FRVLX vs. XMVM
Compare and contrast key facts about Franklin Small Cap Value Fund (FRVLX) and Invesco S&P MidCap Value with Momentum ETF (XMVM).
FRVLX is managed by Franklin Templeton. It was launched on Mar 11, 1996. XMVM is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 High Momentum Value Index. It was launched on Mar 3, 2005.
Performance
FRVLX vs. XMVM - Performance Comparison
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FRVLX vs. XMVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRVLX Franklin Small Cap Value Fund | 1.63% | 7.36% | 13.16% | 12.81% | -10.25% | 22.51% | 5.45% | 26.08% | -12.92% | 9.91% |
XMVM Invesco S&P MidCap Value with Momentum ETF | 2.15% | 18.46% | 11.73% | 16.31% | -8.21% | 35.15% | 5.68% | 30.38% | -9.62% | 2.79% |
Returns By Period
In the year-to-date period, FRVLX achieves a 1.63% return, which is significantly lower than XMVM's 2.15% return. Over the past 10 years, FRVLX has underperformed XMVM with an annualized return of 9.09%, while XMVM has yielded a comparatively higher 11.62% annualized return.
FRVLX
- 1D
- -0.79%
- 1M
- -9.06%
- YTD
- 1.63%
- 6M
- 4.27%
- 1Y
- 16.91%
- 3Y*
- 10.90%
- 5Y*
- 5.00%
- 10Y*
- 9.09%
XMVM
- 1D
- 1.48%
- 1M
- -2.46%
- YTD
- 2.15%
- 6M
- 6.81%
- 1Y
- 26.23%
- 3Y*
- 16.45%
- 5Y*
- 9.64%
- 10Y*
- 11.62%
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FRVLX vs. XMVM - Expense Ratio Comparison
FRVLX has a 1.00% expense ratio, which is higher than XMVM's 0.39% expense ratio.
Return for Risk
FRVLX vs. XMVM — Risk / Return Rank
FRVLX
XMVM
FRVLX vs. XMVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Value Fund (FRVLX) and Invesco S&P MidCap Value with Momentum ETF (XMVM). 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.
| FRVLX | XMVM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 1.26 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.85 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.26 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.96 | -1.04 |
Martin ratioReturn relative to average drawdown | 3.20 | 7.24 | -4.03 |
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
| FRVLX | XMVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.26 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.44 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.51 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.42 | -0.01 |
Correlation
The correlation between FRVLX and XMVM 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.
Dividends
FRVLX vs. XMVM - Dividend Comparison
FRVLX's dividend yield for the trailing twelve months is around 7.86%, more than XMVM's 2.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRVLX Franklin Small Cap Value Fund | 7.86% | 7.99% | 8.45% | 4.54% | 3.21% | 7.55% | 2.20% | 6.31% | 18.48% | 8.06% | 4.76% | 11.04% |
XMVM Invesco S&P MidCap Value with Momentum ETF | 2.07% | 2.07% | 1.43% | 1.57% | 1.76% | 1.10% | 1.37% | 1.73% | 2.87% | 2.22% | 2.27% | 2.58% |
Drawdowns
FRVLX vs. XMVM - Drawdown Comparison
The maximum FRVLX drawdown since its inception was -60.27%, roughly equal to the maximum XMVM drawdown of -62.83%. Use the drawdown chart below to compare losses from any high point for FRVLX and XMVM.
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Drawdown Indicators
| FRVLX | XMVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.27% | -62.83% | +2.56% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -13.61% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -24.12% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -44.10% | -45.07% | +0.97% |
Current DrawdownCurrent decline from peak | -11.71% | -6.32% | -5.39% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -10.34% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 3.68% | +0.63% |
Volatility
FRVLX vs. XMVM - Volatility Comparison
Franklin Small Cap Value Fund (FRVLX) has a higher volatility of 5.75% compared to Invesco S&P MidCap Value with Momentum ETF (XMVM) at 4.49%. This indicates that FRVLX's price experiences larger fluctuations and is considered to be riskier than XMVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRVLX | XMVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 4.49% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 11.40% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.26% | 20.97% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.54% | 21.79% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.74% | 22.81% | -0.07% |