HDB vs. PXF
Compare and contrast key facts about HDFC Bank Limited (HDB) and Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF).
PXF is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI Developed Markets ex-U.S. Index. It was launched on Jun 25, 2007.
Performance
HDB vs. PXF - Performance Comparison
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HDB vs. PXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDB HDFC Bank Limited | -31.91% | 17.07% | -2.54% | 0.16% | 7.39% | -9.29% | 14.03% | 22.58% | 2.44% | 68.50% |
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF | 7.42% | 42.51% | 4.54% | 18.46% | -9.09% | 15.93% | 2.58% | 17.50% | -14.84% | 24.52% |
Returns By Period
In the year-to-date period, HDB achieves a -31.91% return, which is significantly lower than PXF's 7.42% return. Over the past 10 years, HDB has underperformed PXF with an annualized return of 6.14%, while PXF has yielded a comparatively higher 10.96% annualized return.
HDB
- 1D
- 3.24%
- 1M
- -21.88%
- YTD
- -31.91%
- 6M
- -27.17%
- 1Y
- -23.38%
- 3Y*
- -7.23%
- 5Y*
- -6.76%
- 10Y*
- 6.14%
PXF
- 1D
- 3.20%
- 1M
- -7.54%
- YTD
- 7.42%
- 6M
- 16.47%
- 1Y
- 39.79%
- 3Y*
- 21.01%
- 5Y*
- 12.53%
- 10Y*
- 10.96%
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Return for Risk
HDB vs. PXF — Risk / Return Rank
HDB
PXF
HDB vs. PXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HDFC Bank Limited (HDB) and Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| HDB | PXF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.99 | 2.29 | -3.28 |
Sortino ratioReturn per unit of downside risk | -1.32 | 2.97 | -4.30 |
Omega ratioGain probability vs. loss probability | 0.84 | 1.46 | -0.63 |
Calmar ratioReturn relative to maximum drawdown | -0.60 | 3.34 | -3.94 |
Martin ratioReturn relative to average drawdown | -1.92 | 13.24 | -15.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HDB | PXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.99 | 2.29 | -3.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.77 | -1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.61 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.21 | +0.22 |
Correlation
The correlation between HDB and PXF is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HDB vs. PXF - Dividend Comparison
HDB's dividend yield for the trailing twelve months is around 3.41%, less than PXF's 3.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDB HDFC Bank Limited | 3.41% | 2.32% | 2.19% | 2.06% | 1.70% | 0.81% | 0.00% | 0.17% | 0.55% | 0.49% | 0.66% | 0.58% |
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF | 3.45% | 3.64% | 3.48% | 3.55% | 3.58% | 3.74% | 2.11% | 3.50% | 3.38% | 2.78% | 3.21% | 3.10% |
Drawdowns
HDB vs. PXF - Drawdown Comparison
The maximum HDB drawdown since its inception was -67.93%, roughly equal to the maximum PXF drawdown of -64.74%. Use the drawdown chart below to compare losses from any high point for HDB and PXF.
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Drawdown Indicators
| HDB | PXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.93% | -64.74% | -3.19% |
Max Drawdown (1Y)Largest decline over 1 year | -38.18% | -11.52% | -26.66% |
Max Drawdown (5Y)Largest decline over 5 years | -38.18% | -26.82% | -11.36% |
Max Drawdown (10Y)Largest decline over 10 years | -54.28% | -41.59% | -12.69% |
Current DrawdownCurrent decline from peak | -36.18% | -7.54% | -28.64% |
Average DrawdownAverage peak-to-trough decline | -13.62% | -15.40% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.98% | 2.90% | +9.08% |
Volatility
HDB vs. PXF - Volatility Comparison
HDFC Bank Limited (HDB) has a higher volatility of 11.06% compared to Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF) at 8.30%. This indicates that HDB's price experiences larger fluctuations and is considered to be riskier than PXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDB | PXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.06% | 8.30% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 18.15% | 11.63% | +6.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 17.52% | +6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.82% | 16.27% | +10.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.82% | 18.03% | +10.79% |