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RFV vs. GABSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFV vs. GABSX - Performance Comparison

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

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RFV vs. GABSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GABSX
Gabelli Small Cap Growth Fund
-0.38%8.65%10.22%21.45%-12.63%24.82%13.63%21.56%-15.25%19.05%

Returns By Period

In the year-to-date period, RFV achieves a 2.24% return, which is significantly higher than GABSX's -0.38% return. Over the past 10 years, RFV has outperformed GABSX with an annualized return of 11.65%, while GABSX has yielded a comparatively lower 9.70% annualized return.


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%

GABSX

1D
-0.66%
1M
-9.31%
YTD
-0.38%
6M
0.97%
1Y
14.54%
3Y*
11.10%
5Y*
7.20%
10Y*
9.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFV vs. GABSX - Expense Ratio Comparison

RFV has a 0.35% expense ratio, which is lower than GABSX's 1.38% expense ratio.


Return for Risk

RFV vs. GABSX — Risk / Return Rank

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

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

GABSX
GABSX Risk / Return Rank: 3232
Overall Rank
GABSX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GABSX Sortino Ratio Rank: 3636
Sortino Ratio Rank
GABSX Omega Ratio Rank: 3030
Omega Ratio Rank
GABSX Calmar Ratio Rank: 3434
Calmar Ratio Rank
GABSX Martin Ratio Rank: 3030
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.

RFV vs. GABSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® Pure Value ETF (RFV) and Gabelli Small Cap Growth Fund (GABSX). 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.


RFVGABSXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.72

-0.05

Sortino ratio

Return per unit of downside risk

1.14

1.18

-0.04

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

1.06

0.93

+0.13

Martin ratio

Return relative to average drawdown

3.47

3.19

+0.27

RFV vs. GABSX - Sharpe Ratio Comparison

The current RFV Sharpe Ratio is 0.67, which is comparable to the GABSX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of RFV and GABSX, 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


RFVGABSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.72

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.38

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.49

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.62

-0.26

Correlation

The correlation between RFV and GABSX 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

RFV vs. GABSX - Dividend Comparison

RFV's dividend yield for the trailing twelve months is around 2.04%, less than GABSX's 4.00% yield.


TTM20252024202320222021202020192018201720162015
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%
GABSX
Gabelli Small Cap Growth Fund
4.00%3.98%6.61%8.68%9.53%13.50%22.21%21.36%4.70%5.38%3.87%3.78%

Drawdowns

RFV vs. GABSX - Drawdown Comparison

The maximum RFV drawdown since its inception was -71.82%, which is greater than GABSX's maximum drawdown of -57.24%. Use the drawdown chart below to compare losses from any high point for RFV and GABSX.


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Drawdown Indicators


RFVGABSXDifference

Max Drawdown

Largest peak-to-trough decline

-71.82%

-57.24%

-14.58%

Max Drawdown (1Y)

Largest decline over 1 year

-15.62%

-13.07%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-24.65%

-25.19%

+0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-52.24%

-40.74%

-11.50%

Current Drawdown

Current decline from peak

-8.48%

-10.80%

+2.32%

Average Drawdown

Average peak-to-trough decline

-9.85%

-7.00%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

3.82%

+0.96%

Volatility

RFV vs. GABSX - Volatility Comparison

The current volatility for Invesco S&P MidCap 400® Pure Value ETF (RFV) is 5.23%, while Gabelli Small Cap Growth Fund (GABSX) has a volatility of 5.57%. This indicates that RFV experiences smaller price fluctuations and is considered to be less risky than GABSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFVGABSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

5.57%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

13.17%

11.31%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

24.40%

20.19%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.22%

18.98%

+3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.05%

19.89%

+5.16%