PRFZ
Invesco RAFI US 1500 Small-Mid ETF
SMB
Adj. R2
0.976
Rel. Sharpe
0.916
Mkt beta
1.02
AUM
US$2.7B
MER
0.34%
Valuation
141
ETF comparison
Verified factor-similar pair
PRFZ vs RZG
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
81
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
RZG
Invesco S&P Smallcap 600 Pure Growth ETF
SMB
Adj. R2
0.921
Rel. Sharpe
0.797
Mkt beta
1.02
AUM
US$111M
MER
0.35%
Valuation
118
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.16
HML
diff +0.11
RMW
diff -0.15
CMA
diff +0.16
UMD
diff -0.08
Why This Pair Matches
Exposure level
75
Exposure shape
98
Mkt beta diff
0.01
Rel. Sharpe diff
0.119
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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