PRF vs. VOO
Compare and contrast key facts about Invesco FTSE RAFI US 1000 ETF (PRF) and Vanguard S&P 500 ETF (VOO).
PRF and VOO 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 FTSE RAFI US 1000 Index. It was launched on Dec 19, 2005. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both PRF and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRF or VOO.
Correlation
The correlation between PRF and VOO is 0.93, 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.
Performance
PRF vs. VOO - Performance Comparison
Key characteristics
PRF:
1.97
VOO:
2.21
PRF:
2.71
VOO:
2.92
PRF:
1.36
VOO:
1.41
PRF:
3.46
VOO:
3.34
PRF:
9.98
VOO:
14.07
PRF:
2.24%
VOO:
2.01%
PRF:
11.33%
VOO:
12.80%
PRF:
-60.35%
VOO:
-33.99%
PRF:
-2.60%
VOO:
-1.36%
Returns By Period
In the year-to-date period, PRF achieves a 3.07% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, PRF has underperformed VOO with an annualized return of 10.94%, while VOO has yielded a comparatively higher 13.37% annualized return.
PRF
3.07%
2.91%
7.19%
20.42%
12.39%
10.94%
VOO
1.98%
1.13%
8.46%
25.58%
14.35%
13.37%
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PRF vs. VOO - Expense Ratio Comparison
PRF has a 0.39% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
PRF vs. VOO — Risk-Adjusted Performance Rank
PRF
VOO
PRF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI US 1000 ETF (PRF) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
PRF's dividend yield for the trailing twelve months is around 1.73%, more than VOO's 1.22% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Invesco FTSE RAFI US 1000 ETF | 1.73% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% | 1.73% |
Vanguard S&P 500 ETF | 1.22% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
PRF vs. VOO - Drawdown Comparison
The maximum PRF drawdown since its inception was -60.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRF and VOO. For additional features, visit the drawdowns tool.
Volatility
PRF vs. VOO - Volatility Comparison
The current volatility for Invesco FTSE RAFI US 1000 ETF (PRF) is 4.54%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.05%. This indicates that PRF experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.