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PRF vs. HYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRF vs. HYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI US 1000 ETF (PRF) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRF achieves a 16.44% return, which is significantly higher than HYG's 1.78% return. Over the past 10 years, PRF has outperformed HYG with an annualized return of 13.94%, while HYG has yielded a comparatively lower 5.03% annualized return.


PRF

1D
0.68%
1M
4.19%
YTD
16.44%
6M
16.00%
1Y
34.32%
3Y*
20.74%
5Y*
13.06%
10Y*
13.94%

HYG

1D
0.13%
1M
1.25%
YTD
1.78%
6M
2.29%
1Y
6.95%
3Y*
8.47%
5Y*
3.83%
10Y*
5.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRF vs. HYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRF
Invesco RAFI US 1000 ETF
16.44%18.33%16.73%15.72%-7.79%31.12%7.78%27.42%-8.71%16.01%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.78%8.59%7.97%11.54%-10.98%3.76%4.47%14.09%-2.02%6.07%

Correlation

The correlation between PRF and HYG is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

0.64

The correlation between PRF and HYG has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.

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Return for Risk

PRF vs. HYG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRF
PRF Risk / Return Rank: 9393
Overall Rank
PRF Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PRF Sortino Ratio Rank: 9494
Sortino Ratio Rank
PRF Omega Ratio Rank: 9393
Omega Ratio Rank
PRF Calmar Ratio Rank: 9191
Calmar Ratio Rank
PRF Martin Ratio Rank: 9393
Martin Ratio Rank

HYG
HYG Risk / Return Rank: 6767
Overall Rank
HYG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 6767
Sortino Ratio Rank
HYG Omega Ratio Rank: 6565
Omega Ratio Rank
HYG Calmar Ratio Rank: 6666
Calmar Ratio Rank
HYG Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRF vs. HYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US 1000 ETF (PRF) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRFHYGDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.58

1.35

+0.23

Calmar ratioReturn relative to maximum drawdown

5.23

2.98

+2.25

Martin ratioReturn relative to average drawdown

21.40

13.11

+8.29

PRF vs. HYG - Sharpe Ratio Comparison

The current PRF Sharpe Ratio is 3.16, which is higher than the HYG Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of PRF and HYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRF vs. HYG - Drawdown Comparison

The maximum PRF drawdown since its inception was -60.35%, which is greater than HYG's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for PRF and HYG.


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Drawdown Indicators


PRFHYGDifference

Max Drawdown

Largest peak-to-trough decline

-60.35%

-34.25%

-26.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-2.34%

-4.25%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

-4.56%

-11.26%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

-15.79%

-3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

-22.03%

-16.13%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.92%

-3.24%

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

0.53%

+1.08%

Volatility

PRF vs. HYG - Volatility Comparison

Invesco RAFI US 1000 ETF (PRF) has a higher volatility of 3.64% compared to iShares iBoxx $ High Yield Corporate Bond ETF (HYG) at 1.31%. This indicates that PRF's price experiences larger fluctuations and is considered to be riskier than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRFHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

1.31%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

3.08%

+5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.93%

3.87%

+7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

7.53%

+7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

8.29%

+9.40%

PRF vs. HYG - Expense Ratio Comparison

PRF has a 0.34% expense ratio, which is lower than HYG's 0.49% expense ratio.


Dividends

PRF vs. HYG - Dividend Comparison

PRF's dividend yield for the trailing twelve months is around 1.36%, less than HYG's 5.89% yield.


PositionTTM20252024202320222021202020192018201720162015
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.89%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%
PRF
Invesco RAFI US 1000 ETF
1.36%1.59%1.78%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%

Frequently Asked Questions


PRF and HYG have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRF has higher volatility (3.64%) compared to HYG (1.31%). In terms of maximum drawdown, PRF dropped -60.35% vs HYG's -34.25%.

On 10-year performance, PRF leads with 13.94% vs 5.03% for HYG. On fees, PRF is cheaper at 0.34% per year. On volatility, HYG has been the lower-risk option at 1.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PRF has performed better with a 13.94% return vs 5.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PRF is cheaper with a 0.34% expense ratio, compared with 0.49% for HYG.

HYG has the higher dividend yield at 5.89%, compared with 1.36% for PRF.

PRF is categorized as Large Cap Value Equities, while HYG is High Yield Bonds. PRF tracks RAFI Fundamental Select US 1000 Index, while HYG tracks Markit iBoxx USD Liquid High Yield Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.34% for PRF and 0.49% for HYG.

PRF currently has the higher Sharpe Ratio (3.16 vs 1.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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