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Invesco Dividend Achievers™ ETF (PFM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46137V5066

CUSIP

46137V506

Issuer

Invesco

Inception Date

Sep 15, 2005

Region

North America (U.S.)

Leveraged

1x

Index Tracked

NASDAQ US Broad Dividend Achievers Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
PFM vs. VBMFX PFM vs. SCHD PFM vs. PHO PFM vs. AVLV PFM vs. PRF PFM vs. VYM PFM vs. VIG PFM vs. VOO PFM vs. EDIV PFM vs. SPY
Popular comparisons:
PFM vs. VBMFX PFM vs. SCHD PFM vs. PHO PFM vs. AVLV PFM vs. PRF PFM vs. VYM PFM vs. VIG PFM vs. VOO PFM vs. EDIV PFM vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Dividend Achievers™ ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.64%
12.93%
PFM (Invesco Dividend Achievers™ ETF)
Benchmark (^GSPC)

Returns By Period

Invesco Dividend Achievers™ ETF had a return of 20.05% year-to-date (YTD) and 25.85% in the last 12 months. Over the past 10 years, Invesco Dividend Achievers™ ETF had an annualized return of 10.31%, while the S&P 500 had an annualized return of 11.16%, indicating that Invesco Dividend Achievers™ ETF did not perform as well as the benchmark.


PFM

YTD

20.05%

1M

0.87%

6M

12.64%

1Y

25.85%

5Y (annualized)

11.81%

10Y (annualized)

10.31%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of PFM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.10%2.78%3.15%-3.95%3.39%1.38%4.27%3.24%1.73%-1.65%20.05%
20232.41%-3.05%1.46%2.05%-3.08%6.10%2.22%-1.82%-4.34%-1.64%7.29%4.02%11.41%
2022-3.67%-2.40%3.44%-4.38%0.72%-6.31%6.29%-3.44%-8.26%10.51%6.21%-3.31%-6.23%
2021-2.40%1.65%6.45%3.77%1.63%-0.11%2.45%1.72%-4.42%6.34%-1.83%6.39%23.08%
2020-0.20%-9.12%-10.83%10.56%4.15%-0.11%4.24%5.34%-1.79%-2.18%9.42%2.00%9.53%
20195.75%4.29%1.93%3.11%-5.06%6.49%1.58%0.09%1.93%-0.20%2.10%2.54%26.89%
20183.42%-5.78%-1.18%-0.44%1.19%1.07%4.17%1.87%1.60%-4.47%3.16%-8.40%-4.58%
20170.68%3.54%-0.28%0.80%1.48%-0.23%1.37%-0.65%1.90%1.79%4.35%1.74%17.65%
2016-1.12%0.84%6.56%-0.28%1.43%3.62%1.94%-1.04%-0.27%-2.25%2.39%1.95%14.32%
2015-3.23%4.12%-2.23%0.52%0.09%-2.75%1.26%-5.10%-1.75%7.26%-0.00%-0.68%-3.05%
2014-4.57%3.89%2.19%1.94%1.17%1.90%-2.57%3.47%-1.09%2.06%2.49%0.10%11.18%
20136.06%1.52%3.76%1.89%0.11%-1.24%5.06%-4.02%2.54%4.59%1.75%1.51%25.71%

Expense Ratio

PFM features an expense ratio of 0.53%, falling within the medium range.


Expense ratio chart for PFM: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of PFM is 87, placing it in the top 13% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PFM is 8787
Combined Rank
The Sharpe Ratio Rank of PFM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of PFM is 8686
Sortino Ratio Rank
The Omega Ratio Rank of PFM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of PFM is 9494
Calmar Ratio Rank
The Martin Ratio Rank of PFM is 8686
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Dividend Achievers™ ETF (PFM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PFM, currently valued at 2.72, compared to the broader market0.002.004.002.722.54
The chart of Sortino ratio for PFM, currently valued at 3.78, compared to the broader market-2.000.002.004.006.008.0010.0012.003.783.40
The chart of Omega ratio for PFM, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.47
The chart of Calmar ratio for PFM, currently valued at 5.38, compared to the broader market0.005.0010.0015.005.383.66
The chart of Martin ratio for PFM, currently valued at 18.09, compared to the broader market0.0020.0040.0060.0080.00100.0018.0916.26
PFM
^GSPC

The current Invesco Dividend Achievers™ ETF Sharpe ratio is 2.72. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Dividend Achievers™ ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.72
2.54
PFM (Invesco Dividend Achievers™ ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Dividend Achievers™ ETF provided a 1.59% dividend yield over the last twelve months, with an annual payout of $0.75 per share. The fund has been increasing its distributions for 6 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.75$0.74$0.71$0.67$0.63$0.60$0.56$0.45$0.59$0.49$0.42$0.37

Dividend yield

1.59%1.86%1.95%1.69%1.92%1.94%2.27%1.70%2.56%2.36%1.93%1.87%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Dividend Achievers™ ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.17$0.00$0.00$0.55
2023$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.21$0.74
2022$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.18$0.71
2021$0.00$0.00$0.13$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.20$0.67
2020$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.14$0.00$0.00$0.17$0.63
2019$0.00$0.00$0.10$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.17$0.60
2018$0.00$0.00$0.09$0.00$0.00$0.18$0.00$0.00$0.15$0.00$0.00$0.15$0.56
2017$0.00$0.00$0.02$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.15$0.45
2016$0.00$0.00$0.07$0.00$0.00$0.15$0.00$0.00$0.13$0.00$0.00$0.23$0.59
2015$0.00$0.00$0.07$0.00$0.00$0.15$0.00$0.00$0.12$0.00$0.00$0.15$0.49
2014$0.00$0.00$0.07$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.13$0.42
2013$0.06$0.00$0.00$0.12$0.00$0.00$0.08$0.00$0.00$0.11$0.37

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.59%
-0.88%
PFM (Invesco Dividend Achievers™ ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Dividend Achievers™ ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Dividend Achievers™ ETF was 53.21%, occurring on Mar 9, 2009. Recovery took 862 trading sessions.

The current Invesco Dividend Achievers™ ETF drawdown is 0.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.21%Oct 10, 2007355Mar 9, 2009862Aug 7, 20121217
-32.23%Feb 18, 202025Mar 23, 2020114Sep 2, 2020139
-17.82%Jan 5, 2022186Sep 30, 2022200Jul 20, 2023386
-15.1%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-13.07%Dec 30, 2014165Aug 25, 2015141Mar 17, 2016306

Volatility

Volatility Chart

The current Invesco Dividend Achievers™ ETF volatility is 3.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.40%
3.96%
PFM (Invesco Dividend Achievers™ ETF)
Benchmark (^GSPC)