VSCAX vs. RZV
Compare and contrast key facts about Invesco Small Cap Value Fund (VSCAX) and Invesco S&P SmallCap 600® Pure Value ETF (RZV).
VSCAX is managed by Invesco. It was launched on Jun 21, 1999. 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.
Performance
VSCAX vs. RZV - Performance Comparison
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VSCAX vs. RZV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, VSCAX achieves a 6.56% return, which is significantly higher than RZV's 5.06% return. Over the past 10 years, VSCAX has outperformed RZV with an annualized return of 15.32%, while RZV has yielded a comparatively lower 9.39% annualized return.
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%
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%
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VSCAX vs. RZV - Expense Ratio Comparison
VSCAX has a 1.12% expense ratio, which is higher than RZV's 0.35% expense ratio.
Return for Risk
VSCAX vs. RZV — Risk / Return Rank
VSCAX
RZV
VSCAX vs. RZV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Value Fund (VSCAX) and Invesco S&P SmallCap 600® Pure Value ETF (RZV). 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.
| VSCAX | RZV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.09 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.66 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.66 | -0.01 |
Martin ratioReturn relative to average drawdown | 6.36 | 5.73 | +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
| VSCAX | RZV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.09 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.34 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.35 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.25 | +0.26 |
Correlation
The correlation between VSCAX and RZV 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
VSCAX vs. RZV - Dividend Comparison
VSCAX's dividend yield for the trailing twelve months is around 8.65%, more than RZV's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
VSCAX vs. RZV - Drawdown Comparison
The maximum VSCAX drawdown since its inception was -57.77%, smaller than the maximum RZV drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for VSCAX and RZV.
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Drawdown Indicators
| VSCAX | RZV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.77% | -77.11% | +19.34% |
Max Drawdown (1Y)Largest decline over 1 year | -16.56% | -16.95% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -29.81% | +4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -57.77% | -60.42% | +2.65% |
Current DrawdownCurrent decline from peak | -11.43% | -8.62% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -13.70% | +4.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 4.90% | -0.41% |
Volatility
VSCAX vs. RZV - Volatility Comparison
Invesco Small Cap Value Fund (VSCAX) has a higher volatility of 8.31% compared to Invesco S&P SmallCap 600® Pure Value ETF (RZV) at 6.26%. This indicates that VSCAX's price experiences larger fluctuations and is considered to be riskier than RZV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSCAX | RZV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.31% | 6.26% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 15.39% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.77% | 25.79% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.13% | 24.55% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.70% | 27.13% | -0.43% |