Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PXF (Invesco FTSE RAFI Developed Markets ex-U.S. ETF) | 18.88% | 15.04% | 11.72% | 12.23% | 6.55% | 7.46% | NA | 3.97% |
Data as of 06/06/2025, AR inception is 06/25/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PXF (Invesco FTSE RAFI Developed Markets ex-U.S. ETF) | 06/25/2007 | 06/06/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.03 | 15.04 | 11.72 | 12.23 | 6.55 | 7.46 | NA | 3.97 | 18.88 | 4.54 | 18.45 | -9.09 | 15.91 | 2.61 | 17.50 | -14.82 | 24.49 | 7.26 | -5.71 | -6.84 | 23.86 | 16.80 | -16.70 | 6.81 | 36.06 | -42.39 | 2.78 |
| Sharpe Ratio | NA | 0.69 | 0.51 | 0.62 | 0.28 | NA | NA | 0.12 | 2.27 | -0.16 | 1.03 | -0.48 | 1.14 | 0.07 | 1.37 | -1.14 | 2.87 | 0.35 | -0.34 | -0.54 | 1.68 | 0.86 | -0.52 | 0.25 | 0.96 | -0.91 | 0.09 |
| Standard Deviation(%) | NA | 17.05 | 16.65 | 17.14 | 18.55 | NA | NA | 23.81 | 20.54 | 12.75 | 13.93 | 21.84 | 13.90 | 34.84 | 11.76 | 14.17 | 8.36 | 20.43 | 17.01 | 12.66 | 14.17 | 19.60 | 32.05 | 26.79 | 37.45 | 47.37 | 30.85 |
| Draw Down(%) | NA | 14.80 | 20.78 | 26.83 | 41.57 | NA | NA | 64.74 | 14.80 | 9.35 | 10.23 | 26.83 | 8.42 | 37.95 | 10.10 | 23.13 | 2.51 | 13.20 | 18.81 | 15.45 | 10.38 | 20.63 | 29.85 | 22.41 | 32.93 | 54.36 | 11.27 |
| Yield(%) | 0.00 | 2.55 | 3.31 | 3.84 | 3.28 | 4.13 | 2.12 | 2.49 | 0.00 | 3.55 | 4.02 | 3.12 | 4.14 | 2.09 | 3.97 | 2.77 | 3.34 | 3.39 | 2.85 | 3.66 | 2.86 | 2.96 | 1.78 | 2.52 | 2.75 | 1.74 | 0.23 |
Data as of 06/06/2025, AR inception is 06/25/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PXF (Invesco FTSE RAFI Developed Markets ex-U.S. ETF) |
-10.18%
Aug 2007 - Aug 2010 |
-6.66%
Jul 2007 - Jul 2012 |
0.89%
Oct 2007 - Oct 2017 |
0.47%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PXF (Invesco FTSE RAFI Developed Markets ex-U.S. ETF) |
22.17%
Feb 2009 - Feb 2012 |
18.72%
Feb 2009 - Feb 2014 |
9.82%
Feb 2009 - Feb 2019 |
8.84%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart