RZV vs. FUND
RZV (Invesco S&P SmallCap 600® Pure Value ETF) is Small Cap Value Equities fund tracking the S&P Small Cap 600 Pure Value, while FUND (Sprott Focus Trust, Inc.) is a stock. Over the past 10 years, RZV returned 11.31%/yr vs 13.14%/yr for FUND. A 0.68 correlation means they provide meaningful diversification when combined.
Performance
RZV vs. FUND - Performance Comparison
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Returns By Period
In the year-to-date period, RZV achieves a 23.59% return, which is significantly higher than FUND's 19.89% return. Over the past 10 years, RZV has underperformed FUND with an annualized return of 11.31%, while FUND has yielded a comparatively higher 13.14% annualized return.
RZV
- 1D
- 1.20%
- 1M
- 9.61%
- YTD
- 23.59%
- 6M
- 20.15%
- 1Y
- 47.15%
- 3Y*
- 17.99%
- 5Y*
- 9.72%
- 10Y*
- 11.31%
FUND
- 1D
- 0.52%
- 1M
- -0.93%
- YTD
- 19.89%
- 6M
- 21.14%
- 1Y
- 45.55%
- 3Y*
- 16.40%
- 5Y*
- 10.39%
- 10Y*
- 13.14%
RZV vs. FUND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RZV Invesco S&P SmallCap 600® Pure Value ETF | 23.59% | 8.65% | 5.06% | 22.97% | -6.80% | 45.95% | -3.88% | 22.29% | -19.66% | 1.25% |
FUND Sprott Focus Trust, Inc. | 19.89% | 27.57% | -1.08% | 6.94% | -1.16% | 36.20% | 2.44% | 36.27% | -19.56% | 22.23% |
Correlation
The correlation between RZV and FUND is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2006 | 0.68 |
The correlation between RZV and FUND shifts across timeframes, from 0.62 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RZV vs. FUND — Risk / Return Rank
RZV
FUND
RZV vs. FUND - 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 Sprott Focus Trust, Inc. (FUND). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RZV | FUND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.48 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 4.41 | -0.82 |
| Martin ratioReturn relative to average drawdown | 11.69 | 20.19 | -8.50 |
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Drawdowns
RZV vs. FUND - Drawdown Comparison
The maximum RZV drawdown since its inception was -77.11%, which is greater than FUND's maximum drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for RZV and FUND.
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Drawdown Indicators
| RZV | FUND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.11% | -65.37% | -11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -10.32% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -29.81% | -18.25% | -11.56% |
Max Drawdown (5Y)Largest decline over 5 years | -29.81% | -24.67% | -5.14% |
Max Drawdown (10Y)Largest decline over 10 years | -60.42% | -43.32% | -17.10% |
Current DrawdownCurrent decline from peak | 0.00% | -1.93% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -12.33% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 2.25% | +1.60% |
Volatility
RZV vs. FUND - Volatility Comparison
The current volatility for Invesco S&P SmallCap 600® Pure Value ETF (RZV) is 5.14%, while Sprott Focus Trust, Inc. (FUND) has a volatility of 6.58%. This indicates that RZV experiences smaller price fluctuations and is considered to be less risky than FUND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RZV | FUND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 6.58% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 12.66% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.71% | 15.82% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.37% | 18.77% | +5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.02% | 19.74% | +7.28% |
Dividends
RZV vs. FUND - Dividend Comparison
RZV's dividend yield for the trailing twelve months is around 1.28%, less than FUND's 7.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUND Sprott Focus Trust, Inc. | 5.87% | 6.65% | 8.27% | 6.22% | 6.72% | 8.79% | 7.93% | 6.30% | 11.92% | 6.59% | 5.76% | 7.59% |
RZV Invesco S&P SmallCap 600® Pure Value ETF | 1.28% | 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
RZV and FUND have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUND has higher volatility (6.58%) compared to RZV (5.14%). In terms of maximum drawdown, RZV dropped -77.11% vs FUND's -65.37%.
FUND currently has the higher Sharpe Ratio (2.88 vs 2.18), 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.
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