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PRN vs. VIS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRN vs. VIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Industrials Momentum ETF (PRN) and Vanguard Industrials ETF (VIS). The values are adjusted to include any dividend payments, if applicable.

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PRN vs. VIS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRN
Invesco DWA Industrials Momentum ETF
11.43%13.74%30.35%37.96%-25.09%25.21%36.39%34.52%-16.19%22.82%
VIS
Vanguard Industrials ETF
4.90%18.57%16.85%22.50%-8.57%20.80%12.34%30.09%-14.01%21.47%

Returns By Period

In the year-to-date period, PRN achieves a 11.43% return, which is significantly higher than VIS's 4.90% return. Over the past 10 years, PRN has outperformed VIS with an annualized return of 16.07%, while VIS has yielded a comparatively lower 13.16% annualized return.


PRN

1D
4.68%
1M
-6.37%
YTD
11.43%
6M
12.60%
1Y
41.50%
3Y*
27.45%
5Y*
13.99%
10Y*
16.07%

VIS

1D
3.42%
1M
-8.44%
YTD
4.90%
6M
5.93%
1Y
27.43%
3Y*
19.38%
5Y*
11.84%
10Y*
13.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRN vs. VIS - Expense Ratio Comparison

PRN has a 0.60% expense ratio, which is higher than VIS's 0.10% expense ratio.


Return for Risk

PRN vs. VIS — Risk / Return Rank

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

PRN
PRN Risk / Return Rank: 8080
Overall Rank
PRN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PRN Sortino Ratio Rank: 7777
Sortino Ratio Rank
PRN Omega Ratio Rank: 7272
Omega Ratio Rank
PRN Calmar Ratio Rank: 8989
Calmar Ratio Rank
PRN Martin Ratio Rank: 8383
Martin Ratio Rank

VIS
VIS Risk / Return Rank: 7979
Overall Rank
VIS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VIS Sortino Ratio Rank: 7979
Sortino Ratio Rank
VIS Omega Ratio Rank: 7575
Omega Ratio Rank
VIS Calmar Ratio Rank: 8383
Calmar Ratio Rank
VIS Martin Ratio Rank: 8282
Martin Ratio Rank
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.

PRN vs. VIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Industrials Momentum ETF (PRN) and Vanguard Industrials ETF (VIS). 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.


PRNVISDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.35

+0.09

Sortino ratio

Return per unit of downside risk

1.94

1.95

-0.01

Omega ratio

Gain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratio

Return relative to maximum drawdown

2.93

2.23

+0.70

Martin ratio

Return relative to average drawdown

9.21

8.80

+0.41

PRN vs. VIS - Sharpe Ratio Comparison

The current PRN Sharpe Ratio is 1.44, which is comparable to the VIS Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of PRN and VIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRNVISDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.35

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.65

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.65

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.50

-0.03

Correlation

The correlation between PRN and VIS is 0.88, 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

PRN vs. VIS - Dividend Comparison

PRN's dividend yield for the trailing twelve months is around 0.15%, less than VIS's 0.97% yield.


TTM20252024202320222021202020192018201720162015
PRN
Invesco DWA Industrials Momentum ETF
0.15%0.17%0.39%0.52%0.82%0.11%0.10%0.42%0.29%0.60%0.57%0.44%
VIS
Vanguard Industrials ETF
0.97%1.01%1.23%1.36%1.52%1.11%1.38%1.68%1.90%1.60%1.81%1.94%

Drawdowns

PRN vs. VIS - Drawdown Comparison

The maximum PRN drawdown since its inception was -59.88%, smaller than the maximum VIS drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for PRN and VIS.


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Drawdown Indicators


PRNVISDifference

Max Drawdown

Largest peak-to-trough decline

-59.88%

-63.51%

+3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-12.63%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-34.84%

-22.96%

-11.88%

Max Drawdown (10Y)

Largest decline over 10 years

-36.27%

-42.42%

+6.15%

Current Drawdown

Current decline from peak

-9.19%

-9.29%

+0.10%

Average Drawdown

Average peak-to-trough decline

-10.92%

-8.42%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

3.20%

+1.30%

Volatility

PRN vs. VIS - Volatility Comparison

Invesco DWA Industrials Momentum ETF (PRN) has a higher volatility of 11.84% compared to Vanguard Industrials ETF (VIS) at 7.06%. This indicates that PRN's price experiences larger fluctuations and is considered to be riskier than VIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRNVISDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.84%

7.06%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

23.05%

12.65%

+10.40%

Volatility (1Y)

Calculated over the trailing 1-year period

29.04%

20.47%

+8.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.60%

18.18%

+6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

20.33%

+3.45%