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Invesco FTSE RAFI Developed Markets ex-U.S. ETF

PXF
ETF · Currency in USD
ISIN
US46138E7435
CUSIP
46138E743
Issuer
Invesco
Inception Date
Jun 25, 2007
Region
Developed Markets (Broad)
Category
Foreign Large Cap Equities
Expense Ratio
0.45%
Index Tracked
FTSE RAFI Developed Markets ex-U.S. Index
ETF Home Page
www.invesco.com
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

PXFPrice Chart


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S&P 500

PXFPerformance

The chart shows the growth of $10,000 invested in Invesco FTSE RAFI Developed Markets ex-U.S. ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,546 for a total return of roughly 75.46%. All prices are adjusted for splits and dividends.


PXF (Invesco FTSE RAFI Developed Markets ex-U.S. ETF)
Benchmark (S&P 500)

PXFReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M4.18%
YTD16.53%
6M26.87%
1Y57.38%
5Y10.15%
10Y4.91%

PXFMonthly Returns Heatmap


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PXFSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco FTSE RAFI Developed Markets ex-U.S. ETF Sharpe ratio is 2.93. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


PXF (Invesco FTSE RAFI Developed Markets ex-U.S. ETF)
Benchmark (S&P 500)

PXFDividends

Invesco FTSE RAFI Developed Markets ex-U.S. ETF granted a 1.84% dividend yield in the last twelve months, as of May 9, 2021. The annual payout for that period amounted to $0.90 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.90$0.90$1.49$1.27$1.26$1.21$1.12$1.58$1.06$0.98$0.71$0.98
Dividend yield
1.84%2.11%3.50%3.38%2.78%3.21%3.10%4.01%2.41%2.69%2.20%2.50%

PXFDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


PXF (Invesco FTSE RAFI Developed Markets ex-U.S. ETF)
Benchmark (S&P 500)

PXFWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco FTSE RAFI Developed Markets ex-U.S. ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Invesco FTSE RAFI Developed Markets ex-U.S. ETF is 41.59%, recorded on Mar 23, 2020. It took 201 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-41.59%Jan 29, 2018541Mar 23, 2020201Jan 7, 2021742
-31.64%May 2, 2011275Jun 1, 2012320Sep 11, 2013595
-29%Jul 7, 2014405Feb 11, 2016356Jul 12, 2017761
-22.41%Jan 15, 201098Jun 7, 2010104Nov 2, 2010202
-11.07%Feb 22, 201117Mar 16, 201128Apr 26, 201145
-9.58%Nov 5, 201017Nov 30, 201031Jan 13, 201148
-6.97%Jan 16, 201412Feb 3, 201415Feb 25, 201427
-5.18%Jan 15, 202110Jan 29, 20219Feb 11, 202119
-4.23%Oct 23, 201337Dec 13, 20139Dec 27, 201346
-4.03%Mar 7, 20146Mar 14, 201413Apr 2, 201419

PXFVolatility Chart

Current Invesco FTSE RAFI Developed Markets ex-U.S. ETF volatility is 15.98%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


PXF (Invesco FTSE RAFI Developed Markets ex-U.S. ETF)
Benchmark (S&P 500)

Portfolios with Invesco FTSE RAFI Developed Markets ex-U.S. ETF


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