SOVF vs. BMVP
Compare and contrast key facts about Sovereign's Capital Flourish Fund (SOVF) and Invesco Bloomberg MVP Multi-factor ETF (BMVP).
SOVF and BMVP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOVF is an actively managed fund by Sovereign's. It was launched on Oct 2, 2023. BMVP is a passively managed fund by Invesco that tracks the performance of the Bloomberg MVP Index. It was launched on May 1, 2003.
Performance
SOVF vs. BMVP - Performance Comparison
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SOVF vs. BMVP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SOVF Sovereign's Capital Flourish Fund | -8.11% | -4.38% | 8.67% | 16.18% |
BMVP Invesco Bloomberg MVP Multi-factor ETF | 2.87% | 6.15% | 17.46% | 13.19% |
Returns By Period
In the year-to-date period, SOVF achieves a -8.11% return, which is significantly lower than BMVP's 2.87% return.
SOVF
- 1D
- 0.01%
- 1M
- -5.49%
- YTD
- -8.11%
- 6M
- -10.57%
- 1Y
- -9.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BMVP
- 1D
- 0.27%
- 1M
- -4.86%
- YTD
- 2.87%
- 6M
- 3.46%
- 1Y
- 6.74%
- 3Y*
- 12.77%
- 5Y*
- 6.71%
- 10Y*
- 9.18%
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SOVF vs. BMVP - Expense Ratio Comparison
SOVF has a 0.75% expense ratio, which is higher than BMVP's 0.29% expense ratio.
Return for Risk
SOVF vs. BMVP — Risk / Return Rank
SOVF
BMVP
SOVF vs. BMVP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sovereign's Capital Flourish Fund (SOVF) and Invesco Bloomberg MVP Multi-factor ETF (BMVP). 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.
| SOVF | BMVP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.48 | 0.48 | -0.95 |
Sortino ratioReturn per unit of downside risk | -0.57 | 0.77 | -1.34 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.11 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.63 | 0.60 | -1.23 |
Martin ratioReturn relative to average drawdown | -1.44 | 2.73 | -4.16 |
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
| SOVF | BMVP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 0.48 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.41 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.11 | +0.14 |
Correlation
The correlation between SOVF and BMVP is 0.76, 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
SOVF vs. BMVP - Dividend Comparison
SOVF's dividend yield for the trailing twelve months is around 0.84%, less than BMVP's 1.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOVF Sovereign's Capital Flourish Fund | 0.84% | 0.77% | 0.30% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BMVP Invesco Bloomberg MVP Multi-factor ETF | 1.73% | 1.77% | 1.58% | 1.67% | 1.51% | 0.56% | 1.09% | 0.95% | 1.44% | 1.75% | 1.35% | 1.02% |
Drawdowns
SOVF vs. BMVP - Drawdown Comparison
The maximum SOVF drawdown since its inception was -21.74%, smaller than the maximum BMVP drawdown of -78.13%. Use the drawdown chart below to compare losses from any high point for SOVF and BMVP.
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Drawdown Indicators
| SOVF | BMVP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.74% | -78.13% | +56.39% |
Max Drawdown (1Y)Largest decline over 1 year | -14.46% | -11.26% | -3.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.45% | — |
Current DrawdownCurrent decline from peak | -19.15% | -5.11% | -14.04% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -36.46% | +29.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.31% | 2.47% | +3.84% |
Volatility
SOVF vs. BMVP - Volatility Comparison
Sovereign's Capital Flourish Fund (SOVF) has a higher volatility of 4.11% compared to Invesco Bloomberg MVP Multi-factor ETF (BMVP) at 3.09%. This indicates that SOVF's price experiences larger fluctuations and is considered to be riskier than BMVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOVF | BMVP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.09% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 7.37% | +3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 14.24% | +5.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 16.28% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 18.84% | -1.32% |