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ISIN
US46137V6130
CUSIP
46137V613
Issuer
Invesco
Inception Date
Dec 19, 2005
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
RAFI Fundamental Select US 1000 Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$10B

Share Price Chart


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Performance

PRF Performance Chart

Invesco RAFI US 1000 ETF (PRF) is up 15.1% since the beginning of the year. PRF is currently trading at $54 per share. Investors who bought $1,000 worth of PRF shares 5 years ago would now be looking at an investment worth $1,847.


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S&P 500 Index

Returns By Period

Invesco RAFI US 1000 ETF (PRF) has returned 15.07% so far this year and 32.54% over the past 12 months. Over the last decade, PRF has posted an annualized return of 14.01%, slightly higher than the S&P 500 Index benchmark’s 13.88%.


Invesco RAFI US 1000 ETF

1D
-0.15%
1M
1.07%
YTD
15.07%
6M
14.51%
1Y
32.54%
3Y*
21.07%
5Y*
13.06%
10Y*
14.01%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRF Monthly Returns History

Based on dividend-adjusted daily data since Dec 19, 2005, PRF's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 67% of months were positive and 33% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.05%1.82%-4.01%8.96%3.49%0.34%15.07%
20254.12%0.19%-3.52%-3.07%4.01%4.20%0.78%4.04%2.45%1.06%2.60%0.49%18.33%
20240.71%3.86%4.94%-4.32%3.67%-0.10%4.24%1.85%1.31%-0.91%6.56%-5.51%16.73%
20235.51%-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%
20212.94%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 2.18%, beta of 0.99, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 19, 2005.

  • This ETF captured 106.95% of S&P 500 Index gains and 100.03% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 2.18% 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
2.18%
Beta
0.99
0.74
Upside Capture
106.95%
Downside Capture
100.03%

Expense Ratio

PRF has an expense ratio of 0.34%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PRF ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PRF Risk / Return Rank: 9090
Overall Rank
PRF Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PRF Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRF Omega Ratio Rank: 8989
Omega Ratio Rank
PRF Calmar Ratio Rank: 8888
Calmar Ratio Rank
PRF Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco RAFI US 1000 ETF (PRF) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.54

1.37

+0.17

Calmar ratioReturn relative to maximum drawdown

4.96

2.78

+2.18

Martin ratioReturn relative to average drawdown

20.23

12.44

+7.79

Dividends

Dividend History

Invesco RAFI US 1000 ETF provided a 1.38% 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.


1.60%1.70%1.80%1.90%2.00%2.10%2.20%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
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

1.38%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.18$0.00$0.00$0.00$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 1.18%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.35%Mar 2009
1y 7mo1y 11mo
3y 7moJul 2007 - Feb 2011
COVID crash2020
-38.16%Mar 2020
1mo 9d7mo 28d
9mo 7dFeb 2020 - Nov 2020
2011 bear market2011
-21.26%Oct 2011
5mo 4d5mo 12d
10mo 16dMay 2011 - Mar 2012
Rate-hike selloffLate 2018
-19.78%Dec 2018
3mo 1d6mo 11d
9mo 12dSep 2018 - Jul 2019
Bear market2022
-19.72%Sep 2022
8mo 20d1y 2mo
1y 11moJan 2022 - Dec 2023

Drawdown Indicators


PRFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.35%

-56.78%

-3.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-9.10%

+2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

-18.90%

+3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

-25.43%

+5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

-33.92%

-4.24%

Current Drawdown

Current decline from peak

-1.18%

-1.80%

+0.62%

Average Drawdown

Average peak-to-trough decline

-6.91%

-10.71%

+3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

2.03%

-0.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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