PXF vs. PRF
Compare and contrast key facts about Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF) and Invesco FTSE RAFI US 1000 ETF (PRF).
PXF and PRF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. PRF is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI US 1000 Index. It was launched on Dec 19, 2005. Both PXF and PRF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PXF or PRF.
Correlation
The correlation between PXF and PRF is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PXF vs. PRF - Performance Comparison
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Key characteristics
PXF:
0.74
PRF:
0.54
PXF:
1.12
PRF:
0.89
PXF:
1.15
PRF:
1.13
PXF:
0.89
PRF:
0.59
PXF:
2.87
PRF:
2.25
PXF:
4.38%
PRF:
4.14%
PXF:
17.15%
PRF:
16.89%
PXF:
-64.74%
PRF:
-60.35%
PXF:
0.00%
PRF:
-2.83%
Returns By Period
In the year-to-date period, PXF achieves a 17.03% return, which is significantly higher than PRF's 2.83% return. Over the past 10 years, PXF has underperformed PRF with an annualized return of 6.01%, while PRF has yielded a comparatively higher 10.43% annualized return.
PXF
17.03%
7.86%
15.07%
12.54%
12.50%
15.28%
6.01%
PRF
2.83%
9.35%
-0.15%
9.05%
12.13%
16.82%
10.43%
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PXF vs. PRF - Expense Ratio Comparison
PXF has a 0.45% expense ratio, which is higher than PRF's 0.39% expense ratio.
Risk-Adjusted Performance
PXF vs. PRF — Risk-Adjusted Performance Rank
PXF
PRF
PXF vs. PRF - 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 Invesco FTSE RAFI US 1000 ETF (PRF). 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.
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Dividends
PXF vs. PRF - Dividend Comparison
PXF's dividend yield for the trailing twelve months is around 3.16%, more than PRF's 1.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF | 3.16% | 3.48% | 3.55% | 3.58% | 3.73% | 2.11% | 3.50% | 3.38% | 2.78% | 3.21% | 3.10% | 4.01% |
PRF Invesco FTSE RAFI US 1000 ETF | 1.81% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% | 1.73% |
Drawdowns
PXF vs. PRF - Drawdown Comparison
The maximum PXF drawdown since its inception was -64.74%, which is greater than PRF's maximum drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for PXF and PRF. For additional features, visit the drawdowns tool.
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Volatility
PXF vs. PRF - Volatility Comparison
The current volatility for Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF) is 3.04%, while Invesco FTSE RAFI US 1000 ETF (PRF) has a volatility of 4.70%. This indicates that PXF experiences smaller price fluctuations and is considered to be less risky than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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