PRF vs. LVDS

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco RAFI US 1000 ETF (PRF) and JPMorgan Fundamental Data Science Large Value ETF (LVDS).

PRF and LVDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025.

Performance

PRF vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI US 1000 ETF (PRF) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

PRF vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
PRF Invesco RAFI US 1000 ETF	1.70%	10.41%
LVDS JPMorgan Fundamental Data Science Large Value ETF	1.98%	7.24%

Returns By Period

In the year-to-date period, PRF achieves a 1.70% return, which is significantly lower than LVDS's 1.98% return.

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%

LVDS

• 1D: 1.91%
• 1M: -4.50%
• YTD: 1.98%
• 6M: 5.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRF vs. LVDS - Expense Ratio Comparison

PRF has a 0.34% expense ratio, which is higher than LVDS's 0.30% expense ratio.

PRF

Invesco RAFI US 1000 ETF

LVDS

JPMorgan Fundamental Data Science Large Value ETF

Return for Risk

PRF vs. LVDS — Risk / Return Rank

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

PRF

PRF Risk / Return Rank: 74
PRF Sharpe Ratio Rank: 72
PRF Sortino Ratio Rank: 72
PRF Omega Ratio Rank: 75
PRF Calmar Ratio Rank: 70
PRF Martin Ratio Rank: 79

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. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US 1000 ETF (PRF) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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	LVDS	Difference
Sharpe ratio Return per unit of total volatility	1.22	—	—
Sortino ratio Return per unit of downside risk	1.75	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	1.72	—	—
Martin ratio Return relative to average drawdown	8.13	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PRF	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.22	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	1.30	-0.85

Correlation

The correlation between PRF and LVDS is 0.96, 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. LVDS - Dividend Comparison

PRF's dividend yield for the trailing twelve months is around 1.56%, less than LVDS's 8.42% 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%
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.42%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PRF vs. LVDS - Drawdown Comparison

The maximum PRF drawdown since its inception was -60.35%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for PRF and LVDS.

Drawdown Indicators

	PRF	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-60.35%	-6.64%	-53.71%
Max Drawdown (1Y) Largest decline over 1 year	-12.03%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.72%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.16%	—	—
Current Drawdown Current decline from peak	-4.58%	-4.86%	+0.28%
Average Drawdown Average peak-to-trough decline	-6.98%	-1.04%	-5.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.54%	—	—

Volatility

Volatility by Period

	PRF	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.26%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.14%	10.29%	+5.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.22%	10.29%	+4.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.69%	10.29%	+7.40%