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Invesco S&P MidCap 400® Pure Value ETF (RFV)

ETF · Currency in USD · Last updated Feb 27, 2024

RFV is a passive ETF by Invesco tracking the investment results of the S&P Mid Cap 400 Pure Value. RFV launched on Mar 1, 2006 and has a 0.35% expense ratio.

Summary

ETF Info

ISINUS46137V1917
CUSIP46137V191
IssuerInvesco
Inception DateMar 1, 2006
RegionNorth America (U.S.)
CategorySmall Cap Value Equities
Index TrackedS&P Mid Cap 400 Pure Value
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

The Invesco S&P MidCap 400® Pure Value ETF has a high expense ratio of 0.35%, indicating higher-than-average management fees.


0.35%
0.00%2.15%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in Invesco S&P MidCap 400® Pure Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
7.44%
12.72%
RFV (Invesco S&P MidCap 400® Pure Value ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with RFV

Invesco S&P MidCap 400® Pure Value ETF

Popular comparisons: RFV vs. RWJ, RFV vs. ONEY, RFV vs. RWK, RFV vs. ONEV, RFV vs. XMMO, RFV vs. XMHQ, RFV vs. RPV, RFV vs. VOO, RFV vs. JEPI, RFV vs. SCHD

Return

Invesco S&P MidCap 400® Pure Value ETF had a return of -4.64% year-to-date (YTD) and 11.76% in the last 12 months. Over the past 10 years, Invesco S&P MidCap 400® Pure Value ETF had an annualized return of 9.90%, while the S&P 500 had an annualized return of 10.58%, indicating that Invesco S&P MidCap 400® Pure Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-4.64%6.28%
1 month-2.12%3.65%
6 months9.29%14.35%
1 year11.76%27.69%
5 years (annualized)12.15%12.70%
10 years (annualized)9.90%10.58%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.66%
20235.44%-3.95%-5.60%-5.47%11.51%12.45%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for Invesco S&P MidCap 400® Pure Value ETF (RFV) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
RFV
Invesco S&P MidCap 400® Pure Value ETF
0.49
^GSPC
S&P 500
2.13

Sharpe Ratio

The current Invesco S&P MidCap 400® Pure Value ETF Sharpe ratio is 0.49. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.49
2.13
RFV (Invesco S&P MidCap 400® Pure Value ETF)
Benchmark (^GSPC)

Dividend History

Invesco S&P MidCap 400® Pure Value ETF granted a 1.34% dividend yield in the last twelve months. The annual payout for that period amounted to $1.48 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.48$1.48$1.86$1.55$1.12$1.18$0.78$0.95$0.54$0.86$0.65$0.41

Dividend yield

1.34%1.27%2.05%1.60%1.52%1.71%1.39%1.36%0.88%1.79%1.19%0.80%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
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
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
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
2020$0.00$0.00$0.42$0.00$0.00$0.34$0.00$0.00$0.21$0.00$0.00$0.15
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
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
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
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
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
2014$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.16
2013$0.03$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.12

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-5.47%
-0.38%
RFV (Invesco S&P MidCap 400® Pure Value ETF)
Benchmark (^GSPC)

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 5.47%.


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
-19.51%Jan 18, 2022178Sep 30, 202270Jan 11, 2023248

Volatility Chart

The current Invesco S&P MidCap 400® Pure Value ETF volatility is 6.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
6.52%
3.93%
RFV (Invesco S&P MidCap 400® Pure Value ETF)
Benchmark (^GSPC)