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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco RAFI US 1000 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Invesco RAFI US 1000 ETF (PRF) has returned 1.70% so far this year and 19.57% over the past 12 months. Over the last decade, PRF has posted an annualized return of 12.62%, slightly higher than the S&P 500 Index benchmark’s 12.16%.
Invesco RAFI US 1000 ETF
- 1D
- 2.15%
- 1M
- -4.01%
- YTD
- 1.70%
- 6M
- 5.97%
- 1Y
- 19.57%
- 3Y*
- 16.95%
- 5Y*
- 11.26%
- 10Y*
- 12.62%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 19, 2005, PRF's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +19.0%, while the worst month was Oct 2008 at -18.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, PRF closed higher 54% of trading days. The best single day was May 7, 2010 with a return of +35.3%, while the worst single day was May 6, 2010 at -29.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.05% | 1.82% | -4.01% | 1.70% | |||||||||
| 2025 | 4.12% | 0.19% | -3.52% | -3.07% | 4.01% | 4.20% | 0.78% | 4.04% | 2.45% | 1.06% | 2.60% | 0.49% | 18.33% |
| 2024 | 0.71% | 3.86% | 4.94% | -4.32% | 3.67% | -0.10% | 4.24% | 1.85% | 1.31% | -0.91% | 6.56% | -5.51% | 16.73% |
| 2023 | 5.51% | -3.34% | -0.36% | 1.24% | -2.99% | 6.73% | 3.85% | -2.50% | -3.52% | -2.67% | 8.07% | 5.72% | 15.72% |
| 2022 | -1.70% | -1.17% | 2.88% | -6.17% | 2.36% | -9.21% | 6.75% | -2.81% | -9.28% | 11.44% | 5.80% | -4.67% | -7.79% |
| 2021 | 2.94% | 3.64% | 7.21% | 4.04% | 2.57% | -0.58% | 0.34% | 2.17% | -3.25% | 5.37% | -2.70% | 6.26% | 31.12% |
Benchmark Metrics
Invesco RAFI US 1000 ETF has an annualized alpha of 2.27%, beta of 0.99, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 20, 2005.
- This ETF captured 107.86% of S&P 500 Index gains and 100.34% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 2.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.99 and R² of 0.74, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.27%
- Beta
- 0.99
- R²
- 0.74
- Upside Capture
- 107.86%
- Downside Capture
- 100.34%
Expense Ratio
PRF has an expense ratio of 0.34%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PRF ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco RAFI US 1000 ETF (PRF) and compare them to a chosen benchmark (S&P 500 Index).
| PRF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.90 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.39 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.40 | +0.32 |
Martin ratioReturn relative to average drawdown | 8.13 | 6.61 | +1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PRF risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Invesco RAFI US 1000 ETF provided a 1.56% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 8 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.75 | $0.72 | $0.65 | $0.62 | $0.54 | $0.53 | $0.51 | $0.46 | $0.36 | $0.43 | $0.39 |
Dividend yield | 1.56% | 1.59% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco RAFI US 1000 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.18 | $0.18 | |||||||||
| 2025 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.75 |
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.20 | $0.72 |
| 2023 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.65 |
| 2022 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.62 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.16 | $0.54 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco RAFI US 1000 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Invesco RAFI US 1000 ETF was 60.35%, occurring on Mar 9, 2009. Recovery took 491 trading sessions.
The current Invesco RAFI US 1000 ETF drawdown is 4.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.35% | Jul 20, 2007 | 412 | Mar 9, 2009 | 491 | Feb 16, 2011 | 903 |
| -38.16% | Feb 13, 2020 | 27 | Mar 23, 2020 | 166 | Nov 16, 2020 | 193 |
| -21.26% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -19.78% | Sep 24, 2018 | 64 | Dec 24, 2018 | 131 | Jul 3, 2019 | 195 |
| -19.72% | Jan 13, 2022 | 180 | Sep 30, 2022 | 300 | Dec 11, 2023 | 480 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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