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

Key characteristics


RZVVOO
YTD Return-5.85%5.43%
1Y Return14.75%23.09%
3Y Return (Ann)5.72%7.90%
5Y Return (Ann)9.41%13.22%
10Y Return (Ann)6.19%12.47%
Sharpe Ratio0.591.97
Daily Std Dev23.83%11.80%
Max Drawdown-77.11%-33.99%
Current Drawdown-7.06%-4.63%

Correlation

-0.50.00.51.00.7

The correlation between RZV and VOO is 0.73, 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.

Performance

RZV vs. VOO - Performance Comparison

In the year-to-date period, RZV achieves a -5.85% return, which is significantly lower than VOO's 5.43% return. Over the past 10 years, RZV has underperformed VOO with an annualized return of 6.19%, while VOO has yielded a comparatively higher 12.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
20.05%
19.70%
RZV
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco S&P SmallCap 600® Pure Value ETF

Vanguard S&P 500 ETF

RZV vs. VOO - Expense Ratio Comparison

RZV has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.


RZV
Invesco S&P SmallCap 600® Pure Value ETF
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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

RZV vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for RZV, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.000.59
Sortino ratio
The chart of Sortino ratio for RZV, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.001.04
Omega ratio
The chart of Omega ratio for RZV, currently valued at 1.12, compared to the broader market1.001.502.001.12
Calmar ratio
The chart of Calmar ratio for RZV, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.000.66
Martin ratio
The chart of Martin ratio for RZV, currently valued at 2.20, compared to the broader market0.0010.0020.0030.0040.0050.002.20
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.001.97
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.85, compared to the broader market-2.000.002.004.006.008.002.85
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.34, compared to the broader market1.001.502.001.34
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.001.69
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.15, compared to the broader market0.0010.0020.0030.0040.0050.008.15

RZV vs. VOO - Sharpe Ratio Comparison

The current RZV Sharpe Ratio is 0.59, which is lower than the VOO Sharpe Ratio of 1.97. The chart below compares the 12-month rolling Sharpe Ratio of RZV and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.59
1.97
RZV
VOO

Dividends

RZV vs. VOO - Dividend Comparison

RZV's dividend yield for the trailing twelve months is around 1.21%, less than VOO's 1.40% yield.


TTM20232022202120202019201820172016201520142013
RZV
Invesco S&P SmallCap 600® Pure Value ETF
1.21%1.13%1.43%0.86%0.63%1.03%2.03%1.02%0.46%1.24%0.68%0.64%
VOO
Vanguard S&P 500 ETF
1.40%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RZV vs. VOO - Drawdown Comparison

The maximum RZV drawdown since its inception was -77.11%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RZV and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.06%
-4.63%
RZV
VOO

Volatility

RZV vs. VOO - Volatility Comparison

Invesco S&P SmallCap 600® Pure Value ETF (RZV) has a higher volatility of 6.20% compared to Vanguard S&P 500 ETF (VOO) at 3.25%. This indicates that RZV's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
6.20%
3.25%
RZV
VOO