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PRF vs. SCHF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PRF vs. SCHF

Last updated Jul 21, 2026
Documentation

PRF (Invesco RAFI US 1000 ETF) and SCHF (Schwab International Equity ETF) are both exchange-traded funds - PRF is a Large Cap Value Equities fund tracking the RAFI Fundamental Select US 1000 Index, while SCHF is a Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index. Both are passively managed. Over the past 10 years, PRF returned 13.42%/yr vs 10.03%/yr for SCHF. Their correlation of 0.82 suggests significant overlap in exposure. PRF charges 0.34%/yr vs 0.06%/yr for SCHF.

Performance

PRF vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI US 1000 ETF (PRF) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRF achieves a 16.31% return, which is significantly higher than SCHF's 12.41% return. Over the past 10 years, PRF has outperformed SCHF with an annualized return of 13.42%, while SCHF has yielded a comparatively lower 10.03% annualized return.

PRF

1D
-0.37%
1M
0.92%
6M
12.42%
YTD
16.31%
1Y
28.99%
3Y*
19.36%
5Y*
13.16%
10Y*
13.42%
ALL TIME*
10.61%

SCHF

1D
-0.56%
1M
-4.28%
6M
7.66%
YTD
12.41%
1Y
26.69%
3Y*
17.35%
5Y*
9.83%
10Y*
10.03%
ALL TIME*
7.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRF vs. SCHF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PRF
Invesco RAFI US 1000 ETF		16.31%18.33%16.73%15.72%-7.79%31.12%7.78%27.42%-8.71%16.01%
SCHF
Schwab International Equity ETF		12.41%34.55%3.28%18.35%-14.80%11.40%9.48%22.26%-14.29%26.03%

Correlation

The correlation between PRF and SCHF is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2009

0.82

The correlation between PRF and SCHF has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.

PRF vs. SCHF - Sectors Allocation Comparison

Sectors
PRF
SCHF

Technology

22.3%
17.0%

Financial Services

16.0%
25.5%

Healthcare

12.6%
6.9%

Industrials

9.3%
13.9%

Consumer Cyclical

9.0%
6.5%

Communication Services

8.7%
2.5%

Energy

7.1%
5.1%

Consumer Defensive

6.2%
5.2%

Utilities

3.1%
3.2%

Basic Materials

3.0%
6.6%

Real Estate

2.6%
1.9%

Technology

PRF
22.3%
SCHF
17.0%

Financial Services

PRF
16.0%
SCHF
25.5%

Healthcare

PRF
12.6%
SCHF
6.9%

Industrials

PRF
9.3%
SCHF
13.9%

Consumer Cyclical

PRF
9.0%
SCHF
6.5%

Communication Services

PRF
8.7%
SCHF
2.5%

Energy

PRF
7.1%
SCHF
5.1%

Consumer Defensive

PRF
6.2%
SCHF
5.2%

Utilities

PRF
3.1%
SCHF
3.2%

Basic Materials

PRF
3.0%
SCHF
6.6%

Real Estate

PRF
2.6%
SCHF
1.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco RAFI US 1000 ETF

Schwab International Equity ETF

Often compared with PRF:
PRF vs. SPYPRF vs. VOOPRF vs. RSPPRF vs. PFMPRF vs. SCHDPRF vs. VTVPRF vs. PXF
Often compared with SCHF:
SCHF vs. VXUSSCHF vs. VEASCHF vs. SWISXSCHF vs. SCHYSCHF vs. SCHESCHF vs. FNDFSCHF vs. SCHB

Return for Risk

PRF vs. SCHF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PRF
PRF Risk / Return Rank: 9393
Overall Rank
PRF Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PRF Sortino Ratio Rank: 9393
Sortino Ratio Rank
PRF Omega Ratio Rank: 9393
Omega Ratio Rank
PRF Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRF Martin Ratio Rank: 9393
Martin Ratio Rank
SCHF
SCHF Risk / Return Rank: 6363
Overall Rank
SCHF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 6161
Sortino Ratio Rank
SCHF Omega Ratio Rank: 6262
Omega Ratio Rank
SCHF Calmar Ratio Rank: 6363
Calmar Ratio Rank
SCHF Martin Ratio Rank: 6666
Martin Ratio Rank
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.

PRF vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US 1000 ETF (PRF) 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.

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.

PRFSCHFDifference
Sharpe ratioReturn per unit of total volatility
2.70
1.56

+1.14

Sortino ratioReturn per unit of downside risk
3.76
2.17

+1.59

Omega ratioGain probability vs. loss probability

1.50

1.28

+0.21

Calmar ratioReturn relative to maximum drawdown

4.42

2.33

+2.08

Martin ratioReturn relative to average drawdown

18.03

8.72

+9.31

PRF vs. SCHF - Sharpe Ratio Comparison

The current PRF Sharpe Ratio is 2.70, which is higher than the SCHF Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of PRF and SCHF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

PRF vs. SCHF - Drawdown Comparison

The maximum PRF drawdown since its inception was -60.35%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for PRF and SCHF.

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Drawdown Indicators

PRFSCHFDifference

Max Drawdown

Largest peak-to-trough decline

-60.35%

-34.87%

-25.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-11.48%

+4.89%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

-13.41%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

-29.14%

+9.42%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

-34.87%

-3.29%

Current Drawdown

Current decline from peak

-0.91%

-4.48%

+3.57%

Average Drawdown

Average peak-to-trough decline

-6.89%

-7.34%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

3.07%

-1.46%

Volatility

PRF vs. SCHF - Volatility Comparison

The current volatility for Invesco RAFI US 1000 ETF (PRF) is 1.79%, while Schwab International Equity ETF (SCHF) has a volatility of 5.47%. This indicates that PRF experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PRFSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

5.47%

-3.68%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

15.20%

-7.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.81%

17.23%

-6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

16.63%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

17.02%

+0.57%

PRF vs. SCHF - Expense Ratio Comparison

PRF has a 0.34% expense ratio, which is higher than SCHF's 0.06% expense ratio.

Dividends

PRF vs. SCHF - Dividend Comparison

PRF's dividend yield for the trailing twelve months is around 1.37%, less than SCHF's 3.14% yield.

PositionTTM20252024202320222021202020192018201720162015
PRF
Invesco RAFI US 1000 ETF		1.37%1.59%1.78%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%
SCHF
Schwab International Equity ETF		3.14%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Frequently Asked Questions

PRF and SCHF have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHF has higher volatility (5.47%) compared to PRF (1.79%). In terms of maximum drawdown, PRF dropped -60.35% vs SCHF's -34.87%.

On 10-year performance, PRF leads with 13.42% vs 10.03% for SCHF. On fees, SCHF is cheaper at 0.06% per year. On volatility, PRF has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PRF has performed better with a 13.42% return vs 10.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHF is cheaper with a 0.06% expense ratio, compared with 0.34% for PRF.

SCHF has the higher dividend yield at 3.14%, compared with 1.37% for PRF.

PRF is categorized as Large Cap Value Equities, while SCHF is Foreign Large Cap Equities. PRF tracks RAFI Fundamental Select US 1000 Index, while SCHF tracks FTSE Developed ex U.S. Index. They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 0.34% for PRF and 0.06% for SCHF.

PRF currently has the higher Sharpe Ratio (2.70 vs 1.56), 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.

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