPS
-0.31
Martin
RPG
1.73
FPS
0.22
Comparisons