PortfoliosLab logoPortfoliosLab logo
PRFZ vs. PWB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRFZ vs. PWB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ) and Invesco Dynamic Large Cap Growth ETF (PWB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PRFZ achieves a 16.56% return, which is significantly lower than PWB's 32.57% return. Over the past 10 years, PRFZ has underperformed PWB with an annualized return of 12.21%, while PWB has yielded a comparatively higher 19.14% annualized return.


PRFZ

1D
0.11%
1M
4.27%
YTD
16.56%
6M
13.40%
1Y
36.25%
3Y*
18.70%
5Y*
8.61%
10Y*
12.21%

PWB

1D
1.13%
1M
8.92%
YTD
32.57%
6M
30.75%
1Y
51.42%
3Y*
34.91%
5Y*
18.43%
10Y*
19.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRFZ vs. PWB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF
16.56%11.26%12.68%20.21%-16.29%28.26%11.84%21.91%-11.43%13.82%
PWB
Invesco Dynamic Large Cap Growth ETF
32.57%24.94%31.04%30.61%-25.81%19.58%31.89%24.68%0.88%30.71%

Correlation

The correlation between PRFZ and PWB is 0.67, 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

0.67

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

0.65

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

0.73

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

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2006

0.76

The correlation between PRFZ and PWB shifts across timeframes, from 0.65 (3 years) to 0.76 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

PRFZ vs. PWB — Risk / Return Rank

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

PRFZ
PRFZ Risk / Return Rank: 6464
Overall Rank
PRFZ Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PRFZ Sortino Ratio Rank: 6363
Sortino Ratio Rank
PRFZ Omega Ratio Rank: 5555
Omega Ratio Rank
PRFZ Calmar Ratio Rank: 7171
Calmar Ratio Rank
PRFZ Martin Ratio Rank: 6868
Martin Ratio Rank

PWB
PWB Risk / Return Rank: 8181
Overall Rank
PWB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PWB Sortino Ratio Rank: 7676
Sortino Ratio Rank
PWB Omega Ratio Rank: 7676
Omega Ratio Rank
PWB Calmar Ratio Rank: 8383
Calmar Ratio Rank
PWB Martin Ratio Rank: 8787
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.

PRFZ vs. PWB - 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 Invesco Dynamic Large Cap Growth ETF (PWB). 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.


PRFZPWBDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.33

1.43

-0.10

Calmar ratioReturn relative to maximum drawdown

3.51

4.27

-0.76

Martin ratioReturn relative to average drawdown

12.08

17.82

-5.74

PRFZ vs. PWB - Sharpe Ratio Comparison

The current PRFZ Sharpe Ratio is 1.99, which is comparable to the PWB Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of PRFZ and PWB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PRFZ vs. PWB - Drawdown Comparison

The maximum PRFZ drawdown since its inception was -62.41%, which is greater than PWB's maximum drawdown of -52.58%. Use the drawdown chart below to compare losses from any high point for PRFZ and PWB.


Loading charts...

Drawdown Indicators


PRFZPWBDifference

Max Drawdown

Largest peak-to-trough decline

-62.41%

-52.58%

-9.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-12.11%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-26.54%

-22.10%

-4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-31.41%

+4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-44.28%

-32.36%

-11.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.40%

-8.22%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.89%

+0.12%

Volatility

PRFZ vs. PWB - Volatility Comparison

The current volatility for Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ) is 5.52%, while Invesco Dynamic Large Cap Growth ETF (PWB) has a volatility of 9.11%. This indicates that PRFZ experiences smaller price fluctuations and is considered to be less risky than PWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PRFZPWBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

9.11%

-3.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

16.87%

-3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

20.26%

-1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.35%

21.32%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.48%

20.88%

+1.60%

PRFZ vs. PWB - Expense Ratio Comparison

PRFZ has a 0.39% expense ratio, which is lower than PWB's 0.56% expense ratio.


Dividends

PRFZ vs. PWB - Dividend Comparison

PRFZ's dividend yield for the trailing twelve months is around 1.01%, while PWB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF
1.01%0.82%1.45%1.42%1.33%0.93%0.91%1.29%1.37%0.97%1.31%1.39%
PWB
Invesco Dynamic Large Cap Growth ETF
0.00%0.00%0.08%0.37%0.31%0.04%0.21%0.58%0.97%0.54%0.82%0.67%

Frequently Asked Questions


PRFZ and PWB have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PWB has higher volatility (9.11%) compared to PRFZ (5.52%). In terms of maximum drawdown, PRFZ dropped -62.41% vs PWB's -52.58%.

On 10-year performance, PWB leads with 19.14% vs 12.21% for PRFZ. On fees, PRFZ is cheaper at 0.39% per year. On volatility, PRFZ has been the lower-risk option at 5.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PWB has performed better with a 19.14% return vs 12.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PRFZ is cheaper with a 0.39% expense ratio, compared with 0.56% for PWB.

PRFZ has the higher dividend yield at 1.01%, compared with 0.00% for PWB.

PRFZ is categorized as Small Cap Blend Equities, while PWB is Large Cap Growth Equities. PRFZ tracks FTSE RAFI US 1500 Small-Mid Index, while PWB tracks Dynamic Large Cap Growth Intellidex Index. Their fees differ too: 0.39% for PRFZ and 0.56% for PWB.

PWB currently has the higher Sharpe Ratio (2.56 vs 1.99), 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 PRFZ and PWB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer