EZM vs. RFV
Compare and contrast key facts about WisdomTree U.S. MidCap Fund (EZM) and Invesco S&P MidCap 400® Pure Value ETF (RFV).
EZM and RFV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EZM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S Mid Cap Index. It was launched on Feb 23, 2007. 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. Both EZM and RFV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EZM or RFV.
Performance
EZM vs. RFV - Performance Comparison
Returns By Period
In the year-to-date period, EZM achieves a 13.89% return, which is significantly higher than RFV's 7.77% return. Over the past 10 years, EZM has underperformed RFV with an annualized return of 9.35%, while RFV has yielded a comparatively higher 10.60% annualized return.
EZM
13.89%
1.45%
8.60%
26.88%
11.24%
9.35%
RFV
7.77%
2.20%
6.52%
24.01%
14.94%
10.60%
Key characteristics
| EZM | RFV | |
|---|---|---|
| Sharpe Ratio | 1.48 | 1.20 |
| Sortino Ratio | 2.18 | 1.76 |
| Omega Ratio | 1.27 | 1.22 |
| Calmar Ratio | 3.03 | 2.51 |
| Martin Ratio | 7.99 | 5.38 |
| Ulcer Index | 3.33% | 4.22% |
| Daily Std Dev | 17.91% | 18.98% |
| Max Drawdown | -59.58% | -71.82% |
| Current Drawdown | -3.11% | -2.43% |
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EZM vs. RFV - Expense Ratio Comparison
EZM has a 0.38% expense ratio, which is higher than RFV's 0.35% expense ratio.
Correlation
The correlation between EZM and RFV is 0.89, 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.
Risk-Adjusted Performance
EZM vs. RFV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Fund (EZM) 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.
Dividends
EZM vs. RFV - Dividend Comparison
EZM's dividend yield for the trailing twelve months is around 1.19%, less than RFV's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZM WisdomTree U.S. MidCap Fund | 1.19% | 1.25% | 1.57% | 1.09% | 1.67% | 1.34% | 1.57% | 1.14% | 1.55% | 1.30% | 1.16% | 0.99% |
RFV Invesco S&P MidCap 400® Pure Value ETF | 1.21% | 1.27% | 2.05% | 1.60% | 1.52% | 1.71% | 1.39% | 1.36% | 0.88% | 1.79% | 1.19% | 0.80% |
Drawdowns
EZM vs. RFV - Drawdown Comparison
The maximum EZM drawdown since its inception was -59.58%, smaller than the maximum RFV drawdown of -71.82%. Use the drawdown chart below to compare losses from any high point for EZM and RFV. For additional features, visit the drawdowns tool.
Volatility
EZM vs. RFV - Volatility Comparison
WisdomTree U.S. MidCap Fund (EZM) and Invesco S&P MidCap 400® Pure Value ETF (RFV) have volatilities of 6.64% and 6.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.