PSR vs. RFDI
PSR (Invesco Active U.S. Real Estate Fund) and RFDI (First Trust RiverFront Dynamic Developed International ETF) are both exchange-traded funds - PSR is a REIT fund actively managed by Invesco, while RFDI is a Foreign Large Cap Equities fund actively managed by First Trust. Both are actively managed. Over the past 10 years, PSR returned 5.88%/yr vs 9.39%/yr for RFDI. At a 0.46 correlation, their price movements are largely independent. PSR charges 0.35%/yr vs 0.83%/yr for RFDI.
Performance
PSR vs. RFDI - Performance Comparison
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Returns By Period
In the year-to-date period, PSR achieves a 16.33% return, which is significantly higher than RFDI's 8.26% return. Over the past 10 years, PSR has underperformed RFDI with an annualized return of 5.88%, while RFDI has yielded a comparatively higher 9.39% annualized return.
PSR
- 1D
- -0.02%
- 1M
- 1.59%
- YTD
- 16.33%
- 6M
- 16.03%
- 1Y
- 14.50%
- 3Y*
- 11.11%
- 5Y*
- 2.62%
- 10Y*
- 5.88%
RFDI
- 1D
- -0.42%
- 1M
- 0.10%
- YTD
- 8.26%
- 6M
- 7.89%
- 1Y
- 23.80%
- 3Y*
- 19.45%
- 5Y*
- 8.08%
- 10Y*
- 9.39%
PSR vs. RFDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSR Invesco Active U.S. Real Estate Fund | 16.33% | 2.63% | 1.79% | 8.34% | -25.52% | 41.71% | -6.04% | 28.76% | -4.58% | 11.95% |
RFDI First Trust RiverFront Dynamic Developed International ETF | 8.26% | 35.95% | 5.56% | 18.14% | -23.57% | 17.36% | 9.16% | 20.47% | -18.26% | 24.08% |
Correlation
The correlation between PSR and RFDI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2016 | 0.46 |
The correlation between PSR and RFDI shifts across timeframes, from 0.43 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PSR vs. RFDI — Risk / Return Rank
PSR
RFDI
PSR vs. RFDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Active U.S. Real Estate Fund (PSR) and First Trust RiverFront Dynamic Developed International ETF (RFDI). 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.
| PSR | RFDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.34 | -0.60 |
| Martin ratioReturn relative to average drawdown | 5.52 | 8.43 | -2.91 |
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Drawdowns
PSR vs. RFDI - Drawdown Comparison
The maximum PSR drawdown since its inception was -42.31%, which is greater than RFDI's maximum drawdown of -39.40%. Use the drawdown chart below to compare losses from any high point for PSR and RFDI.
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Drawdown Indicators
| PSR | RFDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.31% | -39.40% | -2.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | -10.20% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -16.58% | -13.44% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -34.81% | -35.87% | +1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -42.31% | -39.40% | -2.91% |
Current DrawdownCurrent decline from peak | -1.94% | -2.25% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -9.20% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.83% | -0.17% |
Volatility
PSR vs. RFDI - Volatility Comparison
Invesco Active U.S. Real Estate Fund (PSR) has a higher volatility of 5.32% compared to First Trust RiverFront Dynamic Developed International ETF (RFDI) at 4.53%. This indicates that PSR's price experiences larger fluctuations and is considered to be riskier than RFDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSR | RFDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 4.53% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 12.49% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 14.83% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 16.82% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 17.09% | +3.26% |
PSR vs. RFDI - Expense Ratio Comparison
PSR has a 0.35% expense ratio, which is lower than RFDI's 0.83% expense ratio.
Dividends
PSR vs. RFDI - Dividend Comparison
PSR's dividend yield for the trailing twelve months is around 2.54%, less than RFDI's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSR Invesco Active U.S. Real Estate Fund | 2.54% | 2.56% | 3.06% | 2.93% | 2.95% | 2.12% | 3.09% | 2.55% | 2.64% | 0.14% | 3.60% | 3.20% |
RFDI First Trust RiverFront Dynamic Developed International ETF | 3.26% | 3.45% | 5.21% | 2.43% | 5.00% | 3.22% | 1.34% | 2.72% | 2.59% | 1.63% | 1.85% | 0.00% |
Frequently Asked Questions
PSR and RFDI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSR has higher volatility (5.32%) compared to RFDI (4.53%). In terms of maximum drawdown, PSR dropped -42.31% vs RFDI's -39.40%.
On 10-year performance, RFDI leads with 9.39% vs 5.88% for PSR. On fees, PSR is cheaper at 0.35% per year. On volatility, RFDI has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, RFDI has performed better with a 9.39% return vs 5.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PSR is cheaper with a 0.35% expense ratio, compared with 0.83% for RFDI.
RFDI has the higher dividend yield at 3.26%, compared with 2.54% for PSR.
PSR is categorized as REIT, while RFDI is Foreign Large Cap Equities. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.35% for PSR and 0.83% for RFDI.
RFDI currently has the higher Sharpe Ratio (1.61 vs 1.06), 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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