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PFM vs. PRF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFM and PRF is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

PFM vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dividend Achievers™ ETF (PFM) and Invesco FTSE RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
336.63%
466.18%
PFM
PRF

Key characteristics

Sharpe Ratio

PFM:

0.63

PRF:

0.36

Sortino Ratio

PFM:

0.98

PRF:

0.61

Omega Ratio

PFM:

1.14

PRF:

1.09

Calmar Ratio

PFM:

0.66

PRF:

0.38

Martin Ratio

PFM:

2.90

PRF:

1.55

Ulcer Index

PFM:

3.31%

PRF:

3.84%

Daily Std Dev

PFM:

15.17%

PRF:

16.69%

Max Drawdown

PFM:

-53.22%

PRF:

-60.35%

Current Drawdown

PFM:

-7.40%

PRF:

-8.67%

Returns By Period

In the year-to-date period, PFM achieves a -2.67% return, which is significantly higher than PRF's -3.34% return. Both investments have delivered pretty close results over the past 10 years, with PFM having a 9.73% annualized return and PRF not far ahead at 9.84%.


PFM

YTD

-2.67%

1M

-3.12%

6M

-3.11%

1Y

9.63%

5Y*

12.71%

10Y*

9.73%

PRF

YTD

-3.34%

1M

-4.81%

6M

-3.42%

1Y

6.50%

5Y*

16.38%

10Y*

9.84%

*Annualized

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PFM vs. PRF - Expense Ratio Comparison

PFM has a 0.53% expense ratio, which is higher than PRF's 0.39% expense ratio.


Expense ratio chart for PFM: current value is 0.53%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFM: 0.53%
Expense ratio chart for PRF: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRF: 0.39%

Risk-Adjusted Performance

PFM vs. PRF — Risk-Adjusted Performance Rank

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

PFM
The Risk-Adjusted Performance Rank of PFM is 6868
Overall Rank
The Sharpe Ratio Rank of PFM is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of PFM is 6565
Sortino Ratio Rank
The Omega Ratio Rank of PFM is 6666
Omega Ratio Rank
The Calmar Ratio Rank of PFM is 7272
Calmar Ratio Rank
The Martin Ratio Rank of PFM is 7272
Martin Ratio Rank

PRF
The Risk-Adjusted Performance Rank of PRF is 4848
Overall Rank
The Sharpe Ratio Rank of PRF is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of PRF is 4545
Sortino Ratio Rank
The Omega Ratio Rank of PRF is 4747
Omega Ratio Rank
The Calmar Ratio Rank of PRF is 5151
Calmar Ratio Rank
The Martin Ratio Rank of PRF is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFM vs. PRF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Achievers™ ETF (PFM) and Invesco FTSE RAFI US 1000 ETF (PRF). 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 chart of Sharpe ratio for PFM, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.00
PFM: 0.63
PRF: 0.36
The chart of Sortino ratio for PFM, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.00
PFM: 0.98
PRF: 0.61
The chart of Omega ratio for PFM, currently valued at 1.14, compared to the broader market0.501.001.502.00
PFM: 1.14
PRF: 1.09
The chart of Calmar ratio for PFM, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
PFM: 0.66
PRF: 0.38
The chart of Martin ratio for PFM, currently valued at 2.90, compared to the broader market0.0020.0040.0060.00
PFM: 2.90
PRF: 1.55

The current PFM Sharpe Ratio is 0.63, which is higher than the PRF Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of PFM and PRF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.63
0.36
PFM
PRF

Dividends

PFM vs. PRF - Dividend Comparison

PFM's dividend yield for the trailing twelve months is around 1.63%, less than PRF's 1.92% yield.


TTM20242023202220212020201920182017201620152014
PFM
Invesco Dividend Achievers™ ETF
1.63%1.58%1.86%1.95%1.69%1.92%1.94%2.27%1.70%2.56%2.36%1.93%
PRF
Invesco FTSE RAFI US 1000 ETF
1.92%1.78%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%1.73%

Drawdowns

PFM vs. PRF - Drawdown Comparison

The maximum PFM drawdown since its inception was -53.22%, smaller than the maximum PRF drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for PFM and PRF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.40%
-8.67%
PFM
PRF

Volatility

PFM vs. PRF - Volatility Comparison

The current volatility for Invesco Dividend Achievers™ ETF (PFM) is 11.28%, while Invesco FTSE RAFI US 1000 ETF (PRF) has a volatility of 12.32%. This indicates that PFM experiences smaller price fluctuations and is considered to be less risky than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.28%
12.32%
PFM
PRF