PSR vs. SCHH

In the year-to-date period, PSR achieves a 2.69% return, which is significantly higher than SCHH's 1.56% return. Over the past 10 years, PSR has outperformed SCHH with an annualized return of 5.31%, while SCHH has yielded a comparatively lower 3.90% annualized return.

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PSR has a 0.35% expense ratio, which is higher than SCHH's 0.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Active U.S. Real Estate Fund (PSR) and Schwab US REIT ETF (SCHH). 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.

The current PSR Sharpe Ratio is 0.78, which is comparable to the SCHH Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of PSR and SCHH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PSR's dividend yield for the trailing twelve months is around 2.86%, less than SCHH's 3.15% yield.

The maximum PSR drawdown since its inception was -42.31%, roughly equal to the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for PSR and SCHH.

The current volatility for Invesco Active U.S. Real Estate Fund (PSR) is 4.44%, while Schwab US REIT ETF (SCHH) has a volatility of 4.76%. This indicates that PSR experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.