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QUVU vs. PRF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUVU vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Quality Value ETF (QUVU) and Invesco RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

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QUVU vs. PRF - Yearly Performance Comparison


2026 (YTD)202520242023
QUVU
Hartford Quality Value ETF
0.14%14.54%9.83%8.32%
PRF
Invesco RAFI US 1000 ETF
2.41%18.33%16.73%10.44%

Returns By Period

In the year-to-date period, QUVU achieves a 0.14% return, which is significantly lower than PRF's 2.41% return.


QUVU

1D
0.16%
1M
-3.68%
YTD
0.14%
6M
5.12%
1Y
10.79%
3Y*
5Y*
10Y*

PRF

1D
0.21%
1M
-2.18%
YTD
2.41%
6M
6.33%
1Y
19.66%
3Y*
17.04%
5Y*
11.41%
10Y*
12.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QUVU vs. PRF - Expense Ratio Comparison

QUVU has a 0.45% expense ratio, which is higher than PRF's 0.34% expense ratio.


Return for Risk

QUVU vs. PRF — Risk / Return Rank

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

QUVU
QUVU Risk / Return Rank: 3535
Overall Rank
QUVU Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
QUVU Sortino Ratio Rank: 3535
Sortino Ratio Rank
QUVU Omega Ratio Rank: 3535
Omega Ratio Rank
QUVU Calmar Ratio Rank: 3333
Calmar Ratio Rank
QUVU Martin Ratio Rank: 3636
Martin Ratio Rank

PRF
PRF Risk / Return Rank: 6565
Overall Rank
PRF Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PRF Sortino Ratio Rank: 6565
Sortino Ratio Rank
PRF Omega Ratio Rank: 6969
Omega Ratio Rank
PRF Calmar Ratio Rank: 5757
Calmar Ratio Rank
PRF Martin Ratio Rank: 6868
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.

QUVU vs. PRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Quality Value ETF (QUVU) and Invesco 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.


QUVUPRFDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.23

-0.48

Sortino ratio

Return per unit of downside risk

1.11

1.75

-0.65

Omega ratio

Gain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratio

Return relative to maximum drawdown

1.09

1.69

-0.60

Martin ratio

Return relative to average drawdown

4.28

7.94

-3.67

QUVU vs. PRF - Sharpe Ratio Comparison

The current QUVU Sharpe Ratio is 0.74, which is lower than the PRF Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of QUVU 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.


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Sharpe Ratios by Period


QUVUPRFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.23

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.45

+0.65

Correlation

The correlation between QUVU and PRF is 0.92, 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

QUVU vs. PRF - Dividend Comparison

QUVU's dividend yield for the trailing twelve months is around 1.97%, more than PRF's 1.55% yield.


TTM20252024202320222021202020192018201720162015
QUVU
Hartford Quality Value ETF
1.97%1.97%3.91%2.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRF
Invesco RAFI US 1000 ETF
1.55%1.59%1.78%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%

Drawdowns

QUVU vs. PRF - Drawdown Comparison

The maximum QUVU drawdown since its inception was -13.11%, smaller than the maximum PRF drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for QUVU and PRF.


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Drawdown Indicators


QUVUPRFDifference

Max Drawdown

Largest peak-to-trough decline

-13.11%

-60.35%

+47.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-7.81%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

Current Drawdown

Current decline from peak

-5.04%

-3.92%

-1.12%

Average Drawdown

Average peak-to-trough decline

-2.05%

-6.98%

+4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.57%

+0.08%

Volatility

QUVU vs. PRF - Volatility Comparison

Hartford Quality Value ETF (QUVU) and Invesco RAFI US 1000 ETF (PRF) have volatilities of 4.07% and 4.15%, 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.


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Volatility by Period


QUVUPRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

4.15%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

8.36%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

16.13%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.32%

15.21%

-2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.32%

17.68%

-5.36%