US Total Market Value Factors ETFs

US Total Market Value Factors ETFs
  • Pininvest Analysis

A fundamental approach to investing, the selection of ‘value’ stocks is a style favoring companies whose fundamental value is not reflected in the stock price – with the investor benefiting from dividend payments and potential share appreciation, even though the company may not grow

As our extensive theme attests, the strategy is popular with investors but the original assumption of lower risk exposure – because the companies rely less on growth – may need to be questioned as a comparison with our Total US Market Growth theme demonstrates

The fund providers have complemented the basic selection by market capitalization – from mega-cap to small-cap – with models combining, in some cases, a range of fundamental factors, based on book value, revenue, cash flow and earnings, with volatility scaling – contributing to sharply differentiated risk exposure

Putting outliers aside, the performance range of the funds  still turns out to be wide… Choose wisely !

We do not receive any commission or other form of compensation from the providers included in our 'Funds' presentation

US Total Market Value Factors ETFs • Updated:

Name Ticker Exchange Category SubCategory Currency Cur.Price AUM Perf. Momentum Vol. Risk Contrib. MDD
 
Fidelity Value Factor ETF FVAL NYSEARCA US Market LargeCap Value USD 47.85 176 M 56.1% Strong Up 19%   2% -10%
First Trust Large Cap Value AlphaDEX Fund FTA NASDAQ US Market LargeCap Value USD 67.62 954 M 67.2% Strong Up 27%   3% -18%
First Trust Mid Cap Value AlphaDEX Fund FNK NASDAQ US Market MidCap Value USD 46.11 44 M 96.0% Strong Up 34%   3% -22%
First Trust Multi Cap Value AlphaDEX Fund FAB NASDAQ Factors Value USD 73.44 71 M 83.9% Strong Up 31%   3% -21%
First Trust Small Cap Value AlphaDEX Fund FYT NASDAQ US Market SmallCap Value USD 52.86 58 M 107.9% Neutral 38%   4% -25%
Invesco Defensive Equity ETF DEF NYSEARCA Factors Value USD 64.45 286 M 34.2% Weak Up 15%   1% -8%
Invesco Dynamic Large Cap Value ETF PWV NYSEARCA US Market LargeCap Value USD 45.36 894 M 44.0% Weak Up 19%   2% -12%
Invesco S&P 500® Enhanced Value ETF SPVU NYSEARCA US Market LargeCap Value USD 43.20 81 M 69.5% Strong Up 29%   3% -18%
Invesco S&P 500® Pure Value ETF RPV NYSEARCA US Market LargeCap Value USD 79.89 795 M 86.2% Strong Up 30%   3% -19%
Invesco S&P SmallCap 600 Revenue ETF RWJ NYSEARCA US Market SmallCap Factors USD 119.62 273 M 159.6% Neutral 37%   3% -12%
Invesco S&P SmallCap 600® Pure Value ETF RZV NYSEARCA US Market SmallCap Value USD 93.61 143 M 136.6% Neutral 38%   3% -24%
Invesco S&P SmallCap Quality ETF XSHQ BATS US Market SmallCap Factors USD 37.17 3.9 M 63.9% Neutral 27%   2% -13%
iShares Core S&P U.S. Value ETF IUSV NYSEARCA Factors Value USD 72.97 6.0 B 49.1% Weak Up 19%   2% -12%
iShares Edge MSCI USA Value Factor ETF VLUE NYSEARCA Factors Value USD 106.84 3.9 B 58.6% Strong Up 22%   2% -13%
iShares Morningstar Large Cap Value ETF JKF NYSEARCA US Market LargeCap Value USD 122.19 490 M 34.3% Weak Up 19%   2% -12%
iShares Morningstar Small-Cap Value ETF JKL NYSEARCA US Market SmallCap Value USD 172.73 356 M 86.3% Weak Up 31%   3% -19%
