QGRW vs. PRF
Compare and contrast key facts about WisdomTree U.S. Quality Growth Fund (QGRW) and Invesco FTSE RAFI US 1000 ETF (PRF).
QGRW and PRF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022. 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. Both QGRW and PRF 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: QGRW or PRF.
Performance
QGRW vs. PRF - Performance Comparison
Returns By Period
In the year-to-date period, QGRW achieves a 31.74% return, which is significantly higher than PRF's 20.05% return.
QGRW
31.74%
2.99%
14.47%
38.31%
N/A
N/A
PRF
20.05%
1.73%
9.91%
28.53%
13.45%
10.81%
Key characteristics
| QGRW | PRF | |
|---|---|---|
| Sharpe Ratio | 2.02 | 2.58 |
| Sortino Ratio | 2.65 | 3.58 |
| Omega Ratio | 1.36 | 1.47 |
| Calmar Ratio | 2.62 | 4.80 |
| Martin Ratio | 9.75 | 16.78 |
| Ulcer Index | 3.91% | 1.68% |
| Daily Std Dev | 18.91% | 10.95% |
| Max Drawdown | -14.54% | -60.35% |
| Current Drawdown | -1.57% | -1.37% |
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QGRW vs. PRF - Expense Ratio Comparison
QGRW has a 0.28% expense ratio, which is lower than PRF's 0.39% expense ratio.
Correlation
The correlation between QGRW and PRF is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
QGRW vs. PRF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and Invesco FTSE RAFI US 1000 ETF (PRF). 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
QGRW vs. PRF - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.08%, less than PRF's 1.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRF Invesco FTSE RAFI US 1000 ETF | 1.68% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% | 1.73% | 1.56% |
Drawdowns
QGRW vs. PRF - Drawdown Comparison
The maximum QGRW drawdown since its inception was -14.54%, smaller than the maximum PRF drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for QGRW and PRF. For additional features, visit the drawdowns tool.
Volatility
QGRW vs. PRF - Volatility Comparison
WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 6.09% compared to Invesco FTSE RAFI US 1000 ETF (PRF) at 3.92%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.