PRF vs. VTI
Compare and contrast key facts about Invesco FTSE RAFI US 1000 ETF (PRF) and Vanguard Total Stock Market ETF (VTI).
PRF and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both PRF and VTI 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 VTI.
Key characteristics
| PRF | VTI | |
|---|---|---|
| YTD Return | 21.09% | 26.35% |
| 1Y Return | 35.20% | 40.48% |
| 3Y Return (Ann) | 9.35% | 8.68% |
| 5Y Return (Ann) | 13.59% | 15.37% |
| 10Y Return (Ann) | 11.04% | 12.90% |
| Sharpe Ratio | 3.06 | 3.10 |
| Sortino Ratio | 4.25 | 4.13 |
| Omega Ratio | 1.57 | 1.58 |
| Calmar Ratio | 5.27 | 4.21 |
| Martin Ratio | 20.48 | 20.25 |
| Ulcer Index | 1.67% | 1.94% |
| Daily Std Dev | 11.18% | 12.68% |
| Max Drawdown | -60.35% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PRF and VTI is 0.95, 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. VTI - Performance Comparison
In the year-to-date period, PRF achieves a 21.09% return, which is significantly lower than VTI's 26.35% return. Over the past 10 years, PRF has underperformed VTI with an annualized return of 11.04%, while VTI has yielded a comparatively higher 12.90% 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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PRF vs. VTI - Expense Ratio Comparison
PRF has a 0.39% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
PRF vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI US 1000 ETF (PRF) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
PRF's dividend yield for the trailing twelve months is around 1.67%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRF Invesco FTSE RAFI US 1000 ETF | 1.67% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% | 1.73% | 1.56% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PRF vs. VTI - Drawdown Comparison
The maximum PRF drawdown since its inception was -60.35%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PRF and VTI. For additional features, visit the drawdowns tool.
Volatility
PRF vs. VTI - Volatility Comparison
Invesco FTSE RAFI US 1000 ETF (PRF) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.01% and 4.11%, 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.