REVS vs. FUNL

Last updated Jun 4, 2026

REVS (Columbia Research Enhanced Value ETF) and FUNL (CornerCap Fundametrics Large-Cap ETF FUNL) are both Large Cap Value Equities funds. REVS is passively managed, while FUNL is actively managed. Over the past 5 years, REVS returned 11.10%/yr vs 9.42%/yr for FUNL. Their correlation of 0.92 suggests significant overlap in exposure. REVS charges 0.19%/yr vs 0.50%/yr for FUNL.

Performance

REVS vs. FUNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Value ETF (REVS) and CornerCap Fundametrics Large-Cap ETF FUNL (FUNL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REVS achieves a 11.50% return, which is significantly higher than FUNL's 5.66% return.

REVS

• 1D: -0.01%
• 1M: 3.64%
• YTD: 11.50%
• 6M: 12.18%
• 1Y: 26.29%
• 3Y*: 18.50%
• 5Y*: 11.10%
• 10Y*: —

FUNL

• 1D: 0.00%
• 1M: 0.00%
• YTD: 5.66%
• 6M: 7.22%
• 1Y: 18.97%
• 3Y*: 16.53%
• 5Y*: 9.42%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

REVS vs. FUNL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
REVS Columbia Research Enhanced Value ETF	11.50%	16.80%	16.36%	13.46%	-6.20%	28.52%	12.71%
FUNL CornerCap Fundametrics Large-Cap ETF FUNL	5.66%	14.62%	15.55%	14.33%	-5.76%	25.93%	14.92%

Correlation

The correlation between REVS and FUNL is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Aug 21, 2020	0.92

The correlation between REVS and FUNL shifts across timeframes, from 0.78 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

REVS vs. FUNL - Sectors Allocation Comparison

Sectors	REVS	FUNL
Financial Services	20.7%	19.3%
Technology	12.3%	14.6%
Healthcare	12.2%	15.3%
Industrials	12.1%	11.5%
Communication Services	8.4%	5.8%
Consumer Cyclical	7.6%	6.5%
Consumer Defensive	7.5%	7.0%
Energy	6.5%	7.6%
Utilities	4.4%	5.0%
Real Estate	4.3%	4.5%
Basic Materials	4.0%	2.2%

Return for Risk

REVS vs. FUNL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

REVS

REVS Risk / Return Rank: 72
REVS Sharpe Ratio Rank: 70
REVS Sortino Ratio Rank: 73
REVS Omega Ratio Rank: 66
REVS Calmar Ratio Rank: 76
REVS Martin Ratio Rank: 74

FUNL

FUNL Risk / Return Rank: 80
FUNL Sharpe Ratio Rank: 67
FUNL Sortino Ratio Rank: 72
FUNL Omega Ratio Rank: 79
FUNL Calmar Ratio Rank: 87
FUNL Martin Ratio Rank: 92

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.

REVS vs. FUNL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) and CornerCap Fundametrics Large-Cap ETF FUNL (FUNL). 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.

	REVS	FUNL	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.19	+0.11
Sortino ratio: Return per unit of downside risk	3.32	3.26	+0.06
Omega ratio: Gain probability vs. loss probability	1.40	1.47	-0.07
Calmar ratio: Return relative to maximum drawdown	3.81	5.01	-1.21
Martin ratio: Return relative to average drawdown	13.90	23.31	-9.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REVS vs. FUNL - Sharpe Ratio Comparison

The current REVS Sharpe Ratio is 2.30, which is comparable to the FUNL Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of REVS and FUNL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	REVS	FUNL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.19	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.63	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.95	-0.27

Drawdowns

REVS vs. FUNL - Drawdown Comparison

The maximum REVS drawdown since its inception was -37.85%, which is greater than FUNL's maximum drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for REVS and FUNL.

Drawdown Indicators

	REVS	FUNL	Difference
Max Drawdown Largest peak-to-trough decline	-37.85%	-19.35%	-18.50%
Max Drawdown (1Y) Largest decline over 1 year	-6.94%	-3.83%	-3.11%
Max Drawdown (3Y) Largest decline over 3 years	-16.37%	-17.37%	+1.00%
Max Drawdown (5Y) Largest decline over 5 years	-18.04%	-19.35%	+1.31%
Current Drawdown Current decline from peak	-0.06%	-0.12%	+0.06%
Average Drawdown Average peak-to-trough decline	-4.66%	-3.54%	-1.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	0.82%	+1.08%

Volatility

REVS vs. FUNL - Volatility Comparison

Columbia Research Enhanced Value ETF (REVS) has a higher volatility of 2.66% compared to CornerCap Fundametrics Large-Cap ETF FUNL (FUNL) at 0.00%. This indicates that REVS's price experiences larger fluctuations and is considered to be riskier than FUNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REVS	FUNL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	0.00%	+2.66%
Volatility (6M) Calculated over the trailing 6-month period	8.46%	5.24%	+3.22%
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	8.82%	+2.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.91%	15.16%	-0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	15.29%	+3.84%

REVS vs. FUNL - Expense Ratio Comparison

REVS has a 0.19% expense ratio, which is lower than FUNL's 0.50% expense ratio.

Dividends

REVS vs. FUNL - Dividend Comparison

REVS's dividend yield for the trailing twelve months is around 1.91%, less than FUNL's 2.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
FUNL CornerCap Fundametrics Large-Cap ETF FUNL	2.25%	2.10%	1.78%	1.69%	1.84%	1.55%	0.45%	0.00%
REVS Columbia Research Enhanced Value ETF	1.91%	2.13%	1.89%	2.49%	2.46%	1.18%	27.75%	0.70%

Frequently Asked Questions

Can I hold both REVS and FUNL in my portfolio?

REVS and FUNL have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REVS or FUNL?

REVS has higher volatility (2.66%) compared to FUNL (0.00%). In terms of maximum drawdown, REVS dropped -37.85% vs FUNL's -19.35%.

Which ETF is better, REVS or FUNL?

On 5-year performance, REVS leads with 11.10% vs 9.42% for FUNL. On fees, REVS is cheaper at 0.19% per year. On volatility, FUNL has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, REVS or FUNL?

Over the 5-year period, REVS has performed better with a 11.10% return vs 9.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REVS or FUNL?

REVS is cheaper with a 0.19% expense ratio, compared with 0.50% for FUNL.

Which ETF pays a higher dividend yield, REVS or FUNL?

FUNL has the higher dividend yield at 2.25%, compared with 1.91% for REVS.

What is the main difference between REVS and FUNL?

They also come from different issuers: Ameriprise Financial and CornerCap. Their fees differ too: 0.19% for REVS and 0.50% for FUNL.

Which has better risk-adjusted returns?

REVS currently has the higher Sharpe Ratio (2.30 vs 2.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.