SVAL vs GTOC

Comparison between ISHARES US SMALL CAP VALUE FACTOR ETF (SVAL, ETF) and Invesco Core Fixed Income ETF (GTOC, ETF).

SVAL vs GTOC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SVAL(ETF)	GTOC(ETF)
Net Assets	$188M	$188M
Expense Ratio	0.20%	0.26%
Max Drawdown	27.97%	3.91%
Sharpe Ratio	1.63	0.14
5Y Beta	0.94	0.09
P/E Ratio	20.16	N/A
Forward P/E	13.00	N/A
5Y Dividends CAGR	67.76%	N/A
5Y EPS CAGR	3.22%	N/A
Debt to Equity	32.69%	N/A
P/S Ratio	0.79	N/A
P/B Ratio	1.31	N/A

Net Assets

SVAL

$188M

Winner

GTOC

$188M

Expense Ratio

Winner

SVAL

0.20%

GTOC

0.26%

Max Drawdown

SVAL

27.97%

Winner

GTOC

3.91%

Sharpe Ratio

Winner

SVAL

1.63

GTOC

0.14

5Y Beta

SVAL

0.94

Winner

GTOC

0.09

P/E Ratio

SVAL

20.16

GTOC

N/A

Forward P/E

SVAL

13.00

GTOC

N/A

5Y Dividends CAGR

SVAL

67.76%

GTOC

N/A

5Y EPS CAGR

SVAL

3.22%

GTOC

N/A

Debt to Equity

SVAL

32.69%

GTOC

N/A

P/S Ratio

SVAL

0.79

GTOC

N/A

P/B Ratio

SVAL

1.31

GTOC

N/A

SVAL vs GTOC - Historical Returns

Returns include dividend reinvestment.

Period	SVAL	GTOC
1 month	+0.66%	-0.13%
3 months	+8.00%	-0.95%
6 months	+16.94%	+0.21%
1 year	+36.92%	+3.59%
5 years(CAGR)	+6.57%	N/A
Max(CAGR)	+16.32%	+4.15%

Winner

SVAL

+0.66%

GTOC

-0.13%

Winner

SVAL

+8.00%

GTOC

-0.95%

Winner

SVAL

+16.94%

GTOC

+0.21%

Winner

SVAL

+36.92%

GTOC

+3.59%

5Y(CAGR)

SVAL

+6.57%

GTOC

N/A

Max(CAGR)

Winner

SVAL

+16.32%

GTOC

+4.15%

SVAL vs GTOC - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	SVAL	GTOC
2026	+16.16%	+0.04%
2025	+9.24%	+3.52%
2024	+7.72%	N/A
2023	+12.71%	N/A
2022	-11.05%	N/A
2021	+34.68%	N/A
2020	+27.93%	N/A

SVAL vs GTOC Drawdown Comparison

The maximum drawdown for SVAL was -27.44%, occurring on Apr 8, 2025. Recovery took 277 trading sessions.

The maximum drawdown for GTOC was -2.70%, occurring on May 19, 2026. This drawdown has not yet recovered.

The current SVAL drawdown is -1.16%. The current GTOC drawdown is -1.84%.

Rank	SVAL	GTOC
#1	-27.44% Nov 25, 2024 - Jan 6, 2026	-2.70% Feb 27, 2026 - May 19, 2026
#2	-25.26% Nov 11, 2021 - Jul 15, 2024	-1.02% Oct 28, 2025 - Jan 14, 2026
#3	-13.52% Jun 8, 2021 - Nov 3, 2021	-0.68% Sep 16, 2025 - Oct 13, 2025
#4	-11.04% Jul 26, 2024 - Nov 6, 2024	-0.64% Jan 14, 2026 - Feb 5, 2026
#5	-8.94% Feb 20, 2026 - Apr 14, 2026	-0.48% Aug 13, 2025 - Aug 22, 2025
#6	-8.93% Mar 12, 2021 - May 7, 2021	-0.35% Aug 5, 2025 - Aug 13, 2025
#7	-6.75% Jan 14, 2021 - Feb 5, 2021	-0.33% Aug 28, 2025 - Sep 3, 2025
#8	-5.72% Nov 24, 2020 - Dec 4, 2020	-0.24% Jul 29, 2025 - Aug 1, 2025
#9	-5.08% May 7, 2021 - Jun 1, 2021	-0.19% Feb 10, 2026 - Feb 12, 2026
#10	-3.94% Nov 3, 2020 - Nov 9, 2020	-0.19% Feb 13, 2026 - Feb 23, 2026
#11	-3.69% Feb 24, 2021 - Mar 5, 2021	-0.17% Oct 22, 2025 - Oct 28, 2025
#12	-3.61% Nov 10, 2020 - Nov 16, 2020	-0.15% Jul 23, 2025 - Jul 25, 2025
#13	-3.51% Nov 11, 2024 - Nov 25, 2024	-0.13% Jul 25, 2025 - Jul 29, 2025
#14	-2.94% May 8, 2026 - May 22, 2026	-0.13% Sep 8, 2025 - Sep 10, 2025
#15	-2.63% Dec 15, 2020 - Dec 28, 2020	-0.10% Sep 11, 2025 - Sep 15, 2025