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RFV vs. RWJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RFVRWJ
YTD Return-3.98%-3.34%
1Y Return21.62%10.16%
3Y Return (Ann)7.84%2.44%
5Y Return (Ann)11.65%13.63%
10Y Return (Ann)9.94%9.69%
Sharpe Ratio1.060.46
Daily Std Dev20.22%21.61%
Max Drawdown-71.82%-55.97%
Current Drawdown-6.58%-6.75%

Correlation

-0.50.00.51.00.9

The correlation between RFV and RWJ 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.

Performance

RFV vs. RWJ - Performance Comparison

In the year-to-date period, RFV achieves a -3.98% return, which is significantly lower than RWJ's -3.34% return. Both investments have delivered pretty close results over the past 10 years, with RFV having a 9.94% annualized return and RWJ not far behind at 9.69%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
21.56%
17.50%
RFV
RWJ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco S&P MidCap 400® Pure Value ETF

Invesco S&P SmallCap 600 Revenue ETF

RFV vs. RWJ - Expense Ratio Comparison

RFV has a 0.35% expense ratio, which is lower than RWJ's 0.39% expense ratio.


RWJ
Invesco S&P SmallCap 600 Revenue ETF
Expense ratio chart for RWJ: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for RFV: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

RFV vs. RWJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® Pure Value ETF (RFV) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). 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.


RFV
Sharpe ratio
The chart of Sharpe ratio for RFV, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.001.06
Sortino ratio
The chart of Sortino ratio for RFV, currently valued at 1.63, compared to the broader market-2.000.002.004.006.008.001.63
Omega ratio
The chart of Omega ratio for RFV, currently valued at 1.19, compared to the broader market1.001.502.001.19
Calmar ratio
The chart of Calmar ratio for RFV, currently valued at 1.22, compared to the broader market0.002.004.006.008.0010.001.22
Martin ratio
The chart of Martin ratio for RFV, currently valued at 3.65, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.65
RWJ
Sharpe ratio
The chart of Sharpe ratio for RWJ, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.000.46
Sortino ratio
The chart of Sortino ratio for RWJ, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.000.85
Omega ratio
The chart of Omega ratio for RWJ, currently valued at 1.09, compared to the broader market1.001.502.001.09
Calmar ratio
The chart of Calmar ratio for RWJ, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.000.48
Martin ratio
The chart of Martin ratio for RWJ, currently valued at 1.57, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.57

RFV vs. RWJ - Sharpe Ratio Comparison

The current RFV Sharpe Ratio is 1.06, which is higher than the RWJ Sharpe Ratio of 0.46. The chart below compares the 12-month rolling Sharpe Ratio of RFV and RWJ.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
1.06
0.46
RFV
RWJ

Dividends

RFV vs. RWJ - Dividend Comparison

RFV's dividend yield for the trailing twelve months is around 1.30%, less than RWJ's 1.32% yield.


TTM20232022202120202019201820172016201520142013
RFV
Invesco S&P MidCap 400® Pure Value ETF
1.30%1.27%2.05%1.60%1.52%1.71%1.39%1.36%0.88%1.79%1.19%0.80%
RWJ
Invesco S&P SmallCap 600 Revenue ETF
1.32%1.34%1.02%0.61%0.89%1.22%1.44%0.91%0.61%0.74%0.57%1.27%

Drawdowns

RFV vs. RWJ - Drawdown Comparison

The maximum RFV drawdown since its inception was -71.82%, which is greater than RWJ's maximum drawdown of -55.97%. Use the drawdown chart below to compare losses from any high point for RFV and RWJ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.58%
-6.75%
RFV
RWJ

Volatility

RFV vs. RWJ - Volatility Comparison

The current volatility for Invesco S&P MidCap 400® Pure Value ETF (RFV) is 5.36%, while Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a volatility of 5.76%. This indicates that RFV experiences smaller price fluctuations and is considered to be less risky than RWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
5.36%
5.76%
RFV
RWJ