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PRF vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

PRF vs. USD=X - Performance Comparison

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

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Returns By Period


PRF

1D
0.62%
1M
2.30%
YTD
15.24%
6M
15.31%
1Y
32.77%
3Y*
20.33%
5Y*
13.55%
10Y*
13.74%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRF vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRF
Invesco RAFI US 1000 ETF
15.24%18.33%16.73%15.72%-7.79%31.12%7.78%27.42%-8.71%16.01%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

PRF vs. USD=X — Risk / Return Rank

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

PRF
PRF Risk / Return Rank: 9191
Overall Rank
PRF Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PRF Sortino Ratio Rank: 9292
Sortino Ratio Rank
PRF Omega Ratio Rank: 9090
Omega Ratio Rank
PRF Calmar Ratio Rank: 8989
Calmar Ratio Rank
PRF Martin Ratio Rank: 9191
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

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


PRFUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.55

Calmar ratioReturn relative to maximum drawdown

4.99

Martin ratioReturn relative to average drawdown

20.39

PRF vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

PRF vs. USD=X - Drawdown Comparison

The maximum PRF drawdown since its inception was -60.35%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PRF and USD=X.


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Drawdown Indicators


PRFUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-60.35%

0.00%

-60.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

0.00%

-6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

0.00%

-15.82%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

0.00%

-19.72%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

0.00%

-38.16%

Current Drawdown

Current decline from peak

-1.03%

0.00%

-1.03%

Average Drawdown

Average peak-to-trough decline

-6.92%

0.00%

-6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

0.00%

+1.61%

Volatility

PRF vs. USD=X - Volatility Comparison

Invesco RAFI US 1000 ETF (PRF) has a higher volatility of 3.74% compared to USD Cash (USD=X) at 0.00%. This indicates that PRF's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRFUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

0.00%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

0.00%

+8.24%

Volatility (1Y)

Calculated over the trailing 1-year period

10.97%

0.00%

+10.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

0.00%

+15.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

0.00%

+17.69%

Frequently Asked Questions


PRF has higher volatility (3.74%) compared to USD=X (0.00%). In terms of maximum drawdown, PRF dropped -60.35% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for PRF and USD=X

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