RZV vs. AVUV
Compare and contrast key facts about Invesco S&P SmallCap 600® Pure Value ETF (RZV) and Avantis U.S. Small Cap Value ETF (AVUV).
RZV and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RZV is a passively managed fund by Invesco that tracks the performance of the S&P Small Cap 600 Pure Value. It was launched on Mar 1, 2006. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RZV or AVUV.
Performance
RZV vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, RZV achieves a 8.04% return, which is significantly lower than AVUV's 15.85% return.
RZV
8.04%
6.65%
11.95%
25.83%
13.00%
7.29%
AVUV
15.85%
7.10%
13.70%
31.15%
16.63%
N/A
Key characteristics
| RZV | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.12 | 1.50 |
| Sortino Ratio | 1.72 | 2.24 |
| Omega Ratio | 1.20 | 1.28 |
| Calmar Ratio | 2.05 | 2.88 |
| Martin Ratio | 4.89 | 7.56 |
| Ulcer Index | 5.29% | 4.19% |
| Daily Std Dev | 23.22% | 21.12% |
| Max Drawdown | -77.11% | -49.42% |
| Current Drawdown | -2.30% | -1.99% |
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RZV vs. AVUV - Expense Ratio Comparison
RZV has a 0.35% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between RZV and AVUV is 0.96, 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.
Risk-Adjusted Performance
RZV vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600® Pure Value ETF (RZV) and Avantis U.S. Small Cap Value ETF (AVUV). 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.
Dividends
RZV vs. AVUV - Dividend Comparison
RZV's dividend yield for the trailing twelve months is around 1.07%, less than AVUV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RZV Invesco S&P SmallCap 600® Pure Value ETF | 1.07% | 1.13% | 1.43% | 0.86% | 0.63% | 1.03% | 2.03% | 1.02% | 0.46% | 1.24% | 0.68% | 0.64% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RZV vs. AVUV - Drawdown Comparison
The maximum RZV drawdown since its inception was -77.11%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for RZV and AVUV. For additional features, visit the drawdowns tool.
Volatility
RZV vs. AVUV - Volatility Comparison
Invesco S&P SmallCap 600® Pure Value ETF (RZV) and Avantis U.S. Small Cap Value ETF (AVUV) have volatilities of 8.13% and 8.47%, 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.