TGLS vs. PRF
TGLS (Tecnoglass Inc.) is a stock, while PRF (Invesco RAFI US 1000 ETF) is Large Cap Value Equities fund tracking the RAFI Fundamental Select US 1000 Index. Over the past 10 years, TGLS returned 18.23%/yr vs 13.72%/yr for PRF. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
TGLS vs. PRF - Performance Comparison
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Returns By Period
In the year-to-date period, TGLS achieves a -13.09% return, which is significantly lower than PRF's 17.55% return. Over the past 10 years, TGLS has outperformed PRF with an annualized return of 18.23%, while PRF has yielded a comparatively lower 13.72% annualized return.
TGLS
- 1D
- -0.34%
- 1M
- -4.78%
- 6M
- -10.58%
- YTD
- -13.09%
- 1Y
- -41.78%
- 3Y*
- -2.17%
- 5Y*
- 18.77%
- 10Y*
- 18.23%
- ALL TIME*
- 13.09%
PRF
- 1D
- 0.18%
- 1M
- 0.92%
- 6M
- 12.98%
- YTD
- 17.55%
- 1Y
- 32.29%
- 3Y*
- 19.41%
- 5Y*
- 13.29%
- 10Y*
- 13.72%
- ALL TIME*
- 10.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.68M | $16.08M | $23.03M | |
TGLS Tecnoglass Inc. | $10.82M | $10.19M | $12.85M |
TGLS vs. PRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGLS Tecnoglass Inc. | -13.09% | -35.98% | 74.88% | 49.86% | 18.91% | 281.83% | -14.53% | 10.03% | 15.12% | -36.04% |
PRF Invesco RAFI US 1000 ETF | 17.55% | 18.33% | 16.73% | 15.72% | -7.79% | 31.12% | 7.78% | 27.42% | -8.71% | 16.01% |
Correlation
The correlation between TGLS and PRF is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 10, 2012 | 0.31 |
The correlation between TGLS and PRF shifts across timeframes, from 0.31 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TGLS vs. PRF — Risk / Return Rank
TGLS
PRF
TGLS vs. PRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tecnoglass Inc. (TGLS) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TGLS | PRF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.93 | ||
| Sortino ratioReturn per unit of downside risk | -5.52 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.52 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 4.66 | -5.47 |
| Martin ratioReturn relative to average drawdown | -1.13 | 19.49 | -20.62 |
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Drawdowns
TGLS vs. PRF - Drawdown Comparison
The maximum TGLS drawdown since its inception was -81.32%, which is greater than PRF's maximum drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for TGLS and PRF.
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Drawdown Indicators
| TGLS | PRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.32% | -60.35% | -20.97% |
Max Drawdown (1Y)Largest decline over 1 year | -53.83% | -6.59% | -47.24% |
Max Drawdown (3Y)Largest decline over 3 years | -56.55% | -15.82% | -40.73% |
Max Drawdown (5Y)Largest decline over 5 years | -56.55% | -19.72% | -36.83% |
Max Drawdown (10Y)Largest decline over 10 years | -77.98% | -38.16% | -39.82% |
Current DrawdownCurrent decline from peak | -50.19% | -0.31% | -49.88% |
Average DrawdownAverage peak-to-trough decline | -23.25% | -6.88% | -16.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.74% | 1.57% | +37.17% |
Volatility
TGLS vs. PRF - Volatility Comparison
Tecnoglass Inc. (TGLS) has a higher volatility of 12.17% compared to Invesco RAFI US 1000 ETF (PRF) at 2.38%. This indicates that TGLS'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.
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Volatility by Period
| TGLS | PRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.17% | 2.38% | +9.79% |
Volatility (6M)Calculated over the trailing 6-month period | 29.77% | 7.95% | +21.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.21% | 10.85% | +29.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.19% | 15.10% | +38.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.34% | 17.59% | +36.75% |
Dividends
TGLS vs. PRF - Dividend Comparison
TGLS's dividend yield for the trailing twelve months is around 1.38%, more than PRF's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRF Invesco RAFI US 1000 ETF | 1.35% | 1.59% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% |
TGLS Tecnoglass Inc. | 1.38% | 1.19% | 0.61% | 0.79% | 0.91% | 0.56% | 1.59% | 6.79% | 5.20% | 7.21% | 2.04% | 0.00% |
Frequently Asked Questions
TGLS and PRF have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGLS has higher volatility (12.17%) compared to PRF (2.38%). In terms of maximum drawdown, TGLS dropped -81.32% vs PRF's -60.35%.
PRF currently has the higher Sharpe Ratio (2.84 vs -1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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