RZV vs. BSVO

Last updated Jun 4, 2026

RZV (Invesco S&P SmallCap 600® Pure Value ETF) and BSVO (EA Bridgeway Omni Small-Cap Value ETF) are both Small Cap Value Equities funds. RZV is passively managed, while BSVO is actively managed. Over the past 3 years, RZV returned 17.71%/yr vs 18.56%/yr for BSVO. Their correlation of 0.93 suggests significant overlap in exposure. RZV charges 0.35%/yr vs 0.47%/yr for BSVO.

Performance

RZV vs. BSVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap 600® Pure Value ETF (RZV) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with RZV having a 17.78% return and BSVO slightly higher at 18.09%.

RZV

• 1D: -1.04%
• 1M: 3.13%
• YTD: 17.78%
• 6M: 15.59%
• 1Y: 42.30%
• 3Y*: 17.71%
• 5Y*: 8.85%
• 10Y*: 10.65%

BSVO

• 1D: -1.86%
• 1M: 0.33%
• YTD: 18.09%
• 6M: 17.20%
• 1Y: 41.30%
• 3Y*: 18.56%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RZV vs. BSVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RZV Invesco S&P SmallCap 600® Pure Value ETF	17.78%	8.65%	5.06%	23.10%
BSVO EA Bridgeway Omni Small-Cap Value ETF	18.09%	9.21%	4.68%	22.38%

Correlation

The correlation between RZV and BSVO is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.93

The correlation between RZV and BSVO has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

RZV vs. BSVO - Sectors Allocation Comparison

Sectors	RZV	BSVO
Consumer Cyclical	26.1%	14.3%
Industrials	15.7%	13.8%
Energy	9.7%	15.8%
Technology	8.9%	4.9%
Healthcare	8.8%	3.6%
Consumer Defensive	7.7%	4.8%
Financial Services	7.3%	32.3%
Basic Materials	6.4%	6.0%
Real Estate	5.0%	0.6%
Communication Services	4.2%	3.9%
Utilities	0.4%	-

Return for Risk

RZV vs. BSVO — Risk / Return Rank

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

RZV

RZV Risk / Return Rank: 61
RZV Sharpe Ratio Rank: 61
RZV Sortino Ratio Rank: 62
RZV Omega Ratio Rank: 55
RZV Calmar Ratio Rank: 68
RZV Martin Ratio Rank: 61

BSVO

BSVO Risk / Return Rank: 72
BSVO Sharpe Ratio Rank: 66
BSVO Sortino Ratio Rank: 68
BSVO Omega Ratio Rank: 63
BSVO Calmar Ratio Rank: 87
BSVO Martin Ratio Rank: 75

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.

RZV vs. BSVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600® Pure Value ETF (RZV) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). 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.

	RZV	BSVO	Difference
Sharpe ratio Return per unit of total volatility	2.06	2.21	-0.15
Sortino ratio Return per unit of downside risk	2.93	3.14	-0.21
Omega ratio Gain probability vs. loss probability	1.35	1.38	-0.04
Calmar ratio Return relative to maximum drawdown	3.38	4.99	-1.61
Martin ratio Return relative to average drawdown	11.02	14.22	-3.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RZV vs. BSVO - Sharpe Ratio Comparison

The current RZV Sharpe Ratio is 2.06, which is comparable to the BSVO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of RZV and BSVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RZV	BSVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	2.21	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.78	-0.51

Drawdowns

RZV vs. BSVO - Drawdown Comparison

The maximum RZV drawdown since its inception was -77.11%, which is greater than BSVO's maximum drawdown of -28.67%. Use the drawdown chart below to compare losses from any high point for RZV and BSVO.

Drawdown Indicators

	RZV	BSVO	Difference
Max Drawdown Largest peak-to-trough decline	-77.11%	-28.67%	-48.44%
Max Drawdown (1Y) Largest decline over 1 year	-12.56%	-8.31%	-4.25%
Max Drawdown (3Y) Largest decline over 3 years	-29.81%	-28.67%	-1.14%
Max Drawdown (5Y) Largest decline over 5 years	-29.81%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-60.42%	—	—
Current Drawdown Current decline from peak	-1.04%	-1.86%	+0.82%
Average Drawdown Average peak-to-trough decline	-13.60%	-5.73%	-7.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.85%	2.91%	+0.94%

Volatility

RZV vs. BSVO - Volatility Comparison

Invesco S&P SmallCap 600® Pure Value ETF (RZV) has a higher volatility of 5.21% compared to EA Bridgeway Omni Small-Cap Value ETF (BSVO) at 4.77%. This indicates that RZV's price experiences larger fluctuations and is considered to be riskier than BSVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RZV	BSVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.21%	4.77%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	13.66%	11.95%	+1.71%
Volatility (1Y) Calculated over the trailing 1-year period	20.69%	18.88%	+1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.37%	21.72%	+2.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.04%	21.72%	+5.32%

RZV vs. BSVO - Expense Ratio Comparison

RZV has a 0.35% expense ratio, which is lower than BSVO's 0.47% expense ratio.

Dividends

RZV vs. BSVO - Dividend Comparison

RZV's dividend yield for the trailing twelve months is around 1.35%, more than BSVO's 1.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSVO EA Bridgeway Omni Small-Cap Value ETF	1.29%	1.52%	1.61%	1.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RZV Invesco S&P SmallCap 600® Pure Value ETF	1.35%	1.59%	1.14%	1.13%	1.43%	0.86%	0.63%	1.03%	2.03%	1.02%	0.46%	1.24%

Frequently Asked Questions

Can I hold both RZV and BSVO in my portfolio?

With a correlation of 0.91, RZV and BSVO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RZV or BSVO?

RZV has higher volatility (5.21%) compared to BSVO (4.77%). In terms of maximum drawdown, RZV dropped -77.11% vs BSVO's -28.67%.

Which ETF is better, RZV or BSVO?

On 3-year performance, BSVO leads with 18.56% vs 17.71% for RZV. On fees, RZV is cheaper at 0.35% per year. On volatility, BSVO has been the lower-risk option at 4.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RZV or BSVO?

Over the 3-year period, BSVO has performed better with a 18.56% return vs 17.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RZV or BSVO?

RZV is cheaper with a 0.35% expense ratio, compared with 0.47% for BSVO.

Which ETF pays a higher dividend yield, RZV or BSVO?

RZV has the higher dividend yield at 1.35%, compared with 1.29% for BSVO.

What is the main difference between RZV and BSVO?

They also come from different issuers: Invesco and Bridgeway. Their fees differ too: 0.35% for RZV and 0.47% for BSVO.

Which has better risk-adjusted returns?

BSVO currently has the higher Sharpe Ratio (2.21 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.