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Issuer
Invesco
Inception Date
Feb 7, 2017
Index Tracked
Russell 2000 Value Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

SMVSX Performance Chart

Invesco Small Cap Value Fund Class R6 (SMVSX) is up 31.6% since the beginning of the year. SMVSX is currently trading at $37 per share. Investors who bought $1,000 worth of SMVSX shares 5 years ago would now be looking at an investment worth $2,665.


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S&P 500 Index

Returns By Period

Invesco Small Cap Value Fund Class R6 (SMVSX) has returned 31.61% so far this year and 60.61% over the past 12 months.


Invesco Small Cap Value Fund Class R6

1D
2.24%
1M
4.88%
YTD
31.61%
6M
29.38%
1Y
60.61%
3Y*
31.50%
5Y*
21.66%
10Y*

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)

SMVSX Monthly Returns History

Based on dividend-adjusted daily data since Feb 9, 2017, SMVSX's average daily return is +0.08%, while the average monthly return is +1.57%. At this rate, an investment would double in approximately 3.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +21.2%, while the worst month was Mar 2020 at -32.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SMVSX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.7%, while the worst single day was Mar 16, 2020 at -14.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.27%7.59%-7.35%11.64%2.95%4.17%31.61%
20254.28%-4.33%-5.63%-5.36%5.32%6.92%1.94%5.08%2.77%-0.83%4.26%3.41%18.12%
2024-1.34%4.93%8.32%-3.06%5.91%-2.36%5.08%-0.34%1.74%-0.00%10.76%-5.76%25.01%
20238.87%-1.59%-6.81%0.16%-3.78%11.78%7.03%-0.36%-3.94%-5.81%8.14%9.95%23.40%
2022-0.40%6.33%2.84%-8.00%4.30%-12.07%8.28%-1.96%-10.52%16.41%6.46%-3.20%4.70%
20210.41%14.60%7.06%6.98%3.71%-2.97%-3.51%0.18%1.61%3.89%-4.61%6.01%36.84%

Benchmark Metrics

Invesco Small Cap Value Fund Class R6 has an annualized alpha of 2.20%, beta of 1.18, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since February 09, 2017.

  • This fund captured 126.19% of S&P 500 Index gains and 114.30% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.20% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.20%
Beta
1.18
0.65
Upside Capture
126.19%
Downside Capture
114.30%

Expense Ratio

SMVSX has an expense ratio of 0.72%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SMVSX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SMVSX Risk / Return Rank: 8787
Overall Rank
SMVSX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SMVSX Sortino Ratio Rank: 8080
Sortino Ratio Rank
SMVSX Omega Ratio Rank: 7878
Omega Ratio Rank
SMVSX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SMVSX Martin Ratio Rank: 9393
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 Small Cap Value Fund Class R6 (SMVSX) 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.


SMVSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.09

Calmar ratioReturn relative to maximum drawdown

5.33

2.78

+2.54

Martin ratioReturn relative to average drawdown

18.58

12.44

+6.14

Dividends

Dividend History

Invesco Small Cap Value Fund Class R6 provided a 6.49% dividend yield over the last twelve months, with an annual payout of $2.43 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$2.43$2.43$1.94$1.07$1.82$3.16$0.08$0.36$3.17$3.16

Dividend yield

6.49%8.54%7.42%4.78%9.57%15.80%0.48%2.36%26.72%15.91%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Small Cap Value Fund Class R6. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.43$2.43
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.94$1.94
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.07$1.07
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.82$1.82
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.16$3.16

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 Small Cap Value Fund Class R6. 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 Small Cap Value Fund Class R6 was 57.41%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Invesco Small Cap Value Fund Class R6 drawdown is 0.35%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-57.41%Mar 2020
2y 1mo8mo 16d
2y 10moJan 2018 - Dec 2020
2025 selloff2025
-25.23%Apr 2025
2mo 16d4mo 20d
7mo 6dJan 2025 - Aug 2025
Bear market2022
-21.61%Sep 2022
6mo3mo 19d
9mo 19dMar 2022 - Jan 2023
2023 correction2023
-15.46%Mar 2023
11d3mo 27d
4mo 8dMar 2023 - Jul 2023
2024 correction2024
-13.17%Aug 2024
21d1mo 28d
2mo 19dJul 2024 - Oct 2024

Drawdown Indicators


SMVSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.41%

-56.78%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-9.10%

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-25.23%

-18.90%

-6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-25.23%

-25.43%

+0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.35%

-1.80%

+1.45%

Average Drawdown

Average peak-to-trough decline

-8.54%

-10.71%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.03%

+1.22%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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