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VTI vs. PRF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTI vs. PRF

Last updated Jun 16, 2026

VTI (Vanguard Total Stock Market ETF) and PRF (Invesco RAFI US 1000 ETF) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while PRF is a Large Cap Value Equities fund tracking the RAFI Fundamental Select US 1000 Index. Both are passively managed. Over the past 10 years, VTI returned 15.23%/yr vs 13.94%/yr for PRF. Their correlation of 0.94 suggests significant overlap in exposure. VTI charges 0.03%/yr vs 0.34%/yr for PRF.

Performance

VTI vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and Invesco RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTI achieves a 11.46% return, which is significantly lower than PRF's 16.44% return. Over the past 10 years, VTI has outperformed PRF with an annualized return of 15.23%, while PRF has yielded a comparatively lower 13.94% annualized return.

VTI

1D
1.68%
1M
2.70%
YTD
11.46%
6M
11.76%
1Y
28.40%
3Y*
20.94%
5Y*
12.71%
10Y*
15.23%

PRF

1D
0.68%
1M
4.19%
YTD
16.44%
6M
16.00%
1Y
34.32%
3Y*
20.74%
5Y*
13.06%
10Y*
13.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. PRF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTI
Vanguard Total Stock Market ETF		11.46%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%
PRF
Invesco RAFI US 1000 ETF		16.44%18.33%16.73%15.72%-7.79%31.12%7.78%27.42%-8.71%16.01%

Correlation

The correlation between VTI and PRF is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2005

0.94

The correlation between VTI and PRF has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

VTI vs. PRF - Sectors Allocation Comparison

Sectors
VTI
PRF

Technology

33.3%
23.1%

Financial Services

11.9%
15.4%

Communication Services

10.1%
9.4%

Consumer Cyclical

9.8%
8.7%

Industrials

9.5%
8.9%

Healthcare

9.1%
12.0%

Consumer Defensive

4.7%
6.0%

Energy

3.8%
7.9%

Utilities

2.7%
3.0%

Real Estate

2.4%
2.4%

Basic Materials

2.0%
3.3%

Technology

VTI
33.3%
PRF
23.1%

Financial Services

VTI
11.9%
PRF
15.4%

Communication Services

VTI
10.1%
PRF
9.4%

Consumer Cyclical

VTI
9.8%
PRF
8.7%

Industrials

VTI
9.5%
PRF
8.9%

Healthcare

VTI
9.1%
PRF
12.0%

Consumer Defensive

VTI
4.7%
PRF
6.0%

Energy

VTI
3.8%
PRF
7.9%

Utilities

VTI
2.7%
PRF
3.0%

Real Estate

VTI
2.4%
PRF
2.4%

Basic Materials

VTI
2.0%
PRF
3.3%

Compare stocks, funds, or ETFs

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

Vanguard Total Stock Market ETF

Invesco RAFI US 1000 ETF

Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ
Often compared with PRF:
PRF vs. SPYPRF vs. VOOPRF vs. RSPPRF vs. PFMPRF vs. VTVPRF vs. SCHDPRF vs. PXF

Return for Risk

VTI vs. PRF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTI
VTI Risk / Return Rank: 7777
Overall Rank
VTI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 7777
Sortino Ratio Rank
VTI Omega Ratio Rank: 7878
Omega Ratio Rank
VTI Calmar Ratio Rank: 7070
Calmar Ratio Rank
VTI Martin Ratio Rank: 8181
Martin Ratio Rank
PRF
PRF Risk / Return Rank: 9393
Overall Rank
PRF Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PRF Sortino Ratio Rank: 9494
Sortino Ratio Rank
PRF Omega Ratio Rank: 9393
Omega Ratio Rank
PRF Calmar Ratio Rank: 9191
Calmar Ratio Rank
PRF Martin Ratio Rank: 9393
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.

VTI vs. PRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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.

VTIPRFDifference
Sharpe ratioReturn per unit of total volatility
2.25
3.16

-0.91

Sortino ratioReturn per unit of downside risk
3.04
4.34

-1.30

Omega ratioGain probability vs. loss probability

1.41

1.58

-0.17

Calmar ratioReturn relative to maximum drawdown

3.20

5.23

-2.03

Martin ratioReturn relative to average drawdown

14.35

21.40

-7.05

VTI vs. PRF - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 2.25, which is comparable to the PRF Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of VTI and PRF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VTI vs. PRF - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum PRF drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for VTI and PRF.

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Drawdown Indicators

VTIPRFDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-60.35%

+4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-6.59%

-2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-15.82%

-3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-19.72%

-5.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-38.16%

+3.16%

Current Drawdown

Current decline from peak

-0.49%

0.00%

-0.49%

Average Drawdown

Average peak-to-trough decline

-8.02%

-6.92%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.61%

+0.37%

Volatility

VTI vs. PRF - Volatility Comparison

Vanguard Total Stock Market ETF (VTI) has a higher volatility of 4.74% compared to Invesco RAFI US 1000 ETF (PRF) at 3.64%. This indicates that VTI'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

VTIPRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

3.64%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

8.18%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

10.93%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

15.24%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

17.69%

+0.65%

VTI vs. PRF - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than PRF's 0.34% expense ratio.

Dividends

VTI vs. PRF - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.01%, less than PRF's 1.36% yield.

PositionTTM20252024202320222021202020192018201720162015
PRF
Invesco RAFI US 1000 ETF		1.36%1.59%1.78%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%
VTI
Vanguard Total Stock Market ETF		1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

VTI and PRF have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTI has higher volatility (4.74%) compared to PRF (3.64%). In terms of maximum drawdown, VTI dropped -55.45% vs PRF's -60.35%.

On 10-year performance, VTI leads with 15.23% vs 13.94% for PRF. On fees, VTI is cheaper at 0.03% per year. On volatility, PRF has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTI has performed better with a 15.23% return vs 13.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.34% for PRF.

PRF has the higher dividend yield at 1.36%, compared with 1.01% for VTI.

VTI is categorized as Large Cap Blend Equities, while PRF is Large Cap Value Equities. VTI tracks CRSP US Total Market Index, while PRF tracks RAFI Fundamental Select US 1000 Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.03% for VTI and 0.34% for PRF.

PRF currently has the higher Sharpe Ratio (3.16 vs 2.25), 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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