PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
RPV vs. DFAC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

RPV vs. DFAC

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco S&P 500® Pure Value ETF (RPV) and Dimensional U.S. Core Equity 2 ETF (DFAC).

RPV and DFAC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RPV is a passively managed fund by Invesco that tracks the performance of the S&P 500/Citigroup Pure Value Index. It was launched on Mar 1, 2006. DFAC is an actively managed fund by Dimensional. It was launched on Jun 14, 2021.

Performance

RPV vs. DFAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Pure Value ETF (RPV) and Dimensional U.S. Core Equity 2 ETF (DFAC). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RPV vs. DFAC - Yearly Performance Comparison

2026 (YTD)20252024202320222021
RPV
Invesco S&P 500® Pure Value ETF		4.57%17.70%12.41%7.98%-1.27%3.10%
DFAC
Dimensional U.S. Core Equity 2 ETF		-1.60%15.66%19.61%21.96%-14.93%9.51%

Returns By Period

In the year-to-date period, RPV achieves a 4.57% return, which is significantly higher than DFAC's -1.60% return.

RPV

1D
1.45%
1M
-3.83%
YTD
4.57%
6M
9.34%
1Y
19.35%
3Y*
15.08%
5Y*
10.15%
10Y*
10.37%

DFAC

1D
2.78%
1M
-4.86%
YTD
-1.60%
6M
1.24%
1Y
19.05%
3Y*
16.43%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 500® Pure Value ETF

Dimensional U.S. Core Equity 2 ETF

Often compared with RPV:
RPV vs. VTVRPV vs. RFVRPV vs. SPYRPV vs. SCHDRPV vs. MGVRPV vs. VOORPV vs. VONV
Often compared with DFAC:
DFAC vs. AVUSDFAC vs. VTIDFAC vs. VOODFAC vs. DCORDFAC vs. DFEOXDFAC vs. DFUVDFAC vs. DFAT

RPV vs. DFAC - Expense Ratio Comparison

RPV has a 0.35% expense ratio, which is higher than DFAC's 0.19% expense ratio.

RPV
Invesco S&P 500® Pure Value ETF
DFAC
Dimensional U.S. Core Equity 2 ETF

Return for Risk

RPV vs. DFAC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RPV
RPV Risk / Return Rank: 6868
Overall Rank
RPV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
RPV Sortino Ratio Rank: 6868
Sortino Ratio Rank
RPV Omega Ratio Rank: 6464
Omega Ratio Rank
RPV Calmar Ratio Rank: 7070
Calmar Ratio Rank
RPV Martin Ratio Rank: 7171
Martin Ratio Rank
DFAC
DFAC Risk / Return Rank: 6666
Overall Rank
DFAC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DFAC Sortino Ratio Rank: 6565
Sortino Ratio Rank
DFAC Omega Ratio Rank: 6666
Omega Ratio Rank
DFAC Calmar Ratio Rank: 6565
Calmar Ratio Rank
DFAC Martin Ratio Rank: 7474
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.

RPV vs. DFAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Value ETF (RPV) and Dimensional U.S. Core Equity 2 ETF (DFAC). 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.

RPVDFACDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.03

+0.10

Sortino ratio

Return per unit of downside risk

1.66

1.56

+0.10

Omega ratio

Gain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.70

1.54

+0.16

Martin ratio

Return relative to average drawdown

6.91

7.28

-0.36

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RPV vs. DFAC - Sharpe Ratio Comparison

The current RPV Sharpe Ratio is 1.13, which is comparable to the DFAC Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of RPV and DFAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

RPVDFACDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.03

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.55

-0.19

Correlation

The correlation between RPV and DFAC is 0.80, 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

RPV vs. DFAC - Dividend Comparison

RPV's dividend yield for the trailing twelve months is around 2.41%, more than DFAC's 1.03% yield.

TTM20252024202320222021202020192018201720162015
RPV
Invesco S&P 500® Pure Value ETF		2.41%2.50%2.16%2.38%2.29%1.92%2.11%2.28%2.49%1.73%1.73%2.39%
DFAC
Dimensional U.S. Core Equity 2 ETF		1.03%0.97%1.03%1.20%1.50%0.88%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RPV vs. DFAC - Drawdown Comparison

The maximum RPV drawdown since its inception was -75.32%, which is greater than DFAC's maximum drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for RPV and DFAC.

Loading graphics...

Drawdown Indicators

RPVDFACDifference

Max Drawdown

Largest peak-to-trough decline

-75.32%

-23.12%

-52.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.79%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-50.67%

—

—

Current Drawdown

Current decline from peak

-4.61%

-5.94%

+1.33%

Average Drawdown

Average peak-to-trough decline

-10.76%

-5.62%

-5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.71%

+0.27%

Volatility

RPV vs. DFAC - Volatility Comparison

The current volatility for Invesco S&P 500® Pure Value ETF (RPV) is 3.86%, while Dimensional U.S. Core Equity 2 ETF (DFAC) has a volatility of 5.31%. This indicates that RPV experiences smaller price fluctuations and is considered to be less risky than DFAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

RPVDFACDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

5.31%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

9.59%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

18.51%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.04%

17.30%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

17.30%

+4.67%