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RZV vs FEMS

Comparison between INVESCO S&P SMALLCAP 600 PURE VALUE ETF (RZV, ETF) and FIRST TRUST EMERGING MARKETS SMALL CAP ALPHADEX FUND (FEMS, ETF).

5-Year PerformanceRZV has outperformed FEMS, delivering a return of +8.8% compared to +3.5%

RZV vs FEMS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
RZV
$265M
FEMS
$264M
Expense Ratio
Winner
RZV
0.35%
FEMS
0.80%
Max Drawdown
RZV
77.94%
Winner
FEMS
52.31%
Sharpe Ratio
Winner
RZV
1.66
FEMS
0.90
5Y Beta
RZV
1.02
Winner
FEMS
0.61
P/E Ratio
RZV
-53.08
FEMS
N/A
Forward P/E
RZV
11.32
FEMS
N/A
5Y Dividends CAGR
Winner
RZV
31.12%
FEMS
4.25%
5Y EPS CAGR
RZV
-5.50%
FEMS
N/A
Debt to Equity
RZV
94.81%
FEMS
N/A
P/S Ratio
RZV
0.39
FEMS
N/A
P/B Ratio
RZV
1.11
FEMS
N/A

RZV vs FEMS - Historical Returns

Returns include dividend reinvestment.

1M
Winner
RZV
+1.90%
FEMS
-7.03%
3M
Winner
RZV
+8.43%
FEMS
+0.34%
6M
Winner
RZV
+16.13%
FEMS
+7.15%
1Y
Winner
RZV
+43.05%
FEMS
+18.53%
5Y(CAGR)
Winner
RZV
+8.79%
FEMS
+3.51%
10Y(CAGR)
Winner
RZV
+10.33%
FEMS
+8.89%
Max(CAGR)
Winner
RZV
+7.97%
FEMS
+6.56%

RZV vs FEMS - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

YearRZVFEMS
2026+16.69%+6.49%
2025+8.49%+16.57%
2024+5.19%+3.33%
2023+22.46%+4.24%
2022-8.60%+0.56%
2021+46.94%+3.49%
2020-3.35%+5.77%
2019+19.64%+28.95%
2018-20.86%-23.79%
2017-0.15%+47.46%
2016+35.54%+17.27%
2015-12.12%-13.68%
2014+3.66%-5.78%
2013+40.74%+3.56%
2012+18.42%+14.75%
2011-9.75%N/A
2010+24.94%N/A
2009+59.92%N/A
2008-40.34%N/A
2007-19.53%N/A
2006+13.09%N/A

RZV vs FEMS Drawdown Comparison

The maximum drawdown for RZV was -77.13%, occurring on Mar 9, 2009. Recovery took 1332 trading sessions.

The maximum drawdown for FEMS was -47.82%, occurring on Mar 23, 2020. Recovery took 742 trading sessions.

The current RZV drawdown is -1.48%. The current FEMS drawdown is -8.98%.

RankRZVFEMS
#1-77.13%
Jun 4, 2007 - Sep 13, 2012
-47.82%
Jan 26, 2018 - Jan 7, 2021
#2-60.41%
Aug 22, 2018 - Feb 16, 2021
-45.48%
Mar 13, 2012 - Aug 22, 2017
#3-30.99%
Jun 23, 2015 - Nov 10, 2016
-30.42%
Jun 3, 2021 - Jul 3, 2025
#4-29.82%
Dec 2, 2024 - Aug 27, 2025
-8.98%
May 6, 2026 - Jun 5, 2026
#5-26.46%
Nov 8, 2021 - Feb 1, 2023
-8.59%
Feb 26, 2026 - Apr 10, 2026
#6-21.44%
Feb 2, 2023 - Dec 19, 2023
-8.29%
Sep 15, 2017 - Dec 29, 2017
#7-21.10%
Dec 9, 2016 - Jan 22, 2018
-6.77%
Apr 29, 2021 - May 28, 2021
#8-14.82%
Jul 3, 2014 - Mar 24, 2015
-6.66%
Oct 1, 2025 - Jan 8, 2026
#9-14.11%
Jun 8, 2021 - Oct 25, 2021
-5.90%
Feb 17, 2021 - Apr 8, 2021
#10-13.00%
May 5, 2006 - Oct 26, 2006
-4.78%
Jan 20, 2021 - Feb 5, 2021
#11-12.56%
Feb 6, 2026 - Apr 20, 2026
-4.70%
Apr 17, 2026 - May 6, 2026
#12-11.01%
Mar 12, 2021 - May 17, 2021
-4.01%
Jan 27, 2026 - Feb 11, 2026
#13-10.92%
Sep 14, 2012 - Dec 18, 2012
-1.80%
Apr 8, 2021 - Apr 16, 2021
#14-10.70%
Jan 22, 2018 - May 21, 2018
-1.71%
Sep 17, 2025 - Oct 1, 2025
#15-10.57%
Jul 31, 2024 - Nov 6, 2024
-1.69%
Jan 14, 2021 - Jan 20, 2021

Correlation

Correlation between RZV and FEMS is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94
-101

Dividend Comparison (2006 - 2026)

RZV vs FEMS dividend yield comparison.

YearRZVFEMS
20260.37%0.68%
20251.59%4.27%
20241.14%3.97%
20231.13%4.65%
20221.43%4.55%
20210.86%6.25%
20200.63%2.90%
20191.03%4.37%
20182.03%4.68%
20171.02%3.39%
20160.46%2.42%
20151.24%3.28%
20140.68%3.48%
20130.64%1.78%
20121.34%1.96%
20110.82%0.00%
20100.45%0.00%
20090.90%0.00%
20083.51%0.00%
20071.95%0.00%
20061.03%0.00%

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