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RFG vs. RFV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFG vs. RFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap 400® Pure Growth ETF (RFG) and Invesco S&P MidCap 400® Pure Value ETF (RFV). The values are adjusted to include any dividend payments, if applicable.

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RFG vs. RFV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFG
Invesco S&P MidCap 400® Pure Growth ETF
4.55%8.80%17.80%16.42%-21.70%13.81%32.86%17.09%-13.98%20.46%
RFV
Invesco S&P MidCap 400® Pure Value ETF
2.24%7.66%5.63%30.26%-3.99%33.02%9.61%24.98%-18.56%14.74%

Returns By Period

In the year-to-date period, RFG achieves a 4.55% return, which is significantly higher than RFV's 2.24% return. Over the past 10 years, RFG has underperformed RFV with an annualized return of 9.04%, while RFV has yielded a comparatively higher 11.65% annualized return.


RFG

1D
3.68%
1M
-6.38%
YTD
4.55%
6M
7.67%
1Y
25.57%
3Y*
14.99%
5Y*
4.84%
10Y*
9.04%

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

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RFG vs. RFV - Expense Ratio Comparison

Both RFG and RFV have an expense ratio of 0.35%.


Return for Risk

RFG vs. RFV — Risk / Return Rank

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

RFG
RFG Risk / Return Rank: 6969
Overall Rank
RFG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
RFG Sortino Ratio Rank: 6868
Sortino Ratio Rank
RFG Omega Ratio Rank: 6161
Omega Ratio Rank
RFG Calmar Ratio Rank: 7474
Calmar Ratio Rank
RFG Martin Ratio Rank: 7878
Martin Ratio Rank

RFV
RFV Risk / Return Rank: 4141
Overall Rank
RFV Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RFV Sortino Ratio Rank: 4242
Sortino Ratio Rank
RFV Omega Ratio Rank: 4040
Omega Ratio Rank
RFV Calmar Ratio Rank: 4444
Calmar Ratio Rank
RFV Martin Ratio Rank: 3939
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.

RFG vs. RFV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® Pure Growth ETF (RFG) 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.


RFGRFVDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.67

+0.43

Sortino ratio

Return per unit of downside risk

1.69

1.14

+0.55

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratio

Return relative to maximum drawdown

1.90

1.06

+0.84

Martin ratio

Return relative to average drawdown

8.23

3.47

+4.76

RFG vs. RFV - Sharpe Ratio Comparison

The current RFG Sharpe Ratio is 1.10, which is higher than the RFV Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of RFG and RFV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RFGRFVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.67

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.42

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.47

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.36

+0.04

Correlation

The correlation between RFG and RFV is 0.79, 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

RFG vs. RFV - Dividend Comparison

RFG's dividend yield for the trailing twelve months is around 0.37%, less than RFV's 2.04% yield.


TTM20252024202320222021202020192018201720162015
RFG
Invesco S&P MidCap 400® Pure Growth ETF
0.37%0.43%0.38%0.99%0.78%0.05%0.27%0.64%0.76%0.66%0.35%0.61%
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

RFG vs. RFV - Drawdown Comparison

The maximum RFG drawdown since its inception was -51.93%, smaller than the maximum RFV drawdown of -71.82%. Use the drawdown chart below to compare losses from any high point for RFG and RFV.


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Drawdown Indicators


RFGRFVDifference

Max Drawdown

Largest peak-to-trough decline

-51.93%

-71.82%

+19.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-15.62%

+2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-35.16%

-24.65%

-10.51%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

-52.24%

+9.32%

Current Drawdown

Current decline from peak

-7.11%

-8.48%

+1.37%

Average Drawdown

Average peak-to-trough decline

-9.03%

-9.85%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

4.78%

-1.68%

Volatility

RFG vs. RFV - Volatility Comparison

Invesco S&P MidCap 400® Pure Growth ETF (RFG) has a higher volatility of 8.63% compared to Invesco S&P MidCap 400® Pure Value ETF (RFV) at 5.23%. This indicates that RFG's price experiences larger fluctuations and is considered to be riskier 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


RFGRFVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

5.23%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

13.17%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

23.25%

24.40%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.73%

22.22%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.98%

25.05%

-2.07%