PRFZ vs. BSMIX
Compare and contrast key facts about Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ) and iShares Russell Small/Mid-Cap Index Fund (BSMIX).
PRFZ is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI US 1500 Small-Mid Index. It was launched on Sep 20, 2006. BSMIX is managed by BlackRock. It was launched on Aug 13, 2015.
Performance
PRFZ vs. BSMIX - Performance Comparison
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PRFZ vs. BSMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF | 0.18% | 11.26% | 12.68% | 20.21% | -16.29% | 28.26% | 11.84% | 21.91% | -11.43% | 13.82% |
BSMIX iShares Russell Small/Mid-Cap Index Fund | -1.37% | 11.92% | 12.04% | 17.15% | -18.39% | 18.00% | 20.28% | 27.62% | -10.22% | 16.75% |
Returns By Period
In the year-to-date period, PRFZ achieves a 0.18% return, which is significantly higher than BSMIX's -1.37% return. Over the past 10 years, PRFZ has outperformed BSMIX with an annualized return of 10.68%, while BSMIX has yielded a comparatively lower 10.11% annualized return.
PRFZ
- 1D
- 3.16%
- 1M
- -5.16%
- YTD
- 0.18%
- 6M
- 1.47%
- 1Y
- 22.36%
- 3Y*
- 13.14%
- 5Y*
- 6.39%
- 10Y*
- 10.68%
BSMIX
- 1D
- -1.26%
- 1M
- -8.33%
- YTD
- -1.37%
- 6M
- 0.85%
- 1Y
- 19.40%
- 3Y*
- 11.90%
- 5Y*
- 4.70%
- 10Y*
- 10.11%
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PRFZ vs. BSMIX - Expense Ratio Comparison
PRFZ has a 0.39% expense ratio, which is higher than BSMIX's 0.12% expense ratio.
Return for Risk
PRFZ vs. BSMIX — Risk / Return Rank
PRFZ
BSMIX
PRFZ vs. BSMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ) and iShares Russell Small/Mid-Cap Index Fund (BSMIX). 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.
| PRFZ | BSMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.88 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.36 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.19 | +0.40 |
Martin ratioReturn relative to average drawdown | 6.02 | 5.17 | +0.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRFZ | BSMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.88 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.22 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.47 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.47 | -0.09 |
Correlation
The correlation between PRFZ and BSMIX is 0.97, 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.
Dividends
PRFZ vs. BSMIX - Dividend Comparison
PRFZ's dividend yield for the trailing twelve months is around 0.95%, less than BSMIX's 2.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF | 0.95% | 0.82% | 1.45% | 1.42% | 1.33% | 0.93% | 0.91% | 1.29% | 1.37% | 0.97% | 1.31% | 1.39% |
BSMIX iShares Russell Small/Mid-Cap Index Fund | 2.94% | 2.90% | 2.04% | 1.37% | 4.94% | 4.77% | 4.42% | 2.83% | 4.33% | 2.83% | 1.45% | 0.00% |
Drawdowns
PRFZ vs. BSMIX - Drawdown Comparison
The maximum PRFZ drawdown since its inception was -62.41%, which is greater than BSMIX's maximum drawdown of -41.32%. Use the drawdown chart below to compare losses from any high point for PRFZ and BSMIX.
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Drawdown Indicators
| PRFZ | BSMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.41% | -41.32% | -21.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.87% | -14.24% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -28.33% | +1.75% |
Max Drawdown (10Y)Largest decline over 10 years | -44.28% | -41.32% | -2.96% |
Current DrawdownCurrent decline from peak | -7.55% | -9.39% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -7.52% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 3.29% | +0.38% |
Volatility
PRFZ vs. BSMIX - Volatility Comparison
Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ) has a higher volatility of 6.88% compared to iShares Russell Small/Mid-Cap Index Fund (BSMIX) at 6.35%. This indicates that PRFZ's price experiences larger fluctuations and is considered to be riskier than BSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRFZ | BSMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 6.35% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 12.71% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.39% | 21.93% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.38% | 21.10% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.44% | 21.63% | +0.81% |