DSMC vs. PRFZ - ETF Comparison
DSMC - Distillate Small/Mid Cash Flow ETF
The Distillate Small/Mid Cash Flow ETF is an actively managed equity fund that invests in a diversified portfolio of small and mid-cap US companies with a focus on cash flow generation. The fund aims to provide long-term capital appreciation by selecting companies with strong financial health and attractive valuations.
PRFZ - Invesco FTSE RAFI US 1500 Small-Mid ETF
The Invesco FTSE RAFI US 1500 Small-Mid ETF provides exposure to small and mid-cap equities in the US market, offering a unique risk/return profile and diversification benefits. The fund tracks a RAFI-weighted index, selecting holdings based on fundamental measures of size, including book value, cash flow, sales, and dividends. This ETF can be an attractive addition to a long-term portfolio, complementing large-cap heavy ETFs and providing well-rounded exposure to the US market.
| DSMC | PRFZ | |
|---|---|---|
| Fund Name | Distillate Small/Mid Cash Flow ETF | Invesco FTSE RAFI US 1500 Small-Mid ETF |
| Fund Provider | Distillate Capital | Invesco |
| Index | Active (No Index) | FTSE RAFI US 1500 Small-Mid Index |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.55% | 0.39% |
| Inception Date | 2022-10-05 | 2006-09-20 |
| Number Of Holdings | 152 | 1483 |
| Currency | USD | USD |
| Region | United States | United States |
| Investment Style | Blend | Blend |
| Market Cap | Mid-Cap, Small-Cap | Mid-Cap, Small-Cap |
| Leveraged | Non-leveraged | Non-leveraged |
Select Timeframe
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Performance Analysis
The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.
Cumulative Returns
End of Year Returns Table
End of Year Returns
Risk Analysis
The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.
Drawdowns
Drawdowns Table
Monte Carlo Simulation
The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.
IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.