PDN vs. SCHF

In the year-to-date period, PDN achieves a 18.40% return, which is significantly higher than SCHF's 16.59% return. Over the past 10 years, PDN has underperformed SCHF with an annualized return of 5.31%, while SCHF has yielded a comparatively higher 7.24% annualized return.

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PDN has a 0.49% expense ratio, which is higher than SCHF's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Developed Markets ex-U.S. Small-Mid ETF (PDN) and Schwab International Equity ETF (SCHF). 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.

The current PDN Sharpe Ratio is 0.93, which is comparable to the SCHF Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of PDN and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PDN's dividend yield for the trailing twelve months is around 3.11%, more than SCHF's 2.80% yield.

The maximum PDN drawdown since its inception was -59.32%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for PDN and SCHF.

Invesco FTSE RAFI Developed Markets ex-U.S. Small-Mid ETF (PDN) and Schwab International Equity ETF (SCHF) have volatilities of 3.04% and 3.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.