PortfolioMetrics

IMFL vs. PDN - ETF Comparison

IMFL - Invesco International Developed Dynamic Multifactor ETF

The Invesco International Developed Dynamic Multifactor ETF is an equity fund that applies a proprietary strategy to invest in non-U.S. companies, focusing on large- and mid-cap stocks in developed markets. The fund's multi-factor approach assesses economic and market conditions to score companies based on relevant factors, and weights them accordingly to provide a diversified portfolio.

PDN - Invesco FTSE RAFI Developed Markets ex-U.S. Small-Mid ETF

The Invesco FTSE RAFI Developed Markets ex-U.S. Small-Mid ETF provides investors with exposure to mid-cap equities in developed markets outside of the U.S., offering a unique risk/return profile and increased sensitivity to local consumption. This ETF tracks a RAFI-weighted index, which may appeal to those who believe in the merits of fundamental weighting. It can be used to construct a well-rounded long-term portfolio with international stock exposure, complementing large cap-heavy ETFs.

IMFLPDN
Fund NameInvesco International Developed Dynamic Multifactor ETFInvesco FTSE RAFI Developed Markets ex-U.S. Small-Mid ETF
Fund ProviderInvescoInvesco
IndexFTSE Developed ex US Invesco Dynamic Multifactor IndexFTSE RAFI Developed x US Mid/Small
Asset ClassEquityEquity
ListingUS-listedUS-listed
Expense Ratio0.34%0.49%
Inception Date2021-02-242007-09-27
Number Of Holdings3601496
CurrencyUSDUSD
RegionDeveloped Markets ex-U.S.Developed Markets ex-U.S.
Investment StyleBlendBlend
Market CapLarge-CapBlend
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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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

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End of Year Returns Table

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End of Year Returns

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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

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Drawdowns Table

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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.

Monte Carlo Metrics

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Simulated Portfolio Prices

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