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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco FTSE RAFI Developed Markets ex-U.S. 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 FTSE RAFI Developed Markets ex-U.S. ETF (PXF) has returned 7.42% so far this year and 39.79% over the past 12 months. Over the last ten years, PXF has returned 10.96% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Invesco FTSE RAFI Developed Markets ex-U.S. ETF
- 1D
- 3.20%
- 1M
- -7.54%
- YTD
- 7.42%
- 6M
- 16.47%
- 1Y
- 39.79%
- 3Y*
- 21.01%
- 5Y*
- 12.53%
- 10Y*
- 10.96%
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 Jun 25, 2007, PXF's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 years.
Historically, 56% of months were positive and 44% were negative. The best month was Apr 2009 with a return of +21.8%, while the worst month was Oct 2008 at -20.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, PXF closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.2%, while the worst single day was Mar 12, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.92% | 8.66% | -7.54% | 7.42% | |||||||||
| 2025 | 4.11% | 3.33% | 1.79% | 2.96% | 5.26% | 3.23% | -0.19% | 4.98% | 2.39% | 2.02% | 2.21% | 3.98% | 42.51% |
| 2024 | -1.49% | 2.56% | 4.47% | -2.32% | 4.85% | -3.01% | 3.49% | 2.62% | 1.48% | -4.97% | 0.04% | -2.70% | 4.54% |
| 2023 | 8.98% | -2.16% | 0.33% | 2.81% | -4.55% | 5.47% | 3.83% | -3.68% | -2.47% | -3.35% | 8.03% | 5.07% | 18.46% |
| 2022 | 0.40% | -2.88% | 0.64% | -6.09% | 3.92% | -10.16% | 3.14% | -4.90% | -9.38% | 7.53% | 12.20% | -1.47% | -9.09% |
| 2021 | 0.16% | 5.08% | 4.15% | 2.25% | 4.59% | -2.04% | -0.66% | 0.79% | -2.03% | 3.05% | -5.59% | 5.77% | 15.93% |
Benchmark Metrics
Invesco FTSE RAFI Developed Markets ex-U.S. ETF has an annualized alpha of -1.83%, beta of 0.96, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since June 26, 2007.
- This ETF participated in 108.42% of S&P 500 Index downside but only 95.00% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.96 and R² of 0.67, 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
- -1.83%
- Beta
- 0.96
- R²
- 0.67
- Upside Capture
- 95.00%
- Downside Capture
- 108.42%
Expense Ratio
PXF has an expense ratio of 0.45%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PXF ranks 93 for risk / return — in the top 93% 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 FTSE RAFI Developed Markets ex-U.S. ETF (PXF) and compare them to a chosen benchmark (S&P 500 Index).
| PXF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 0.90 | +1.39 |
Sortino ratioReturn per unit of downside risk | 2.97 | 1.39 | +1.59 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.21 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 3.34 | 1.40 | +1.94 |
Martin ratioReturn relative to average drawdown | 13.24 | 6.61 | +6.64 |
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 PXF 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 FTSE RAFI Developed Markets ex-U.S. ETF provided a 3.45% dividend yield over the last twelve months, with an annual payout of $2.41 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.41 | $2.38 | $1.66 | $1.68 | $1.49 | $1.77 | $0.90 | $1.49 | $1.27 | $1.26 | $1.21 | $1.12 |
Dividend yield | 3.45% | 3.64% | 3.48% | 3.55% | 3.58% | 3.74% | 2.11% | 3.50% | 3.38% | 2.78% | 3.21% | 3.10% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco FTSE RAFI Developed Markets ex-U.S. 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 | $0.49 | $0.49 | |||||||||
| 2025 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.77 | $2.38 |
| 2024 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.33 | $1.66 |
| 2023 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.35 | $1.68 |
| 2022 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.16 | $1.49 |
| 2021 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.82 | $1.77 |
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 FTSE RAFI Developed Markets ex-U.S. 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 FTSE RAFI Developed Markets ex-U.S. ETF was 64.74%, occurring on Mar 9, 2009. Recovery took 2106 trading sessions.
The current Invesco FTSE RAFI Developed Markets ex-U.S. ETF drawdown is 7.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.74% | Dec 20, 2007 | 305 | Mar 9, 2009 | 2106 | Jul 19, 2017 | 2411 |
| -41.59% | Jan 29, 2018 | 541 | Mar 23, 2020 | 201 | Jan 7, 2021 | 742 |
| -26.82% | Jan 13, 2022 | 177 | Sep 27, 2022 | 207 | Jul 26, 2023 | 384 |
| -14.06% | Mar 20, 2025 | 14 | Apr 8, 2025 | 17 | May 2, 2025 | 31 |
| -11.27% | Jul 16, 2007 | 24 | Aug 16, 2007 | 39 | Oct 11, 2007 | 63 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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