RZV vs. VSCAX
Compare and contrast key facts about Invesco S&P SmallCap 600® Pure Value ETF (RZV) and Invesco Small Cap Value Fund (VSCAX).
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. VSCAX is managed by Invesco. It was launched on Jun 21, 1999.
Performance
RZV vs. VSCAX - Performance Comparison
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RZV vs. VSCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RZV Invesco S&P SmallCap 600® Pure Value ETF | 5.06% | 8.65% | 5.06% | 22.97% | -6.80% | 45.95% | -3.88% | 22.29% | -19.66% | 1.25% |
VSCAX Invesco Small Cap Value Fund | 6.56% | 17.70% | 24.54% | 22.84% | 4.31% | 36.34% | 10.81% | 32.02% | -25.64% | 18.17% |
Returns By Period
In the year-to-date period, RZV achieves a 5.06% return, which is significantly lower than VSCAX's 6.56% return. Over the past 10 years, RZV has underperformed VSCAX with an annualized return of 9.39%, while VSCAX has yielded a comparatively higher 15.32% annualized return.
RZV
- 1D
- 2.13%
- 1M
- -4.23%
- YTD
- 5.06%
- 6M
- 6.20%
- 1Y
- 27.92%
- 3Y*
- 12.71%
- 5Y*
- 8.26%
- 10Y*
- 9.39%
VSCAX
- 1D
- -1.86%
- 1M
- -10.13%
- YTD
- 6.56%
- 6M
- 13.85%
- 1Y
- 33.30%
- 3Y*
- 24.38%
- 5Y*
- 17.26%
- 10Y*
- 15.32%
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RZV vs. VSCAX - Expense Ratio Comparison
RZV has a 0.35% expense ratio, which is lower than VSCAX's 1.12% expense ratio.
Return for Risk
RZV vs. VSCAX — Risk / Return Rank
RZV
VSCAX
RZV vs. VSCAX - 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 Invesco Small Cap Value Fund (VSCAX). 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 | VSCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.28 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.79 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.64 | +0.01 |
Martin ratioReturn relative to average drawdown | 5.73 | 6.36 | -0.62 |
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 | VSCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.28 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.75 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.58 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.51 | -0.26 |
Correlation
The correlation between RZV and VSCAX is 0.87, 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. VSCAX - Dividend Comparison
RZV's dividend yield for the trailing twelve months is around 1.51%, less than VSCAX's 8.65% 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% |
VSCAX Invesco Small Cap Value Fund | 8.65% | 9.22% | 7.90% | 4.93% | 10.12% | 16.90% | 0.30% | 2.53% | 28.45% | 16.65% | 1.71% | 11.08% |
Drawdowns
RZV vs. VSCAX - Drawdown Comparison
The maximum RZV drawdown since its inception was -77.11%, which is greater than VSCAX's maximum drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for RZV and VSCAX.
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Drawdown Indicators
| RZV | VSCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.11% | -57.77% | -19.34% |
Max Drawdown (1Y)Largest decline over 1 year | -16.95% | -16.56% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -29.81% | -25.29% | -4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -60.42% | -57.77% | -2.65% |
Current DrawdownCurrent decline from peak | -8.62% | -11.43% | +2.81% |
Average DrawdownAverage peak-to-trough decline | -13.70% | -8.94% | -4.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 4.49% | +0.41% |
Volatility
RZV vs. VSCAX - Volatility Comparison
The current volatility for Invesco S&P SmallCap 600® Pure Value ETF (RZV) is 6.26%, while Invesco Small Cap Value Fund (VSCAX) has a volatility of 8.31%. This indicates that RZV experiences smaller price fluctuations and is considered to be less risky than VSCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RZV | VSCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 8.31% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.39% | 16.64% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.79% | 25.77% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.55% | 23.13% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.13% | 26.70% | +0.43% |