PortfoliosLab logo
RPV vs. VTV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RPV and VTV is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

RPV vs. VTV - Performance Comparison

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

320.00%340.00%360.00%380.00%400.00%NovemberDecember2025FebruaryMarchApril
355.61%
363.63%
RPV
VTV

Key characteristics

Sharpe Ratio

RPV:

0.35

VTV:

0.49

Sortino Ratio

RPV:

0.62

VTV:

0.78

Omega Ratio

RPV:

1.08

VTV:

1.11

Calmar Ratio

RPV:

0.42

VTV:

0.52

Martin Ratio

RPV:

1.42

VTV:

2.06

Ulcer Index

RPV:

4.41%

VTV:

3.67%

Daily Std Dev

RPV:

18.12%

VTV:

15.48%

Max Drawdown

RPV:

-75.32%

VTV:

-59.27%

Current Drawdown

RPV:

-7.93%

VTV:

-8.17%

Returns By Period

In the year-to-date period, RPV achieves a -1.34% return, which is significantly higher than VTV's -1.92% return. Over the past 10 years, RPV has underperformed VTV with an annualized return of 7.29%, while VTV has yielded a comparatively higher 9.66% annualized return.


RPV

YTD

-1.34%

1M

-4.01%

6M

0.06%

1Y

5.92%

5Y*

18.38%

10Y*

7.29%

VTV

YTD

-1.92%

1M

-4.59%

6M

-4.49%

1Y

6.77%

5Y*

14.25%

10Y*

9.66%

*Annualized

Compare stocks, funds, or ETFs

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


RPV vs. VTV - Expense Ratio Comparison

RPV has a 0.35% expense ratio, which is higher than VTV's 0.04% expense ratio.


Expense ratio chart for RPV: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RPV: 0.35%
Expense ratio chart for VTV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTV: 0.04%

Risk-Adjusted Performance

RPV vs. VTV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RPV
The Risk-Adjusted Performance Rank of RPV is 5050
Overall Rank
The Sharpe Ratio Rank of RPV is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of RPV is 4949
Sortino Ratio Rank
The Omega Ratio Rank of RPV is 4646
Omega Ratio Rank
The Calmar Ratio Rank of RPV is 5858
Calmar Ratio Rank
The Martin Ratio Rank of RPV is 5151
Martin Ratio Rank

VTV
The Risk-Adjusted Performance Rank of VTV is 6060
Overall Rank
The Sharpe Ratio Rank of VTV is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RPV vs. VTV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Value ETF (RPV) and Vanguard Value ETF (VTV). 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.


The chart of Sharpe ratio for RPV, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.00
RPV: 0.35
VTV: 0.49
The chart of Sortino ratio for RPV, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.00
RPV: 0.62
VTV: 0.78
The chart of Omega ratio for RPV, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
RPV: 1.08
VTV: 1.11
The chart of Calmar ratio for RPV, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.00
RPV: 0.42
VTV: 0.52
The chart of Martin ratio for RPV, currently valued at 1.42, compared to the broader market0.0020.0040.0060.00
RPV: 1.42
VTV: 2.06

The current RPV Sharpe Ratio is 0.35, which is comparable to the VTV Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of RPV and VTV, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.35
0.49
RPV
VTV

Dividends

RPV vs. VTV - Dividend Comparison

RPV's dividend yield for the trailing twelve months is around 2.36%, which matches VTV's 2.38% yield.


TTM20242023202220212020201920182017201620152014
RPV
Invesco S&P 500® Pure Value ETF
2.36%2.16%2.38%2.29%1.92%2.11%2.28%2.49%1.73%1.73%2.39%1.57%
VTV
Vanguard Value ETF
2.38%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%

Drawdowns

RPV vs. VTV - Drawdown Comparison

The maximum RPV drawdown since its inception was -75.32%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for RPV and VTV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.93%
-8.17%
RPV
VTV

Volatility

RPV vs. VTV - Volatility Comparison

Invesco S&P 500® Pure Value ETF (RPV) and Vanguard Value ETF (VTV) have volatilities of 11.53% and 11.21%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.53%
11.21%
RPV
VTV