iShares Russell 1000 Value ETF IWD NYSEARCA US Market LargeCap/ MidCap USD 160.56 37 B 51.9% Weak Up 19%   2% -12%
iShares Russell 2000 Value ETF IWN NYSEARCA US Market SmallCap Value USD 165.16 8.3 B 90.5% Neutral 31%   3% -16%
iShares Russell Mid-Cap Value ETF IWS NYSEARCA US Market MidCap Value USD 115.88 10 B 66.5% Weak Up 22%   2% -13%
iShares Russell Top 200 Value ETF IWX NYSEARCA US Market LargeCap Size USD 67.35 445 M 44.7% Weak Up 18%   2% -12%
iShares S&P 500 Value ETF IVE NYSEARCA US Market LargeCap Value USD 149.45 15 B 46.8% Weak Up 19%   2% -12%
iShares S&P Mid-Cap 400 Value ETF IJJ NYSEARCA US Market MidCap Value USD 108.94 5.5 B 82.1% Strong Up 27%   3% -15%
iShares S&P Small-Cap 600 Value ETF IJS NYSEARCA US Market SmallCap Value USD 105.37 5.6 B 97.7% Neutral 32%   3% -18%
NuShares ESG Large-Cap Value ETF NULV BATS US Market ESG Commitments USD 38.24 137 M 46.4% Weak Up 19%   2% -11%
NuShares ESG Mid-Cap Value ETF NUMV BATS US Market ESG Commitments USD 37.13 52 M 68.7% Strong Up 23%   2% -13%
Roundhill Acquirers Deep Value ETF DEEP NYSEARCA Factors Value USD 36.00 264 M 87.6% Weak Up 32%   3% -17%
S&P MidCap 400® Pure Value ETF RFV NYSEARCA US Market MidCap Value USD 96.78 103 M 119.9% Strong Up 32%   3% -18%
Schwab U.S. Large-Cap Value ETF SCHV NYSEARCA US Market LargeCap Value USD 68.98 6.4 B 48.0% Weak Up 19%   2% -11%
SPDR MFS Systematic Value Equity ETF SYV NYSEARCA US Market LargeCap Value USD 78.52 30 M 41.1% Weak Up 19%   2% -12%
SPDR S&P 400 Mid Cap Value ETF MDYV NYSEARCA US Market MidCap Value USD 69.97 1.3 B 83.1% Strong Up 28%   3% -15%
SPDR S&P 500 Value ETF SPYV NYSEARCA US Market LargeCap Value USD 40.11 3.9 B 46.7% Weak Up 19%   2% -12%
SPDR S&P 600 Small Cap Value ETF SLYV NYSEARCA US Market SmallCap Value USD 85.75 2.1 B 97.4% Neutral 32%   3% -18%
VanEck Vectors Morningstar Wide Moat ETF MOAT NYSEARCA US Market Broad Market Multi-Factors USD 72.76 3.0 B 50.0% Weak Up 19%   2% -10%
Vanguard Mega Cap Value Index Fund MGV NYSEARCA US Market LargeCap Size USD 101.01 2.5 B 45.7% Weak Up 18%   2% -11%
Vanguard Mid Cap Value Index Fund VOE NYSEARCA US Market MidCap Value USD 143.09 9.2 B 64.0% Strong Up 22%   2% -13%
Vanguard Russell 1000 Value Index Fund VONV NASDAQ US Market LargeCap Value USD 70.37 2.0 B 54.1% Weak Up 19%   2% -12%
Vanguard Russell 2000 Value ETF VTWV NASDAQ US Market SmallCap Value USD 144.50 251 M 91.0% Neutral 31%   3% -16%
Vanguard S&P 500 Value Index Fund VOOV NYSEARCA US Market LargeCap Value USD 144.63 1.1 B 46.9% Weak Up 18%   2% -12%
Vanguard S&P Mid-Cap 400 Value ETF IVOV NYSEARCA US Market MidCap Value USD 166.79 652 M 83.3% Strong Up 27%   3% -15%
Vanguard S&P Small-Cap 600 Value ETF VIOV NYSEARCA US Market SmallCap Value USD 182.22 362 M 98.2% Neutral 32%   3% -18%
Vanguard Small Cap Value Index Fund VBR NYSEARCA US Market SmallCap Value USD 175.45 13 B 83.9% Weak Up 27%   3% -15%
Vanguard Value ETF VTV NYSEARCA US Market LargeCap Value USD 139.60 50 B 48.7% Weak Up 18%   2% -11%
WBI BullBear Value 3000 ETF WBIF NYSEARCA US Market Broad Market Multi-Factors USD 32.68 48 M 30.6% Weak Up 16%   1% -12%