Summary
PRFZ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 29.97% Volatility 22.36% Sharpe 0.82
Official loaded data — not a live quote.

INVESCO FTSE RAFI US 1500 SMALL-MID ETF

Symbol: PRFZ

Exchange: NASDAQ

Sector: Technology

Category: Small Blend

Inception date: 20/09/2006

Latest date: 20/07/2026

Current price: $53.90

Expense ratio: 0.34%

Assets under management
$2.9B
-0.96% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.18%

Ann. -41.62% (Sharpe / Sortino numerator)

Volatility

23.25%

Sharpe ratio

-1.946

VaR 95%

-2.13%

CVaR 95%: -2.28%
Max drawdown: -8.20%
Sortino ratio: -3.989
Calmar ratio: -5.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.51%

Ann. 2.76% (Sharpe / Sortino numerator)

Volatility

19.95%

Sharpe ratio

-0.044

VaR 95%

-2.05%

CVaR 95%: -2.18%
Max drawdown: -10.58%
Sortino ratio: -0.074
Calmar ratio: 0.26

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.06%

Ann. 4.12% (Sharpe / Sortino numerator)

Volatility

19.30%

Sharpe ratio

0.025

VaR 95%

-2.00%

CVaR 95%: -2.33%
Max drawdown: -10.58%
Sortino ratio: 0.042
Calmar ratio: 0.39

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

29.97%

Ann. 21.87% (Sharpe / Sortino numerator)

Volatility

22.36%

Sharpe ratio

0.816

VaR 95%

-2.00%

CVaR 95%: -3.00%
Max drawdown: -10.58%
Sortino ratio: 1.160
Calmar ratio: 2.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

34.13%

Ann. 11.36% (Sharpe / Sortino numerator)

Volatility

20.93%

Sharpe ratio

0.369

VaR 95%

-1.95%

CVaR 95%: -2.88%
Max drawdown: -26.52%
Sortino ratio: 0.540
Calmar ratio: 0.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

54.87%

Ann. 13.61% (Sharpe / Sortino numerator)

Volatility

20.45%

Sharpe ratio

0.488

VaR 95%

-1.89%

CVaR 95%: -2.71%
Max drawdown: -26.52%
Sortino ratio: 0.761
Calmar ratio: 0.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.111%

Best day

3.874%

22/08/2025
Worst day

-3.214%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $54.42 $54.55 $53.86 $53.90 238,100
17/07/2026 $53.96 $54.61 $53.92 $54.31 52,700
16/07/2026 $54.31 $54.99 $54.31 $54.54 57,100
15/07/2026 $54.54 $54.82 $54.29 $54.55 91,800
14/07/2026 $54.38 $54.60 $54.27 $54.35 93,400
13/07/2026 $54.47 $54.55 $54.06 $54.17 95,700
10/07/2026 $54.91 $54.91 $54.19 $54.58 237,600
09/07/2026 $54.38 $55.00 $54.30 $54.85 120,300
08/07/2026 $54.36 $54.36 $53.60 $54.11 201,200
07/07/2026 $55.22 $55.31 $54.53 $54.65 106,500