SMVSX vs. IJR
Compare and contrast key facts about Invesco Small Cap Value Fund Class R6 (SMVSX) and iShares Core S&P Small-Cap ETF (IJR).
SMVSX is a passively managed fund by Invesco that tracks the performance of the Russell 2000 Value Index. It was launched on Feb 7, 2017. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both SMVSX and IJR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SMVSX vs. IJR - Performance Comparison
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SMVSX vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMVSX Invesco Small Cap Value Fund Class R6 | 6.65% | 18.12% | 25.01% | 23.40% | 4.70% | 36.84% | 11.30% | 32.52% | -25.30% | 11.88% |
IJR iShares Core S&P Small-Cap ETF | 3.60% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 12.51% |
Returns By Period
In the year-to-date period, SMVSX achieves a 6.65% return, which is significantly higher than IJR's 3.60% return.
SMVSX
- 1D
- -1.88%
- 1M
- -10.11%
- YTD
- 6.65%
- 6M
- 14.02%
- 1Y
- 33.79%
- 3Y*
- 24.85%
- 5Y*
- 17.71%
- 10Y*
- —
IJR
- 1D
- 2.85%
- 1M
- -4.00%
- YTD
- 3.60%
- 6M
- 5.26%
- 1Y
- 20.51%
- 3Y*
- 10.49%
- 5Y*
- 4.08%
- 10Y*
- 9.83%
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SMVSX vs. IJR - Expense Ratio Comparison
SMVSX has a 0.72% expense ratio, which is higher than IJR's 0.06% expense ratio.
Return for Risk
SMVSX vs. IJR — Risk / Return Rank
SMVSX
IJR
SMVSX vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Value Fund Class R6 (SMVSX) 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.
| SMVSX | IJR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.91 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.41 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.43 | +0.24 |
Martin ratioReturn relative to average drawdown | 6.48 | 5.77 | +0.70 |
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
| SMVSX | IJR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.91 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.19 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.42 | +0.12 |
Correlation
The correlation between SMVSX and IJR is 0.90, 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
SMVSX vs. IJR - Dividend Comparison
SMVSX's dividend yield for the trailing twelve months is around 8.01%, more than IJR's 1.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMVSX Invesco Small Cap Value Fund Class R6 | 8.01% | 8.54% | 7.42% | 4.78% | 9.57% | 15.80% | 0.48% | 2.36% | 26.72% | 15.91% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.29% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Drawdowns
SMVSX vs. IJR - Drawdown Comparison
The maximum SMVSX drawdown since its inception was -57.41%, roughly equal to the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for SMVSX and IJR.
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Drawdown Indicators
| SMVSX | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.41% | -58.15% | +0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -16.59% | -14.85% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.23% | -28.02% | +2.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.36% | — |
Current DrawdownCurrent decline from peak | -11.39% | -5.73% | -5.66% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -9.34% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 3.66% | +0.82% |
Volatility
SMVSX vs. IJR - Volatility Comparison
Invesco Small Cap Value Fund Class R6 (SMVSX) has a higher volatility of 8.29% compared to iShares Core S&P Small-Cap ETF (IJR) at 6.27%. This indicates that SMVSX's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMVSX | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.29% | 6.27% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 16.60% | 12.98% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.75% | 22.66% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.13% | 21.52% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.15% | 22.91% | +4.24% |