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PRFZ vs. XJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PRFZ vs. XJR

Last updated Jul 22, 2026
Documentation

PRFZ (Invesco FTSE RAFI US 1500 Small-Mid ETF) and XJR (iShares ESG Screened S&P Small-Cap ETF) are both Small Cap Blend Equities funds - PRFZ tracks the FTSE RAFI US 1500 Small-Mid Index while XJR tracks the S&P SmallCap 600 Sustainability Screened Index. Both are passively managed. Over the past 5 years, PRFZ returned 10.13%/yr vs 7.85%/yr for XJR. With a 0.97 correlation, they move nearly in lockstep. PRFZ charges 0.39%/yr vs 0.12%/yr for XJR.

Performance

PRFZ vs. XJR - 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 iShares ESG Screened S&P Small-Cap ETF (XJR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRFZ achieves a 19.43% return, which is significantly lower than XJR's 22.36% return.

PRFZ

1D
1.26%
1M
2.57%
6M
13.47%
YTD
19.43%
1Y
31.60%
3Y*
16.34%
5Y*
10.13%
10Y*
11.70%
ALL TIME*
10.13%

XJR

1D
1.06%
1M
2.27%
6M
16.66%
YTD
22.36%
1Y
30.26%
3Y*
14.23%
5Y*
7.85%
10Y*
—
ALL TIME*
15.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRFZ vs. XJR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF		19.43%11.26%12.68%20.21%-16.29%28.26%33.88%
XJR
iShares ESG Screened S&P Small-Cap ETF		22.36%4.73%9.59%16.39%-17.30%24.96%35.61%

Correlation

The correlation between PRFZ and XJR is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.94

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

0.95

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

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.97

The correlation between PRFZ and XJR has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

PRFZ vs. XJR - Sectors Allocation Comparison

Sectors
PRFZ
XJR

Technology

19.5%
16.2%

Healthcare

17.8%
12.6%

Industrials

16.1%
15.8%

Financial Services

13.6%
17.7%

Consumer Cyclical

11.2%
13.9%

Real Estate

6.9%
7.7%

Energy

4.4%
3.1%

Basic Materials

3.2%
4.5%

Consumer Defensive

3.0%
3.6%

Communication Services

2.9%
3.3%

Utilities

1.3%
1.5%

Technology

PRFZ
19.5%
XJR
16.2%

Healthcare

PRFZ
17.8%
XJR
12.6%

Industrials

PRFZ
16.1%
XJR
15.8%

Financial Services

PRFZ
13.6%
XJR
17.7%

Consumer Cyclical

PRFZ
11.2%
XJR
13.9%

Real Estate

PRFZ
6.9%
XJR
7.7%

Energy

PRFZ
4.4%
XJR
3.1%

Basic Materials

PRFZ
3.2%
XJR
4.5%

Consumer Defensive

PRFZ
3.0%
XJR
3.6%

Communication Services

PRFZ
2.9%
XJR
3.3%

Utilities

PRFZ
1.3%
XJR
1.5%

Compare stocks, funds, or ETFs

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

Invesco FTSE RAFI US 1500 Small-Mid ETF

iShares ESG Screened S&P Small-Cap ETF

Often compared with PRFZ:
PRFZ vs. BSMIXPRFZ vs. FNDAPRFZ vs. PWBPRFZ vs. FVPRFZ vs. RWKPRFZ vs. VOOPRFZ vs. SCHA
Often compared with XJR:
XJR vs. XJHXJR vs. ESMLXJR vs. SMMDXJR vs. VLUXJR vs. ESIXXJR vs. IJRXJR vs. VBR

Return for Risk

PRFZ vs. XJR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PRFZ
PRFZ Risk / Return Rank: 7474
Overall Rank
PRFZ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PRFZ Sortino Ratio Rank: 7575
Sortino Ratio Rank
PRFZ Omega Ratio Rank: 6767
Omega Ratio Rank
PRFZ Calmar Ratio Rank: 7979
Calmar Ratio Rank
PRFZ Martin Ratio Rank: 7777
Martin Ratio Rank
XJR
XJR Risk / Return Rank: 7474
Overall Rank
XJR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XJR Sortino Ratio Rank: 7575
Sortino Ratio Rank
XJR Omega Ratio Rank: 6767
Omega Ratio Rank
XJR Calmar Ratio Rank: 8181
Calmar Ratio Rank
XJR Martin Ratio Rank: 7676
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. XJR - 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 ESG Screened S&P Small-Cap ETF (XJR). 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.

PRFZXJRDifference
Sharpe ratioReturn per unit of total volatility
1.75
1.71

+0.04

Sortino ratioReturn per unit of downside risk
2.55
2.55

-0.01

Omega ratioGain probability vs. loss probability

1.30

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

3.06

3.22

-0.16

Martin ratioReturn relative to average drawdown

10.42

10.38

+0.04

PRFZ vs. XJR - Sharpe Ratio Comparison

The current PRFZ Sharpe Ratio is 1.75, which is comparable to the XJR Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PRFZ and XJR, 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

PRFZ vs. XJR - Drawdown Comparison

The maximum PRFZ drawdown since its inception was -62.41%, which is greater than XJR's maximum drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for PRFZ and XJR.

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Drawdown Indicators

PRFZXJRDifference

Max Drawdown

Largest peak-to-trough decline

-62.41%

-27.14%

-35.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-9.43%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-26.54%

-27.14%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-27.14%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-44.28%

—

—

Current Drawdown

Current decline from peak

-2.13%

-1.51%

-0.62%

Average Drawdown

Average peak-to-trough decline

-9.37%

-9.29%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.92%

+0.12%

Volatility

PRFZ vs. XJR - Volatility Comparison

Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ) and iShares ESG Screened S&P Small-Cap ETF (XJR) have volatilities of 3.74% and 3.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PRFZXJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.76%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

12.59%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

17.75%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.24%

21.32%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

21.61%

+0.77%

PRFZ vs. XJR - Expense Ratio Comparison

PRFZ has a 0.39% expense ratio, which is higher than XJR's 0.12% expense ratio.

Dividends

PRFZ vs. XJR - Dividend Comparison

PRFZ's dividend yield for the trailing twelve months is around 0.79%, less than XJR's 0.93% yield.

PositionTTM20252024202320222021202020192018201720162015
PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF		0.79%0.82%1.45%1.42%1.33%0.93%0.91%1.29%1.37%0.97%1.31%1.39%
XJR
iShares ESG Screened S&P Small-Cap ETF		0.93%1.14%1.96%0.92%1.29%2.00%0.58%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.94, PRFZ and XJR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

XJR has higher volatility (3.76%) compared to PRFZ (3.74%). In terms of maximum drawdown, PRFZ dropped -62.41% vs XJR's -27.14%.

On 5-year performance, PRFZ leads with 10.13% vs 7.85% for XJR. On fees, XJR is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PRFZ has performed better with a 10.13% return vs 7.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XJR is cheaper with a 0.12% expense ratio, compared with 0.39% for PRFZ.

XJR has the higher dividend yield at 0.93%, compared with 0.79% for PRFZ.

PRFZ tracks FTSE RAFI US 1500 Small-Mid Index, while XJR tracks S&P SmallCap 600 Sustainability Screened Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PRFZ and 0.12% for XJR.

PRFZ currently has the higher Sharpe Ratio (1.75 vs 1.71), 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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