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

Key characteristics


RFVSCHD
YTD Return-3.98%2.25%
1Y Return21.62%9.46%
3Y Return (Ann)7.84%4.52%
5Y Return (Ann)11.65%10.99%
10Y Return (Ann)9.94%11.11%
Sharpe Ratio1.060.79
Daily Std Dev20.22%11.77%
Max Drawdown-71.82%-33.37%
Current Drawdown-6.58%-4.20%

Correlation

-0.50.00.51.00.8

The correlation between RFV and SCHD 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.

Performance

RFV vs. SCHD - Performance Comparison

In the year-to-date period, RFV achieves a -3.98% return, which is significantly lower than SCHD's 2.25% return. Over the past 10 years, RFV has underperformed SCHD with an annualized return of 9.94%, while SCHD has yielded a comparatively higher 11.11% annualized return. 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
21.55%
14.39%
RFV
SCHD

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

Schwab US Dividend Equity ETF

RFV vs. SCHD - Expense Ratio Comparison

RFV has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.


RFV
Invesco S&P MidCap 400® Pure Value ETF
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%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

RFV vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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 market0.0010.0020.0030.0040.0050.003.65
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 0.79, compared to the broader market-1.000.001.002.003.004.000.79
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.001.19
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.14, compared to the broader market1.001.502.001.14
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.000.70
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 2.60, compared to the broader market0.0010.0020.0030.0040.0050.002.60

RFV vs. SCHD - Sharpe Ratio Comparison

The current RFV Sharpe Ratio is 1.06, which is higher than the SCHD Sharpe Ratio of 0.79. The chart below compares the 12-month rolling Sharpe Ratio of RFV and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
1.06
0.79
RFV
SCHD

Dividends

RFV vs. SCHD - Dividend Comparison

RFV's dividend yield for the trailing twelve months is around 1.30%, less than SCHD's 3.46% 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%
SCHD
Schwab US Dividend Equity ETF
3.46%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

RFV vs. SCHD - Drawdown Comparison

The maximum RFV drawdown since its inception was -71.82%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RFV and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.58%
-4.20%
RFV
SCHD

Volatility

RFV vs. SCHD - Volatility Comparison

Invesco S&P MidCap 400® Pure Value ETF (RFV) has a higher volatility of 5.36% compared to Schwab US Dividend Equity ETF (SCHD) at 3.77%. This indicates that RFV's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
5.36%
3.77%
RFV
SCHD