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RZV vs. IJR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RZV and IJR is 0.91, 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.


-0.50.00.51.00.9

Performance

RZV vs. IJR - 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 iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%AugustSeptemberOctoberNovemberDecember2025
259.91%
375.27%
RZV
IJR

Key characteristics

Sharpe Ratio

RZV:

0.33

IJR:

0.51

Sortino Ratio

RZV:

0.64

IJR:

0.87

Omega Ratio

RZV:

1.07

IJR:

1.10

Calmar Ratio

RZV:

0.70

IJR:

0.84

Martin Ratio

RZV:

1.56

IJR:

2.64

Ulcer Index

RZV:

4.72%

IJR:

3.79%

Daily Std Dev

RZV:

22.37%

IJR:

19.53%

Max Drawdown

RZV:

-77.11%

IJR:

-58.15%

Current Drawdown

RZV:

-8.68%

IJR:

-10.40%

Returns By Period

In the year-to-date period, RZV achieves a -2.41% return, which is significantly lower than IJR's -1.86% return. Over the past 10 years, RZV has underperformed IJR with an annualized return of 7.42%, while IJR has yielded a comparatively higher 9.00% annualized return.


RZV

YTD

-2.41%

1M

-7.77%

6M

6.13%

1Y

8.40%

5Y*

11.81%

10Y*

7.42%

IJR

YTD

-1.86%

1M

-7.71%

6M

3.01%

1Y

10.58%

5Y*

7.92%

10Y*

9.00%

*Annualized

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RZV vs. IJR - Expense Ratio Comparison

RZV has a 0.35% expense ratio, which is higher than IJR's 0.07% expense ratio.


Expense ratio chart for RZV: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for IJR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

RZV vs. IJR — Risk-Adjusted Performance Rank

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

RZV
The Risk-Adjusted Performance Rank of RZV is 2828
Overall Rank
The Sharpe Ratio Rank of RZV is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of RZV is 2424
Sortino Ratio Rank
The Omega Ratio Rank of RZV is 2424
Omega Ratio Rank
The Calmar Ratio Rank of RZV is 4141
Calmar Ratio Rank
The Martin Ratio Rank of RZV is 2828
Martin Ratio Rank

IJR
The Risk-Adjusted Performance Rank of IJR is 3535
Overall Rank
The Sharpe Ratio Rank of IJR is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of IJR is 3131
Sortino Ratio Rank
The Omega Ratio Rank of IJR is 3030
Omega Ratio Rank
The Calmar Ratio Rank of IJR is 4646
Calmar Ratio Rank
The Martin Ratio Rank of IJR is 3838
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.

RZV vs. IJR - 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 iShares Core S&P Small-Cap ETF (IJR). 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 RZV, currently valued at 0.33, compared to the broader market0.002.004.000.330.51
The chart of Sortino ratio for RZV, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.000.640.87
The chart of Omega ratio for RZV, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.10
The chart of Calmar ratio for RZV, currently valued at 0.70, compared to the broader market0.005.0010.0015.000.700.84
The chart of Martin ratio for RZV, currently valued at 1.56, compared to the broader market0.0020.0040.0060.0080.00100.001.562.64
RZV
IJR

The current RZV Sharpe Ratio is 0.33, which is lower than the IJR Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of RZV and IJR, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.33
0.51
RZV
IJR

Dividends

RZV vs. IJR - Dividend Comparison

RZV's dividend yield for the trailing twelve months is around 1.17%, less than IJR's 2.09% yield.


TTM20242023202220212020201920182017201620152014
RZV
Invesco S&P SmallCap 600® Pure Value ETF
1.17%1.14%1.13%1.43%0.86%0.63%1.03%2.03%1.02%0.46%1.24%0.68%
IJR
iShares Core S&P Small-Cap ETF
2.09%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%

Drawdowns

RZV vs. IJR - Drawdown Comparison

The maximum RZV drawdown since its inception was -77.11%, which is greater than IJR's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for RZV and IJR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.68%
-10.40%
RZV
IJR

Volatility

RZV vs. IJR - Volatility Comparison

Invesco S&P SmallCap 600® Pure Value ETF (RZV) and iShares Core S&P Small-Cap ETF (IJR) have volatilities of 5.37% and 5.37%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.37%
5.37%
RZV
IJR