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Invesco S&P MidCap 400® Pure Value ETF (RFV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46137V1917

CUSIP

46137V191

Issuer

Invesco

Inception Date

Mar 1, 2006

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P Mid Cap 400 Pure Value

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

RFV has an expense ratio of 0.35%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Invesco S&P MidCap 400® Pure Value ETF (RFV) returned -1.69% year-to-date (YTD) and 2.82% over the past 12 months. Over the past 10 years, RFV returned 9.49% annually, underperforming the S&P 500 benchmark at 10.87%.


RFV

YTD

-1.69%

1M

14.30%

6M

-3.65%

1Y

2.82%

5Y*

24.80%

10Y*

9.49%

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of RFV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.61%-4.85%-4.93%-4.64%8.94%-1.69%
2024-4.66%0.86%6.90%-7.51%5.28%-3.47%7.27%-1.82%1.03%-0.52%10.78%-6.75%5.62%
202315.98%-3.41%-6.82%-0.73%-2.48%13.76%5.44%-3.95%-5.60%-5.47%11.51%12.45%30.26%
2022-2.13%0.25%1.66%-6.50%4.46%-10.54%8.07%-1.79%-9.20%14.82%6.99%-6.95%-3.99%
20211.86%10.41%9.19%3.70%3.51%-4.75%0.14%2.89%-3.54%3.08%-2.61%6.20%33.02%
2020-8.04%-11.17%-30.36%20.44%6.81%1.81%3.42%10.11%-4.83%4.46%19.18%9.03%9.62%
201917.44%3.54%-2.89%5.44%-13.71%11.91%-1.72%-9.79%7.90%2.70%4.17%1.58%24.98%
20181.75%-5.84%-1.05%0.00%5.11%1.91%1.35%2.11%-1.42%-8.71%0.66%-14.46%-18.56%
20171.36%0.38%-0.41%-0.37%-1.80%3.95%1.56%-3.14%4.59%1.14%4.95%1.96%14.74%
2016-7.97%3.42%12.74%3.04%-2.32%0.23%8.18%-0.87%1.26%-3.41%14.38%0.77%30.86%
2015-6.16%7.74%-0.06%1.77%-0.02%-1.95%-4.30%-2.81%-5.05%6.32%1.91%-7.63%-10.89%
2014-3.15%3.42%1.37%-0.74%1.75%3.78%-3.92%6.09%-6.33%3.23%1.71%1.63%8.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RFV is 22, meaning it’s performing worse than 78% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RFV is 2222
Overall Rank
The Sharpe Ratio Rank of RFV is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of RFV is 2222
Sortino Ratio Rank
The Omega Ratio Rank of RFV is 2222
Omega Ratio Rank
The Calmar Ratio Rank of RFV is 2222
Calmar Ratio Rank
The Martin Ratio Rank of RFV is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco S&P MidCap 400® Pure Value ETF (RFV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Invesco S&P MidCap 400® Pure Value ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.12
  • 5-Year: 0.99
  • 10-Year: 0.37
  • All Time: 0.35

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Invesco S&P MidCap 400® Pure Value ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Invesco S&P MidCap 400® Pure Value ETF provided a 1.60% dividend yield over the last twelve months, with an annual payout of $1.89 per share.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.89$1.59$1.48$1.86$1.55$1.12$1.18$0.78$0.95$0.54$0.86$0.65

Dividend yield

1.60%1.31%1.27%2.05%1.60%1.52%1.71%1.39%1.36%0.88%1.79%1.19%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco S&P MidCap 400® Pure Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.66$0.00$0.00$0.66
2024$0.00$0.00$0.36$0.00$0.00$0.40$0.00$0.00$0.41$0.00$0.00$0.42$1.59
2023$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.36$0.00$0.00$0.33$1.48
2022$0.00$0.00$0.42$0.00$0.00$0.56$0.00$0.00$0.49$0.00$0.00$0.39$1.86
2021$0.00$0.00$0.32$0.00$0.00$0.30$0.00$0.00$0.40$0.00$0.00$0.53$1.55
2020$0.00$0.00$0.43$0.00$0.00$0.34$0.00$0.00$0.21$0.00$0.00$0.15$1.12
2019$0.00$0.00$0.23$0.00$0.00$0.27$0.00$0.00$0.29$0.00$0.00$0.39$1.18
2018$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.21$0.00$0.00$0.18$0.78
2017$0.00$0.00$0.20$0.00$0.00$0.29$0.00$0.00$0.23$0.00$0.00$0.23$0.95
2016$0.00$0.00$0.19$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.06$0.54
2015$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.19$0.86
2014$0.16$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.16$0.65

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco S&P MidCap 400® Pure Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco S&P MidCap 400® Pure Value ETF was 71.82%, occurring on Mar 9, 2009. Recovery took 482 trading sessions.

The current Invesco S&P MidCap 400® Pure Value ETF drawdown is 8.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.82%Jun 5, 2007436Mar 9, 2009482Feb 7, 2011918
-52.24%Jan 23, 2018545Mar 23, 2020172Nov 24, 2020717
-29.11%Apr 7, 2011124Oct 3, 2011113Mar 15, 2012237
-27.6%May 19, 2015170Jan 20, 2016180Oct 5, 2016350
-24.65%Nov 26, 202490Apr 8, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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