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ISIN
US46137V1917
CUSIP
46137V191
Issuer
Invesco
Inception Date
Mar 1, 2006
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P Mid Cap 400 Pure Value
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value
Assets Under Management
$321M

Share Price Chart


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Performance

RFV Performance Chart

Invesco S&P MidCap 400® Pure Value ETF (RFV) is up 12.4% since the beginning of the year. RFV is currently trading at $142 per share. Investors who bought $1,000 worth of RFV shares 5 years ago would now be looking at an investment worth $1,698.


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S&P 500 Index

Returns By Period

Invesco S&P MidCap 400® Pure Value ETF (RFV) has returned 12.44% so far this year and 22.29% over the past 12 months. Over the last ten years, RFV has returned 12.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco S&P MidCap 400® Pure Value ETF

1D
0.15%
1M
3.08%
YTD
12.44%
6M
10.55%
1Y
22.29%
3Y*
15.14%
5Y*
11.17%
10Y*
12.75%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFV Monthly Returns History

Based on dividend-adjusted daily data since Mar 7, 2006, RFV's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +29.5%, while the worst month was Mar 2020 at -30.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, RFV closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +13.0%, while the worst single day was Mar 18, 2020 at -14.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.63%1.13%-3.38%8.32%-0.04%1.57%12.44%
20254.61%-4.85%-4.93%-4.65%6.93%4.56%1.61%5.31%-0.39%-1.97%3.62%-1.45%7.66%
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%5.63%
202315.98%-3.41%-6.82%-0.73%-2.48%13.75%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%-10.53%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%

Benchmark Metrics

Invesco S&P MidCap 400® Pure Value ETF has an annualized alpha of 1.36%, beta of 1.06, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since March 07, 2006.

  • This ETF captured 131.56% of S&P 500 Index gains and 125.87% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.06 and R2 of 0.62, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.36%
Beta
1.06
0.62
Upside Capture
131.56%
Downside Capture
125.87%

Expense Ratio

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


Return for Risk

Risk / Return Rank

RFV ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


RFV Risk / Return Rank: 3636
Overall Rank
RFV Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
RFV Sortino Ratio Rank: 3838
Sortino Ratio Rank
RFV Omega Ratio Rank: 3434
Omega Ratio Rank
RFV Calmar Ratio Rank: 3737
Calmar Ratio Rank
RFV Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco S&P MidCap 400® Pure Value ETF (RFV) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RFVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.79

2.78

-0.99

Martin ratioReturn relative to average drawdown

5.27

12.44

-7.17

Dividends

Dividend History

Invesco S&P MidCap 400® Pure Value ETF provided a 2.24% dividend yield over the last twelve months, with an annual payout of $3.18 per share. The fund has been increasing its distributions for 2 consecutive years.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.18$2.65$1.59$1.48$1.86$1.55$1.12$1.18$0.78$0.95$0.54$0.86

Dividend yield

2.24%2.07%1.31%1.27%2.05%1.60%1.52%1.71%1.39%1.36%0.88%1.79%

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
2026$0.00$0.00$0.66$0.00$0.00$0.54$1.20
2025$0.00$0.00$0.66$0.00$0.00$0.77$0.00$0.00$0.60$0.00$0.00$0.62$2.65
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

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 483 trading sessions.

The current Invesco S&P MidCap 400® Pure Value ETF drawdown is 2.61%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-71.82%Mar 2009
1y 9mo1y 11mo
3y 8moJun 2007 - Feb 2011
COVID crash2020
-52.24%Mar 2020
2y 2mo8mo 6d
2y 10moJan 2018 - Nov 2020
2011 bear market2011
-29.11%Oct 2011
5mo 29d5mo 14d
11mo 13dApr 2011 - Mar 2012
2016 bear market2016
-27.60%Jan 2016
8mo 6d8mo 19d
1y 4moMay 2015 - Oct 2016
2025 selloff2025
-24.65%Apr 2025
4mo 13d3mo 3d
7mo 16dNov 2024 - Jul 2025

Drawdown Indicators


RFVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-71.82%

-56.78%

-15.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-9.10%

-3.41%

Max Drawdown (3Y)

Largest decline over 3 years

-24.65%

-18.90%

-5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.65%

-25.43%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-52.24%

-33.92%

-18.32%

Current Drawdown

Current decline from peak

-2.61%

-1.80%

-0.81%

Average Drawdown

Average peak-to-trough decline

-9.77%

-10.71%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

2.03%

+2.21%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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