PRF vs. JANRX
Compare and contrast key facts about Invesco RAFI US 1000 ETF (PRF) and Janus Henderson Global Select Fund (JANRX).
PRF is a passively managed fund by Invesco that tracks the performance of the RAFI Fundamental Select US 1000 Index. It was launched on Dec 19, 2005. JANRX is managed by Janus Henderson. It was launched on Jun 29, 2000.
Performance
PRF vs. JANRX - Performance Comparison
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PRF vs. JANRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRF Invesco RAFI US 1000 ETF | 1.70% | 18.33% | 16.73% | 15.72% | -7.79% | 31.12% | 7.78% | 27.42% | -8.71% | 16.01% |
JANRX Janus Henderson Global Select Fund | -3.93% | 19.49% | 17.21% | 17.41% | -9.94% | 15.96% | 16.14% | 27.43% | -9.80% | 31.08% |
Returns By Period
In the year-to-date period, PRF achieves a 1.70% return, which is significantly higher than JANRX's -3.93% return. Both investments have delivered pretty close results over the past 10 years, with PRF having a 12.62% annualized return and JANRX not far behind at 12.00%.
PRF
- 1D
- 2.15%
- 1M
- -4.01%
- YTD
- 1.70%
- 6M
- 5.97%
- 1Y
- 19.57%
- 3Y*
- 16.95%
- 5Y*
- 11.26%
- 10Y*
- 12.62%
JANRX
- 1D
- -0.38%
- 1M
- -9.63%
- YTD
- -3.93%
- 6M
- -2.77%
- 1Y
- 17.75%
- 3Y*
- 14.31%
- 5Y*
- 9.29%
- 10Y*
- 12.00%
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PRF vs. JANRX - Expense Ratio Comparison
PRF has a 0.34% expense ratio, which is lower than JANRX's 0.82% expense ratio.
Return for Risk
PRF vs. JANRX — Risk / Return Rank
PRF
JANRX
PRF vs. JANRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US 1000 ETF (PRF) and Janus Henderson Global Select Fund (JANRX). 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.
| PRF | JANRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.05 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.52 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.13 | +0.59 |
Martin ratioReturn relative to average drawdown | 8.13 | 5.45 | +2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRF | JANRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.05 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.58 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.67 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.26 | +0.20 |
Correlation
The correlation between PRF and JANRX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PRF vs. JANRX - Dividend Comparison
PRF's dividend yield for the trailing twelve months is around 1.56%, less than JANRX's 11.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRF Invesco RAFI US 1000 ETF | 1.56% | 1.59% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% |
JANRX Janus Henderson Global Select Fund | 11.14% | 10.71% | 10.44% | 8.62% | 2.81% | 13.04% | 5.11% | 4.37% | 17.07% | 0.86% | 1.14% | 1.08% |
Drawdowns
PRF vs. JANRX - Drawdown Comparison
The maximum PRF drawdown since its inception was -60.35%, smaller than the maximum JANRX drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for PRF and JANRX.
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Drawdown Indicators
| PRF | JANRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -63.94% | +3.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.03% | -12.43% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -19.72% | -23.48% | +3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -38.16% | -39.17% | +1.01% |
Current DrawdownCurrent decline from peak | -4.58% | -9.67% | +5.09% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -17.90% | +10.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.58% | -0.04% |
Volatility
PRF vs. JANRX - Volatility Comparison
Invesco RAFI US 1000 ETF (PRF) and Janus Henderson Global Select Fund (JANRX) have volatilities of 4.26% and 4.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRF | JANRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.48% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 8.32% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 15.81% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 16.05% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 17.92% | -0.23% |