RZV vs. DFFVX
Compare and contrast key facts about Invesco S&P SmallCap 600® Pure Value ETF (RZV) and DFA U.S. Targeted Value Portfolio (DFFVX).
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. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
RZV vs. DFFVX - Performance Comparison
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RZV vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RZV Invesco S&P SmallCap 600® Pure Value ETF | 5.14% | 8.65% | 5.06% | 22.97% | -6.80% | 45.95% | -3.88% | 22.29% | -19.66% | 1.25% |
DFFVX DFA U.S. Targeted Value Portfolio | 5.44% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, RZV achieves a 5.14% return, which is significantly lower than DFFVX's 5.44% return. Over the past 10 years, RZV has underperformed DFFVX with an annualized return of 9.40%, while DFFVX has yielded a comparatively higher 10.46% annualized return.
RZV
- 1D
- 0.08%
- 1M
- -4.23%
- YTD
- 5.14%
- 6M
- 5.87%
- 1Y
- 28.47%
- 3Y*
- 12.74%
- 5Y*
- 8.27%
- 10Y*
- 9.40%
DFFVX
- 1D
- 2.10%
- 1M
- -4.22%
- YTD
- 5.44%
- 6M
- 8.08%
- 1Y
- 23.93%
- 3Y*
- 14.30%
- 5Y*
- 8.31%
- 10Y*
- 10.46%
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RZV vs. DFFVX - Expense Ratio Comparison
RZV has a 0.35% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Return for Risk
RZV vs. DFFVX — Risk / Return Rank
RZV
DFFVX
RZV vs. DFFVX - 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 DFA U.S. Targeted Value Portfolio (DFFVX). 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 | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.08 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.62 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.66 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.69 | 6.14 | -0.45 |
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
| RZV | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.08 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.38 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.44 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.46 | -0.20 |
Correlation
The correlation between RZV and DFFVX is 0.92, 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
RZV vs. DFFVX - Dividend Comparison
RZV's dividend yield for the trailing twelve months is around 1.51%, less than DFFVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RZV Invesco S&P SmallCap 600® Pure Value ETF | 1.51% | 1.59% | 1.14% | 1.13% | 1.43% | 0.86% | 0.63% | 1.03% | 2.03% | 1.02% | 0.46% | 1.24% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.63% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
RZV vs. DFFVX - Drawdown Comparison
The maximum RZV drawdown since its inception was -77.11%, which is greater than DFFVX's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for RZV and DFFVX.
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Drawdown Indicators
| RZV | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.11% | -64.21% | -12.90% |
Max Drawdown (1Y)Largest decline over 1 year | -16.95% | -14.71% | -2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.81% | -26.09% | -3.72% |
Max Drawdown (10Y)Largest decline over 10 years | -60.42% | -50.75% | -9.67% |
Current DrawdownCurrent decline from peak | -8.55% | -6.13% | -2.42% |
Average DrawdownAverage peak-to-trough decline | -13.70% | -9.76% | -3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 3.98% | +0.95% |
Volatility
RZV vs. DFFVX - Volatility Comparison
Invesco S&P SmallCap 600® Pure Value ETF (RZV) has a higher volatility of 6.24% compared to DFA U.S. Targeted Value Portfolio (DFFVX) at 5.40%. This indicates that RZV's price experiences larger fluctuations and is considered to be riskier than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RZV | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 5.40% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 15.38% | 12.36% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.79% | 22.64% | +3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.54% | 21.71% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.12% | 23.68% | +3.44% |