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

Correlation

The correlation between PRF and PFM 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

PRF vs. PFM - Performance Comparison

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

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

Key characteristics

Sharpe Ratio

PRF:

0.36

PFM:

0.63

Sortino Ratio

PRF:

0.61

PFM:

0.98

Omega Ratio

PRF:

1.09

PFM:

1.14

Calmar Ratio

PRF:

0.38

PFM:

0.66

Martin Ratio

PRF:

1.55

PFM:

2.90

Ulcer Index

PRF:

3.84%

PFM:

3.31%

Daily Std Dev

PRF:

16.69%

PFM:

15.17%

Max Drawdown

PRF:

-60.35%

PFM:

-53.22%

Current Drawdown

PRF:

-8.67%

PFM:

-7.40%

Returns By Period

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


PRF

YTD

-3.34%

1M

-4.81%

6M

-3.42%

1Y

6.50%

5Y*

16.38%

10Y*

9.84%

PFM

YTD

-2.67%

1M

-3.12%

6M

-3.11%

1Y

9.63%

5Y*

12.71%

10Y*

9.73%

*Annualized

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PRF vs. PFM - Expense Ratio Comparison

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

PRF vs. PFM — Risk-Adjusted Performance Rank

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

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

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
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.

PRF vs. PFM - Risk-Adjusted Performance Comparison

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

The current PRF Sharpe Ratio is 0.36, which is lower than the PFM Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PRF and PFM, 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
0.36
0.63
PRF
PFM

Dividends

PRF vs. PFM - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
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%
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%

Drawdowns

PRF vs. PFM - Drawdown Comparison

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


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

Volatility

PRF vs. PFM - Volatility Comparison

Invesco FTSE RAFI US 1000 ETF (PRF) has a higher volatility of 12.32% compared to Invesco Dividend Achievers™ ETF (PFM) at 11.28%. This indicates that PRF's price experiences larger fluctuations and is considered to be riskier than PFM 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
12.32%
11.28%
PRF
PFM