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

Correlation

The correlation between RFV and XMVM 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.


-0.50.00.51.00.9

Performance

RFV vs. XMVM - 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 Invesco S&P MidCap Value with Momentum ETF (XMVM). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
439.26%
361.68%
RFV
XMVM

Key characteristics

Sharpe Ratio

RFV:

0.34

XMVM:

0.67

Sortino Ratio

RFV:

0.60

XMVM:

1.07

Omega Ratio

RFV:

1.07

XMVM:

1.13

Calmar Ratio

RFV:

0.67

XMVM:

1.11

Martin Ratio

RFV:

1.42

XMVM:

3.33

Ulcer Index

RFV:

4.38%

XMVM:

3.73%

Daily Std Dev

RFV:

18.46%

XMVM:

18.69%

Max Drawdown

RFV:

-71.82%

XMVM:

-62.83%

Current Drawdown

RFV:

-8.58%

XMVM:

-10.70%

Returns By Period

In the year-to-date period, RFV achieves a 4.11% return, which is significantly lower than XMVM's 11.23% return. Over the past 10 years, RFV has outperformed XMVM with an annualized return of 9.95%, while XMVM has yielded a comparatively lower 9.35% annualized return.


RFV

YTD

4.11%

1M

-3.44%

6M

7.93%

1Y

4.66%

5Y*

13.49%

10Y*

9.95%

XMVM

YTD

11.23%

1M

-7.58%

6M

8.57%

1Y

10.81%

5Y*

11.10%

10Y*

9.35%

Compare stocks, funds, or ETFs

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


RFV vs. XMVM - Expense Ratio Comparison

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


XMVM
Invesco S&P MidCap Value with Momentum ETF
Expense ratio chart for XMVM: 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. XMVM - 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 MidCap Value with Momentum ETF (XMVM). 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.


Sharpe ratio
The chart of Sharpe ratio for RFV, currently valued at 0.34, compared to the broader market0.002.004.000.340.67
The chart of Sortino ratio for RFV, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.0010.000.601.07
The chart of Omega ratio for RFV, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.13
The chart of Calmar ratio for RFV, currently valued at 0.67, compared to the broader market0.005.0010.0015.000.671.11
The chart of Martin ratio for RFV, currently valued at 1.42, compared to the broader market0.0020.0040.0060.0080.00100.001.423.33
RFV
XMVM

The current RFV Sharpe Ratio is 0.34, which is lower than the XMVM Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of RFV and XMVM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.34
0.67
RFV
XMVM

Dividends

RFV vs. XMVM - Dividend Comparison

RFV's dividend yield for the trailing twelve months is around 0.98%, less than XMVM's 1.03% yield.


TTM20232022202120202019201820172016201520142013
RFV
Invesco S&P MidCap 400® Pure Value ETF
0.98%1.27%2.05%1.60%1.52%1.71%1.39%1.36%0.88%1.79%1.19%0.80%
XMVM
Invesco S&P MidCap Value with Momentum ETF
1.03%1.57%1.76%1.10%1.37%1.73%2.87%2.22%2.27%2.58%1.52%1.39%

Drawdowns

RFV vs. XMVM - Drawdown Comparison

The maximum RFV drawdown since its inception was -71.82%, which is greater than XMVM's maximum drawdown of -62.83%. Use the drawdown chart below to compare losses from any high point for RFV and XMVM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.58%
-10.70%
RFV
XMVM

Volatility

RFV vs. XMVM - Volatility Comparison

Invesco S&P MidCap 400® Pure Value ETF (RFV) and Invesco S&P MidCap Value with Momentum ETF (XMVM) have volatilities of 5.65% and 5.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.65%
5.84%
RFV
XMVM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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