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PRF vs. SCHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRF vs. SCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI US 1000 ETF (PRF) and Schwab U.S. TIPS ETF (SCHP). 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 15.65% return, which is significantly higher than SCHP's 1.42% return. Over the past 10 years, PRF has outperformed SCHP with an annualized return of 13.91%, while SCHP has yielded a comparatively lower 2.60% annualized return.


PRF

1D
0.88%
1M
3.48%
YTD
15.65%
6M
15.18%
1Y
33.40%
3Y*
20.72%
5Y*
12.67%
10Y*
13.91%

SCHP

1D
0.04%
1M
0.31%
YTD
1.42%
6M
1.48%
1Y
4.83%
3Y*
4.14%
5Y*
1.06%
10Y*
2.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRF vs. SCHP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRF
Invesco RAFI US 1000 ETF
15.65%18.33%16.73%15.72%-7.79%31.12%7.78%27.42%-8.71%16.01%
SCHP
Schwab U.S. TIPS ETF
1.42%6.76%1.95%3.91%-12.02%5.87%10.86%8.52%-1.78%3.02%

Correlation

The correlation between PRF and SCHP is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.22

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

0.17

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

0.03

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2010

-0.09

The correlation between PRF and SCHP shifts across timeframes, from -0.09 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PRF vs. SCHP — Risk / Return Rank

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

PRF
PRF Risk / Return Rank: 9292
Overall Rank
PRF Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PRF Sortino Ratio Rank: 9393
Sortino Ratio Rank
PRF Omega Ratio Rank: 9292
Omega Ratio Rank
PRF Calmar Ratio Rank: 9090
Calmar Ratio Rank
PRF Martin Ratio Rank: 9292
Martin Ratio Rank

SCHP
SCHP Risk / Return Rank: 5050
Overall Rank
SCHP Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 5151
Sortino Ratio Rank
SCHP Omega Ratio Rank: 4545
Omega Ratio Rank
SCHP Calmar Ratio Rank: 5656
Calmar Ratio Rank
SCHP Martin Ratio Rank: 5050
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. SCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US 1000 ETF (PRF) and Schwab U.S. TIPS ETF (SCHP). 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.


PRFSCHPDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.54

1.25

+0.28

Calmar ratioReturn relative to maximum drawdown

4.90

2.45

+2.45

Martin ratioReturn relative to average drawdown

20.07

7.41

+12.66

PRF vs. SCHP - Sharpe Ratio Comparison

The current PRF Sharpe Ratio is 2.95, which is higher than the SCHP Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of PRF and SCHP, 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. SCHP - Drawdown Comparison

The maximum PRF drawdown since its inception was -60.35%, which is greater than SCHP's maximum drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for PRF and SCHP.


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Drawdown Indicators


PRFSCHPDifference

Max Drawdown

Largest peak-to-trough decline

-60.35%

-14.26%

-46.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-1.93%

-4.66%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

-4.48%

-11.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

-14.26%

-5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

-14.26%

-23.90%

Current Drawdown

Current decline from peak

-0.00%

-0.44%

+0.44%

Average Drawdown

Average peak-to-trough decline

-6.92%

-3.93%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

0.64%

+0.97%

Volatility

PRF vs. SCHP - Volatility Comparison

Invesco RAFI US 1000 ETF (PRF) has a higher volatility of 3.60% compared to Schwab U.S. TIPS ETF (SCHP) at 1.02%. This indicates that PRF's price experiences larger fluctuations and is considered to be riskier than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRFSCHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

1.02%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

2.24%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

10.95%

3.30%

+7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

6.12%

+9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

5.59%

+12.09%

PRF vs. SCHP - Expense Ratio Comparison

PRF has a 0.34% expense ratio, which is higher than SCHP's 0.03% expense ratio.


Dividends

PRF vs. SCHP - Dividend Comparison

PRF's dividend yield for the trailing twelve months is around 1.37%, less than SCHP's 3.99% 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%
SCHP
Schwab U.S. TIPS ETF
3.99%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%

Frequently Asked Questions


PRF and SCHP have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRF has higher volatility (3.60%) compared to SCHP (1.02%). In terms of maximum drawdown, PRF dropped -60.35% vs SCHP's -14.26%.

On 10-year performance, PRF leads with 13.91% vs 2.60% for SCHP. On fees, SCHP is cheaper at 0.03% per year. On volatility, SCHP has been the lower-risk option at 1.02%. 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 13.91% return vs 2.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHP is cheaper with a 0.03% expense ratio, compared with 0.34% for PRF.

SCHP has the higher dividend yield at 3.99%, compared with 1.37% for PRF.

PRF is categorized as Large Cap Value Equities, while SCHP is Inflation-Protected Bonds. PRF tracks RAFI Fundamental Select US 1000 Index, while SCHP tracks Bloomberg US Treasury Inflation-Linked Bond Index (Series-L). They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 0.34% for PRF and 0.03% for SCHP.

PRF currently has the higher Sharpe Ratio (2.95 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.

Portfolio Optimizer

Find the right allocation for PRF and SCHP

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