- ISIN
- US46137V6130
- CUSIP
- 46137V613
- Issuer
- Invesco
- Inception Date
- Dec 19, 2005
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- 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
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Loading charts...
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%
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.05% | 1.82% | -4.01% | 8.96% | 3.49% | 0.34% | 15.07% | ||||||
| 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 2.18%, 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
- R²
- 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.
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.
| PRF | Benchmark | Difference | |
|---|---|---|---|
| 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.
| 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 | 1.38% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
Loading charts...
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 7mo | 1y 11mo | 3y 7moJul 2007 - Feb 2011 |
COVID crash2020 | -38.16%Mar 2020 | 1mo 9d | 7mo 28d | 9mo 7dFeb 2020 - Nov 2020 |
2011 bear market2011 | -21.26%Oct 2011 | 5mo 4d | 5mo 12d | 10mo 16dMay 2011 - Mar 2012 |
Rate-hike selloffLate 2018 | -19.78%Dec 2018 | 3mo 1d | 6mo 11d | 9mo 12dSep 2018 - Jul 2019 |
Bear market2022 | -19.72%Sep 2022 | 8mo 20d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Drawdown Indicators
| PRF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.18% | -1.80% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -10.71% | +3.80% |
Ulcer IndexDepth 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.
Loading charts...
Build a portfolio with PRF
Add Invesco RAFI US 1000 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with PRF