PRN vs. VOO
Compare and contrast key facts about Invesco DWA Industrials Momentum ETF (PRN) and Vanguard S&P 500 ETF (VOO).
PRN and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRN is a passively managed fund by Invesco that tracks the performance of the DWA Industrials Technical Leaders Index. It was launched on Oct 12, 2006. 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 PRN 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.
Performance
PRN vs. VOO - Performance Comparison
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PRN vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, PRN achieves a 11.43% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, PRN has outperformed VOO with an annualized return of 16.07%, while VOO has yielded a comparatively lower 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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PRN vs. VOO - Expense Ratio Comparison
PRN has a 0.60% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
PRN vs. VOO — Risk / Return Rank
PRN
VOO
PRN vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Industrials Momentum ETF (PRN) 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.
| PRN | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 0.98 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.50 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.93 | 1.53 | +1.39 |
Martin ratioReturn relative to average drawdown | 9.21 | 7.29 | +1.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRN | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 0.98 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.70 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.78 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.83 | -0.36 |
Correlation
The correlation between PRN and VOO is 0.81, 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. VOO - Dividend Comparison
PRN's dividend yield for the trailing twelve months is around 0.15%, less than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
PRN vs. VOO - Drawdown Comparison
The maximum PRN drawdown since its inception was -59.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRN and VOO.
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Drawdown Indicators
| PRN | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.88% | -33.99% | -25.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -11.98% | -2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -24.52% | -10.32% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -33.99% | -2.28% |
Current DrawdownCurrent decline from peak | -9.19% | -6.29% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -10.92% | -3.72% | -7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 2.52% | +1.98% |
Volatility
PRN vs. VOO - Volatility Comparison
Invesco DWA Industrials Momentum ETF (PRN) has a higher volatility of 11.84% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that PRN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRN | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.84% | 5.29% | +6.55% |
Volatility (6M)Calculated over the trailing 6-month period | 23.05% | 9.44% | +13.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.04% | 18.10% | +10.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.60% | 16.82% | +7.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 17.99% | +5.79% |