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QGRW vs. PRF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QGRW and PRF is 0.64, 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.


-0.50.00.51.00.6

Performance

QGRW vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) and Invesco FTSE RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%AugustSeptemberOctoberNovemberDecember2025
103.33%
34.48%
QGRW
PRF

Key characteristics

Sharpe Ratio

QGRW:

1.92

PRF:

1.46

Sortino Ratio

QGRW:

2.52

PRF:

2.06

Omega Ratio

QGRW:

1.34

PRF:

1.27

Calmar Ratio

QGRW:

2.57

PRF:

2.55

Martin Ratio

QGRW:

9.50

PRF:

8.05

Ulcer Index

QGRW:

3.93%

PRF:

2.03%

Daily Std Dev

QGRW:

19.46%

PRF:

11.18%

Max Drawdown

QGRW:

-14.54%

PRF:

-60.35%

Current Drawdown

QGRW:

-4.30%

PRF:

-5.72%

Returns By Period

In the year-to-date period, QGRW achieves a -0.08% return, which is significantly higher than PRF's -0.22% return.


QGRW

YTD

-0.08%

1M

-0.71%

6M

7.01%

1Y

39.03%

5Y*

N/A

10Y*

N/A

PRF

YTD

-0.22%

1M

-5.06%

6M

6.79%

1Y

17.37%

5Y*

11.98%

10Y*

10.68%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QGRW vs. PRF - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is lower than PRF's 0.39% expense ratio.


PRF
Invesco FTSE RAFI US 1000 ETF
Expense ratio chart for PRF: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for QGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

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.


Sharpe ratio
The chart of Sharpe ratio for QGRW, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.921.46
The chart of Sortino ratio for QGRW, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.0010.002.522.06
The chart of Omega ratio for QGRW, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.27
The chart of Calmar ratio for QGRW, currently valued at 2.57, compared to the broader market0.005.0010.0015.002.572.55
The chart of Martin ratio for QGRW, currently valued at 9.50, compared to the broader market0.0020.0040.0060.0080.00100.009.508.05
QGRW
PRF

The current QGRW Sharpe Ratio is 1.92, which is higher than the PRF Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of QGRW and PRF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.92
1.46
QGRW
PRF

Dividends

QGRW vs. PRF - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.14%, less than PRF's 1.78% yield.


TTM20242023202220212020201920182017201620152014
QGRW
WisdomTree U.S. Quality Growth Fund
0.14%0.14%0.11%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
1.78%1.78%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%1.73%

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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.30%
-5.72%
QGRW
PRF

Volatility

QGRW vs. PRF - Volatility Comparison

WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 5.81% compared to Invesco FTSE RAFI US 1000 ETF (PRF) at 3.55%. 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.81%
3.55%
QGRW
PRF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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