PRF vs. TGLS
Compare and contrast key facts about Invesco FTSE RAFI US 1000 ETF (PRF) and Tecnoglass Inc. (TGLS).
PRF is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI US 1000 Index. It was launched on Dec 19, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRF or TGLS.
Key characteristics
| PRF | TGLS | |
|---|---|---|
| YTD Return | 21.72% | 74.66% |
| 1Y Return | 34.17% | 142.33% |
| 3Y Return (Ann) | 9.55% | 36.60% |
| 5Y Return (Ann) | 13.83% | 60.00% |
| 10Y Return (Ann) | 11.12% | 26.29% |
| Sharpe Ratio | 3.22 | 3.11 |
| Sortino Ratio | 4.46 | 3.87 |
| Omega Ratio | 1.60 | 1.50 |
| Calmar Ratio | 6.11 | 3.83 |
| Martin Ratio | 21.52 | 16.34 |
| Ulcer Index | 1.67% | 9.04% |
| Daily Std Dev | 11.11% | 47.57% |
| Max Drawdown | -60.35% | -81.32% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PRF and TGLS is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PRF vs. TGLS - Performance Comparison
In the year-to-date period, PRF achieves a 21.72% return, which is significantly lower than TGLS's 74.66% return. Over the past 10 years, PRF has underperformed TGLS with an annualized return of 11.12%, while TGLS has yielded a comparatively higher 26.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PRF vs. TGLS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI US 1000 ETF (PRF) and Tecnoglass Inc. (TGLS). 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.
Dividends
PRF vs. TGLS - Dividend Comparison
PRF's dividend yield for the trailing twelve months is around 1.66%, more than TGLS's 0.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRF Invesco FTSE RAFI US 1000 ETF | 1.66% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% | 1.73% | 1.56% |
TGLS Tecnoglass Inc. | 0.53% | 0.79% | 0.91% | 0.57% | 1.62% | 6.79% | 5.20% | 7.21% | 2.04% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRF vs. TGLS - Drawdown Comparison
The maximum PRF drawdown since its inception was -60.35%, smaller than the maximum TGLS drawdown of -81.32%. Use the drawdown chart below to compare losses from any high point for PRF and TGLS. For additional features, visit the drawdowns tool.
Volatility
PRF vs. TGLS - Volatility Comparison
The current volatility for Invesco FTSE RAFI US 1000 ETF (PRF) is 3.93%, while Tecnoglass Inc. (TGLS) has a volatility of 14.41%. This indicates that PRF experiences smaller price fluctuations and is considered to be less risky than TGLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.