ECML vs. RFV
Compare and contrast key facts about EA Series Trust - Euclidean Fundamental Value ETF (ECML) and Invesco S&P MidCap 400® Pure Value ETF (RFV).
ECML and RFV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ECML is an actively managed fund by Euclidean. It was launched on May 17, 2023. RFV is a passively managed fund by Invesco that tracks the performance of the S&P Mid Cap 400 Pure Value. It was launched on Mar 1, 2006.
Performance
ECML vs. RFV - Performance Comparison
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ECML vs. RFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ECML EA Series Trust - Euclidean Fundamental Value ETF | 8.76% | 6.82% | 2.37% | 24.36% |
RFV Invesco S&P MidCap 400® Pure Value ETF | 2.24% | 7.66% | 5.63% | 23.96% |
Returns By Period
In the year-to-date period, ECML achieves a 8.76% return, which is significantly higher than RFV's 2.24% return.
ECML
- 1D
- 1.57%
- 1M
- -1.96%
- YTD
- 8.76%
- 6M
- 10.66%
- 1Y
- 20.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RFV
- 1D
- 1.99%
- 1M
- -3.38%
- YTD
- 2.24%
- 6M
- 2.35%
- 1Y
- 16.32%
- 3Y*
- 13.21%
- 5Y*
- 9.38%
- 10Y*
- 11.65%
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ECML vs. RFV - Expense Ratio Comparison
ECML has a 0.95% expense ratio, which is higher than RFV's 0.35% expense ratio.
Return for Risk
ECML vs. RFV — Risk / Return Rank
ECML
RFV
ECML vs. RFV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EA Series Trust - Euclidean Fundamental Value ETF (ECML) and Invesco S&P MidCap 400® Pure Value ETF (RFV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ECML | RFV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.67 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.14 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.06 | +0.55 |
Martin ratioReturn relative to average drawdown | 6.01 | 3.47 | +2.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECML | RFV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.67 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.42 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.36 | +0.43 |
Correlation
The correlation between ECML and RFV is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ECML vs. RFV - Dividend Comparison
ECML's dividend yield for the trailing twelve months is around 1.26%, less than RFV's 2.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECML EA Series Trust - Euclidean Fundamental Value ETF | 1.26% | 1.38% | 0.98% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RFV Invesco S&P MidCap 400® Pure Value ETF | 2.04% | 2.07% | 1.31% | 1.27% | 2.05% | 1.60% | 1.52% | 1.71% | 1.39% | 1.36% | 0.88% | 1.79% |
Drawdowns
ECML vs. RFV - Drawdown Comparison
The maximum ECML drawdown since its inception was -24.66%, smaller than the maximum RFV drawdown of -71.82%. Use the drawdown chart below to compare losses from any high point for ECML and RFV.
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Drawdown Indicators
| ECML | RFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.66% | -71.82% | +47.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -15.62% | +2.66% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.24% | — |
Current DrawdownCurrent decline from peak | -2.69% | -8.48% | +5.79% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -9.85% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 4.78% | -1.30% |
Volatility
ECML vs. RFV - Volatility Comparison
The current volatility for EA Series Trust - Euclidean Fundamental Value ETF (ECML) is 4.48%, while Invesco S&P MidCap 400® Pure Value ETF (RFV) has a volatility of 5.23%. This indicates that ECML experiences smaller price fluctuations and is considered to be less risky than RFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECML | RFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 5.23% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 13.17% | -3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.29% | 24.40% | -5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 22.22% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 25.05% | -6.36% |