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

Correlation

The correlation between RECS and PRF is 0.84, 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.


-0.50.00.51.00.8

Performance

RECS vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Core ETF (RECS) and Invesco FTSE RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
10.79%
9.18%
RECS
PRF

Key characteristics

Sharpe Ratio

RECS:

1.97

PRF:

1.73

Sortino Ratio

RECS:

2.64

PRF:

2.43

Omega Ratio

RECS:

1.37

PRF:

1.32

Calmar Ratio

RECS:

3.01

PRF:

2.97

Martin Ratio

RECS:

12.28

PRF:

8.44

Ulcer Index

RECS:

1.96%

PRF:

2.27%

Daily Std Dev

RECS:

12.22%

PRF:

11.08%

Max Drawdown

RECS:

-34.29%

PRF:

-60.35%

Current Drawdown

RECS:

0.00%

PRF:

-0.19%

Returns By Period

In the year-to-date period, RECS achieves a 4.33% return, which is significantly lower than PRF's 5.63% return.


RECS

YTD

4.33%

1M

2.15%

6M

10.02%

1Y

25.36%

5Y*

15.69%

10Y*

N/A

PRF

YTD

5.63%

1M

2.48%

6M

8.90%

1Y

19.92%

5Y*

13.03%

10Y*

10.89%

*Annualized

Compare stocks, funds, or ETFs

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


RECS vs. PRF - Expense Ratio Comparison

RECS has a 0.15% 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 RECS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

RECS vs. PRF — Risk-Adjusted Performance Rank

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

RECS
The Risk-Adjusted Performance Rank of RECS is 8080
Overall Rank
The Sharpe Ratio Rank of RECS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of RECS is 7878
Sortino Ratio Rank
The Omega Ratio Rank of RECS is 8080
Omega Ratio Rank
The Calmar Ratio Rank of RECS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of RECS is 8383
Martin Ratio Rank

PRF
The Risk-Adjusted Performance Rank of PRF is 7373
Overall Rank
The Sharpe Ratio Rank of PRF is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of PRF is 7171
Sortino Ratio Rank
The Omega Ratio Rank of PRF is 7171
Omega Ratio Rank
The Calmar Ratio Rank of PRF is 8181
Calmar Ratio Rank
The Martin Ratio Rank of PRF is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RECS vs. PRF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Core ETF (RECS) 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 RECS, currently valued at 1.97, compared to the broader market0.002.004.001.971.73
The chart of Sortino ratio for RECS, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.0010.0012.002.642.43
The chart of Omega ratio for RECS, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.371.32
The chart of Calmar ratio for RECS, currently valued at 3.01, compared to the broader market0.005.0010.0015.003.012.97
The chart of Martin ratio for RECS, currently valued at 12.28, compared to the broader market0.0020.0040.0060.0080.00100.0012.288.44
RECS
PRF

The current RECS Sharpe Ratio is 1.97, which is comparable to the PRF Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of RECS 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 Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.97
1.73
RECS
PRF

Dividends

RECS vs. PRF - Dividend Comparison

RECS's dividend yield for the trailing twelve months is around 1.05%, less than PRF's 1.69% yield.


TTM20242023202220212020201920182017201620152014
RECS
Columbia Research Enhanced Core ETF
1.05%1.09%1.00%1.41%20.65%1.09%0.49%0.00%0.00%0.00%0.00%0.00%
PRF
Invesco FTSE RAFI US 1000 ETF
1.69%1.78%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%1.73%

Drawdowns

RECS vs. PRF - Drawdown Comparison

The maximum RECS drawdown since its inception was -34.29%, smaller than the maximum PRF drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for RECS and PRF. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.19%
RECS
PRF

Volatility

RECS vs. PRF - Volatility Comparison

Columbia Research Enhanced Core ETF (RECS) has a higher volatility of 3.02% compared to Invesco FTSE RAFI US 1000 ETF (PRF) at 2.36%. This indicates that RECS'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%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.02%
2.36%
RECS
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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