RPV vs. TRMCX
Compare and contrast key facts about Invesco S&P 500® Pure Value ETF (RPV) and T. Rowe Price Mid-Cap Value Fund (TRMCX).
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. TRMCX is managed by T. Rowe Price. It was launched on Jun 28, 1996.
Performance
RPV vs. TRMCX - Performance Comparison
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RPV vs. TRMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPV Invesco S&P 500® Pure Value ETF | 4.29% | 17.70% | 12.41% | 7.98% | -1.27% | 34.22% | -8.69% | 24.80% | -12.31% | 17.30% |
TRMCX T. Rowe Price Mid-Cap Value Fund | 3.51% | 10.55% | 16.21% | 18.99% | -4.16% | 24.51% | 9.84% | 19.59% | -10.66% | 11.59% |
Returns By Period
In the year-to-date period, RPV achieves a 4.29% return, which is significantly higher than TRMCX's 3.51% return. Over the past 10 years, RPV has underperformed TRMCX with an annualized return of 10.34%, while TRMCX has yielded a comparatively higher 11.17% annualized return.
RPV
- 1D
- -0.27%
- 1M
- -3.90%
- YTD
- 4.29%
- 6M
- 8.84%
- 1Y
- 19.27%
- 3Y*
- 14.98%
- 5Y*
- 10.09%
- 10Y*
- 10.34%
TRMCX
- 1D
- 2.68%
- 1M
- -6.54%
- YTD
- 3.51%
- 6M
- 9.26%
- 1Y
- 17.90%
- 3Y*
- 15.35%
- 5Y*
- 10.24%
- 10Y*
- 11.17%
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RPV vs. TRMCX - Expense Ratio Comparison
RPV has a 0.35% expense ratio, which is lower than TRMCX's 0.77% expense ratio.
Return for Risk
RPV vs. TRMCX — Risk / Return Rank
RPV
TRMCX
RPV vs. TRMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Value ETF (RPV) and T. Rowe Price Mid-Cap Value Fund (TRMCX). 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.
| RPV | TRMCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.91 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.38 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.09 | +0.48 |
Martin ratioReturn relative to average drawdown | 6.35 | 4.35 | +1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RPV | TRMCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.91 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.53 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.57 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.62 | -0.26 |
Correlation
The correlation between RPV and TRMCX is 0.90, 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. TRMCX - Dividend Comparison
RPV's dividend yield for the trailing twelve months is around 2.42%, less than TRMCX's 9.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPV Invesco S&P 500® Pure Value ETF | 2.42% | 2.50% | 2.16% | 2.38% | 2.29% | 1.92% | 2.11% | 2.28% | 2.49% | 1.73% | 1.73% | 2.39% |
TRMCX T. Rowe Price Mid-Cap Value Fund | 9.17% | 9.49% | 14.20% | 7.65% | 13.92% | 9.22% | 3.79% | 4.25% | 12.13% | 6.58% | 6.74% | 11.39% |
Drawdowns
RPV vs. TRMCX - Drawdown Comparison
The maximum RPV drawdown since its inception was -75.32%, which is greater than TRMCX's maximum drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for RPV and TRMCX.
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Drawdown Indicators
| RPV | TRMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.32% | -55.28% | -20.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -14.82% | +2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -29.60% | +6.96% |
Max Drawdown (10Y)Largest decline over 10 years | -50.67% | -39.41% | -11.26% |
Current DrawdownCurrent decline from peak | -4.87% | -6.98% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -6.65% | -4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.71% | -0.71% |
Volatility
RPV vs. TRMCX - Volatility Comparison
The current volatility for Invesco S&P 500® Pure Value ETF (RPV) is 3.71%, while T. Rowe Price Mid-Cap Value Fund (TRMCX) has a volatility of 5.95%. This indicates that RPV experiences smaller price fluctuations and is considered to be less risky than TRMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPV | TRMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 5.95% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 11.05% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 19.85% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 19.30% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 19.65% | +2.32% |