INTU vs. PXH

Last updated Jun 13, 2026

INTU (Intuit Inc.) is a stock, while PXH (Invesco FTSE RAFI Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE RAFI Emerging Markets Index. Over the past 10 years, INTU returned 10.90%/yr vs 10.91%/yr for PXH. At a 0.43 correlation, their price movements are largely independent.

Performance

INTU vs. PXH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuit Inc. (INTU) and Invesco FTSE RAFI Emerging Markets ETF (PXH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INTU achieves a -58.02% return, which is significantly lower than PXH's 12.73% return. Both investments have delivered pretty close results over the past 10 years, with INTU having a 10.90% annualized return and PXH not far ahead at 10.91%.

INTU

• 1D: -0.07%
• 1M: -25.55%
• YTD: -58.02%
• 6M: -58.55%
• 1Y: -63.59%
• 3Y*: -14.21%
• 5Y*: -9.53%
• 10Y*: 10.90%

PXH

• 1D: 0.66%
• 1M: -1.13%
• YTD: 12.73%
• 6M: 14.41%
• 1Y: 29.04%
• 3Y*: 20.06%
• 5Y*: 8.70%
• 10Y*: 10.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

INTU vs. PXH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INTU Intuit Inc.	-58.02%	6.09%	1.16%	61.76%	-39.12%	70.27%	46.12%	34.11%	25.86%	39.21%
PXH Invesco FTSE RAFI Emerging Markets ETF	12.73%	31.44%	12.09%	13.93%	-15.18%	8.31%	-1.91%	16.77%	-8.68%	26.60%

Correlation

The correlation between INTU and PXH is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Sep 28, 2007	0.43

Over the past year, the correlation between INTU and PXH has dropped to 0.00 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

Return for Risk

INTU vs. PXH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INTU

INTU Risk / Return Rank: 2
INTU Sharpe Ratio Rank: 1
INTU Sortino Ratio Rank: 1
INTU Omega Ratio Rank: 1
INTU Calmar Ratio Rank: 3
INTU Martin Ratio Rank: 2

PXH

PXH Risk / Return Rank: 64
PXH Sharpe Ratio Rank: 64
PXH Sortino Ratio Rank: 61
PXH Omega Ratio Rank: 65
PXH Calmar Ratio Rank: 65
PXH Martin Ratio Rank: 64

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.

INTU vs. PXH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) and Invesco FTSE RAFI Emerging Markets ETF (PXH). 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.

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.

	INTU	PXH	Difference
Sharpe ratio: Return per unit of total volatility	-1.44	1.84	-3.27
Sortino ratio: Return per unit of downside risk	-2.42	2.49	-4.91
Omega ratio: Gain probability vs. loss probability	0.68	1.34	-0.66
Calmar ratio: Return relative to maximum drawdown	-0.97	2.85	-3.82
Martin ratio: Return relative to average drawdown	-1.88	10.21	-12.08

INTU vs. PXH - Sharpe Ratio Comparison

The current INTU Sharpe Ratio is -1.44, which is lower than the PXH Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of INTU and PXH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

INTU vs. PXH - Drawdown Comparison

The maximum INTU drawdown since its inception was -75.29%, which is greater than PXH's maximum drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for INTU and PXH.

Drawdown Indicators

	INTU	PXH	Difference
Max Drawdown Largest peak-to-trough decline	-75.29%	-63.63%	-11.66%
Max Drawdown (1Y) Largest decline over 1 year	-65.49%	-10.24%	-55.25%
Max Drawdown (3Y) Largest decline over 3 years	-65.49%	-17.72%	-47.77%
Max Drawdown (5Y) Largest decline over 5 years	-65.49%	-29.59%	-35.90%
Max Drawdown (10Y) Largest decline over 10 years	-65.49%	-40.42%	-25.07%
Current Drawdown Current decline from peak	-65.49%	-3.27%	-62.22%
Average Drawdown Average peak-to-trough decline	-24.14%	-16.84%	-7.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.92%	2.85%	+31.07%

Volatility

INTU vs. PXH - Volatility Comparison

Intuit Inc. (INTU) has a higher volatility of 28.49% compared to Invesco FTSE RAFI Emerging Markets ETF (PXH) at 6.41%. This indicates that INTU's price experiences larger fluctuations and is considered to be riskier than PXH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INTU	PXH	Difference
Volatility (1M) Calculated over the trailing 1-month period	28.49%	6.41%	+22.08%
Volatility (6M) Calculated over the trailing 6-month period	42.51%	13.09%	+29.42%
Volatility (1Y) Calculated over the trailing 1-year period	44.40%	15.90%	+28.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.54%	17.87%	+19.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.98%	20.06%	+13.92%

Dividends

INTU vs. PXH - Dividend Comparison

INTU's dividend yield for the trailing twelve months is around 1.68%, less than PXH's 3.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INTU Intuit Inc.	1.68%	0.65%	0.60%	0.52%	0.72%	0.38%	0.57%	0.74%	0.83%	0.89%	1.08%	1.09%
PXH Invesco FTSE RAFI Emerging Markets ETF	3.49%	4.02%	4.43%	4.84%	5.33%	4.69%	2.79%	3.28%	3.30%	2.74%	1.97%	3.44%

Frequently Asked Questions

Can I hold both INTU and PXH in my portfolio?

INTU and PXH have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INTU or PXH?

INTU has higher volatility (28.49%) compared to PXH (6.41%). In terms of maximum drawdown, INTU dropped -75.29% vs PXH's -63.63%.

Which has better risk-adjusted returns?

PXH currently has the higher Sharpe Ratio (1.84 vs -1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.