PXF vs. HDB
Compare and contrast key facts about Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF) and HDFC Bank Limited (HDB).
PXF is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI Developed Markets ex-U.S. Index. It was launched on Jun 25, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PXF or HDB.
Correlation
The correlation between PXF and HDB is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PXF vs. HDB - Performance Comparison
Key characteristics
PXF:
1.20
HDB:
0.63
PXF:
1.66
HDB:
1.01
PXF:
1.21
HDB:
1.14
PXF:
1.66
HDB:
0.48
PXF:
3.87
HDB:
2.40
PXF:
4.00%
HDB:
6.66%
PXF:
12.90%
HDB:
25.25%
PXF:
-64.74%
HDB:
-67.92%
PXF:
-0.63%
HDB:
-23.16%
Returns By Period
In the year-to-date period, PXF achieves a 8.48% return, which is significantly higher than HDB's -5.25% return. Over the past 10 years, PXF has underperformed HDB with an annualized return of 5.62%, while HDB has yielded a comparatively higher 8.35% annualized return.
PXF
8.48%
6.81%
4.17%
14.09%
8.27%
5.62%
HDB
-5.25%
3.61%
0.70%
13.78%
2.12%
8.35%
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Risk-Adjusted Performance
PXF vs. HDB — Risk-Adjusted Performance Rank
PXF
HDB
PXF vs. HDB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF) and HDFC Bank Limited (HDB). 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.
Dividends
PXF vs. HDB - Dividend Comparison
PXF's dividend yield for the trailing twelve months is around 3.21%, more than HDB's 1.15% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF | 3.21% | 3.48% | 3.55% | 3.58% | 3.73% | 2.11% | 3.50% | 3.38% | 2.78% | 3.21% | 3.10% | 4.01% |
HDB HDFC Bank Limited | 1.15% | 1.09% | 2.08% | 1.74% | 0.81% | 0.00% | 0.68% | 0.55% | 0.50% | 0.70% | 0.61% | 1.99% |
Drawdowns
PXF vs. HDB - Drawdown Comparison
The maximum PXF drawdown since its inception was -64.74%, roughly equal to the maximum HDB drawdown of -67.92%. Use the drawdown chart below to compare losses from any high point for PXF and HDB. For additional features, visit the drawdowns tool.
Volatility
PXF vs. HDB - Volatility Comparison
The current volatility for Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF) is 3.68%, while HDFC Bank Limited (HDB) has a volatility of 6.56%. This indicates that PXF experiences smaller price fluctuations and is considered to be less risky than HDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.