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PXH vs. RTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PXH vs. RTX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PXH achieves a 12.73% return, which is significantly higher than RTX's 0.82% return. Over the past 10 years, PXH has underperformed RTX with an annualized return of 10.91%, while RTX has yielded a comparatively higher 15.68% annualized return.


PXH

1D
0.66%
1M
-1.13%
YTD
12.73%
6M
14.41%
1Y
29.04%
3Y*
20.06%
5Y*
8.70%
10Y*
10.91%

RTX

1D
-0.37%
1M
3.47%
YTD
0.82%
6M
3.50%
1Y
32.26%
3Y*
25.18%
5Y*
18.20%
10Y*
15.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PXH vs. RTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXH
Invesco FTSE RAFI Emerging Markets ETF
12.73%31.44%12.09%13.93%-15.18%8.31%-1.91%16.77%-8.68%26.60%
RTX
RTX Corporation
0.82%61.44%40.76%-14.44%20.01%23.27%-7.70%43.82%-14.66%19.13%

Correlation

The correlation between PXH and RTX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2007

0.48

Over the past year, the correlation between PXH and RTX has dropped to 0.17 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

PXH vs. RTX — Risk / Return Rank

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

PXH
PXH Risk / Return Rank: 6464
Overall Rank
PXH Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PXH Sortino Ratio Rank: 6161
Sortino Ratio Rank
PXH Omega Ratio Rank: 6565
Omega Ratio Rank
PXH Calmar Ratio Rank: 6565
Calmar Ratio Rank
PXH Martin Ratio Rank: 6464
Martin Ratio Rank

RTX
RTX Risk / Return Rank: 7676
Overall Rank
RTX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RTX Sortino Ratio Rank: 7777
Sortino Ratio Rank
RTX Omega Ratio Rank: 7575
Omega Ratio Rank
RTX Calmar Ratio Rank: 7373
Calmar Ratio Rank
RTX Martin Ratio Rank: 7676
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. RTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Emerging Markets ETF (PXH) and RTX Corporation (RTX). 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.


PXHRTXDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.34

1.25

+0.09

Calmar ratioReturn relative to maximum drawdown

2.85

1.68

+1.17

Martin ratioReturn relative to average drawdown

10.21

4.55

+5.65

PXH vs. RTX - Sharpe Ratio Comparison

The current PXH Sharpe Ratio is 1.84, which is higher than the RTX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PXH and RTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PXH vs. RTX - Drawdown Comparison

The maximum PXH drawdown since its inception was -63.63%, which is greater than RTX's maximum drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for PXH and RTX.


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Drawdown Indicators


PXHRTXDifference

Max Drawdown

Largest peak-to-trough decline

-63.63%

-55.14%

-8.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-19.32%

+9.08%

Max Drawdown (3Y)

Largest decline over 3 years

-17.72%

-29.48%

+11.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.59%

-32.84%

+3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-40.42%

-51.98%

+11.56%

Current Drawdown

Current decline from peak

-3.27%

-13.13%

+9.86%

Average Drawdown

Average peak-to-trough decline

-16.84%

-13.03%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

7.10%

-4.25%

Volatility

PXH vs. RTX - Volatility Comparison

The current volatility for Invesco FTSE RAFI Emerging Markets ETF (PXH) is 6.41%, while RTX Corporation (RTX) has a volatility of 8.72%. This indicates that PXH experiences smaller price fluctuations and is considered to be less risky than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXHRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

8.72%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.09%

18.40%

-5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

24.26%

-8.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

23.94%

-6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

27.77%

-7.71%

Dividends

PXH vs. RTX - Dividend Comparison

PXH's dividend yield for the trailing twelve months is around 3.49%, more than RTX's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
PXH
Invesco FTSE RAFI Emerging Markets ETF
3.49%4.02%4.43%4.84%5.33%4.69%2.79%3.28%3.30%2.74%1.97%3.44%
RTX
RTX Corporation
1.51%1.46%2.14%2.76%2.14%2.33%21.21%1.96%2.66%2.13%2.39%2.66%

Frequently Asked Questions


PXH and RTX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RTX has higher volatility (8.72%) compared to PXH (6.41%). In terms of maximum drawdown, PXH dropped -63.63% vs RTX's -55.14%.

PXH currently has the higher Sharpe Ratio (1.84 vs 1.34), 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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