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PXH vs. PEFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXH vs. PEFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE RAFI Emerging Markets ETF (PXH) and PIMCO RAE PLUS EMG Fund (PEFIX). The values are adjusted to include any dividend payments, if applicable.

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PXH vs. PEFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXH
Invesco FTSE RAFI Emerging Markets ETF
4.64%31.44%12.09%13.93%-15.18%8.31%-1.91%16.77%-8.68%26.60%
PEFIX
PIMCO RAE PLUS EMG Fund
6.47%27.34%7.08%20.00%-16.85%20.69%5.27%14.80%-13.51%31.80%

Returns By Period

In the year-to-date period, PXH achieves a 4.64% return, which is significantly lower than PEFIX's 6.47% return. Over the past 10 years, PXH has underperformed PEFIX with an annualized return of 9.71%, while PEFIX has yielded a comparatively higher 11.54% annualized return.


PXH

1D
2.87%
1M
-5.27%
YTD
4.64%
6M
7.81%
1Y
28.88%
3Y*
18.73%
5Y*
8.65%
10Y*
9.71%

PEFIX

1D
0.23%
1M
-10.03%
YTD
6.47%
6M
13.41%
1Y
32.86%
3Y*
19.13%
5Y*
9.34%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PXH vs. PEFIX - Expense Ratio Comparison

PXH has a 0.50% expense ratio, which is lower than PEFIX's 1.10% expense ratio.


Return for Risk

PXH vs. PEFIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PXH
PXH Risk / Return Rank: 8383
Overall Rank
PXH Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PXH Sortino Ratio Rank: 8484
Sortino Ratio Rank
PXH Omega Ratio Rank: 8383
Omega Ratio Rank
PXH Calmar Ratio Rank: 7979
Calmar Ratio Rank
PXH Martin Ratio Rank: 8585
Martin Ratio Rank

PEFIX
PEFIX Risk / Return Rank: 8888
Overall Rank
PEFIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PEFIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PEFIX Omega Ratio Rank: 8888
Omega Ratio Rank
PEFIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PEFIX Martin Ratio Rank: 8585
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.

PXH vs. PEFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Emerging Markets ETF (PXH) and PIMCO RAE PLUS EMG Fund (PEFIX). 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.


PXHPEFIXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.97

-0.40

Sortino ratio

Return per unit of downside risk

2.17

2.37

-0.20

Omega ratio

Gain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratio

Return relative to maximum drawdown

2.11

2.19

-0.08

Martin ratio

Return relative to average drawdown

9.45

8.75

+0.70

PXH vs. PEFIX - Sharpe Ratio Comparison

The current PXH Sharpe Ratio is 1.57, which is comparable to the PEFIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of PXH and PEFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PXHPEFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.97

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.60

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.69

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.62

-0.49

Correlation

The correlation between PXH and PEFIX is 0.71, 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.


Dividends

PXH vs. PEFIX - Dividend Comparison

PXH's dividend yield for the trailing twelve months is around 3.76%, less than PEFIX's 4.23% yield.


TTM20252024202320222021202020192018201720162015
PXH
Invesco FTSE RAFI Emerging Markets ETF
3.76%4.02%4.43%4.84%5.33%4.69%2.79%3.28%3.30%2.74%1.97%3.44%
PEFIX
PIMCO RAE PLUS EMG Fund
4.23%3.73%9.33%2.11%18.29%46.03%8.19%0.38%4.76%7.08%4.48%0.00%

Drawdowns

PXH vs. PEFIX - Drawdown Comparison

The maximum PXH drawdown since its inception was -63.63%, which is greater than PEFIX's maximum drawdown of -51.44%. Use the drawdown chart below to compare losses from any high point for PXH and PEFIX.


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Drawdown Indicators


PXHPEFIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.63%

-51.44%

-12.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-13.23%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.59%

-32.17%

+2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-40.42%

-51.44%

+11.02%

Current Drawdown

Current decline from peak

-6.55%

-10.12%

+3.57%

Average Drawdown

Average peak-to-trough decline

-17.00%

-12.03%

-4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.50%

-0.42%

Volatility

PXH vs. PEFIX - Volatility Comparison

Invesco FTSE RAFI Emerging Markets ETF (PXH) has a higher volatility of 7.57% compared to PIMCO RAE PLUS EMG Fund (PEFIX) at 6.72%. This indicates that PXH's price experiences larger fluctuations and is considered to be riskier than PEFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXHPEFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

6.72%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

11.33%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

16.21%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.71%

15.54%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

16.88%

+3.33%