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ACGR vs. PFM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACGR vs. PFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Large Cap Growth ETF (ACGR) and Invesco Dividend Achievers™ ETF (PFM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ACGR having a 8.73% return and PFM slightly lower at 8.42%.


ACGR

1D
-0.45%
1M
7.07%
YTD
8.73%
6M
8.10%
1Y
26.66%
3Y*
21.94%
5Y*
15.34%
10Y*

PFM

1D
0.70%
1M
2.91%
YTD
8.42%
6M
8.74%
1Y
20.61%
3Y*
16.39%
5Y*
10.77%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACGR vs. PFM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ACGR
American Century Large Cap Growth ETF
8.73%14.50%26.66%43.24%-30.13%39.24%11.27%
PFM
Invesco Dividend Achievers™ ETF
8.42%14.00%16.87%11.40%-6.22%23.08%7.05%

Correlation

The correlation between ACGR and PFM is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.64

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2020

0.62

The correlation between ACGR and PFM shifts across timeframes, from 0.59 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ACGR vs. PFM — Risk / Return Rank

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

ACGR
ACGR Risk / Return Rank: 4343
Overall Rank
ACGR Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ACGR Sortino Ratio Rank: 4848
Sortino Ratio Rank
ACGR Omega Ratio Rank: 4646
Omega Ratio Rank
ACGR Calmar Ratio Rank: 3434
Calmar Ratio Rank
ACGR Martin Ratio Rank: 3737
Martin Ratio Rank

PFM
PFM Risk / Return Rank: 6464
Overall Rank
PFM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PFM Sortino Ratio Rank: 6969
Sortino Ratio Rank
PFM Omega Ratio Rank: 6464
Omega Ratio Rank
PFM Calmar Ratio Rank: 5959
Calmar Ratio Rank
PFM Martin Ratio Rank: 6565
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.

ACGR vs. PFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Large Cap Growth ETF (ACGR) and Invesco Dividend Achievers™ ETF (PFM). 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.


ACGRPFMDifference

Sharpe ratio

Return per unit of total volatility

1.74

2.19

-0.45

Sortino ratio

Return per unit of downside risk

2.37

3.21

-0.83

Omega ratio

Gain probability vs. loss probability

1.30

1.40

-0.10

Calmar ratio

Return relative to maximum drawdown

1.71

2.96

-1.25

Martin ratio

Return relative to average drawdown

5.83

12.03

-6.20

ACGR vs. PFM - Sharpe Ratio Comparison

The current ACGR Sharpe Ratio is 1.74, which is comparable to the PFM Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of ACGR and PFM, 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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Sharpe Ratios by Period


ACGRPFMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.19

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.80

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.53

+0.18

Drawdowns

ACGR vs. PFM - Drawdown Comparison

The maximum ACGR drawdown since its inception was -34.54%, smaller than the maximum PFM drawdown of -53.21%. Use the drawdown chart below to compare losses from any high point for ACGR and PFM.


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Drawdown Indicators


ACGRPFMDifference

Max Drawdown

Largest peak-to-trough decline

-34.54%

-53.21%

+18.67%

Max Drawdown (1Y)

Largest decline over 1 year

-15.84%

-7.09%

-8.75%

Max Drawdown (3Y)

Largest decline over 3 years

-24.58%

-14.50%

-10.08%

Max Drawdown (5Y)

Largest decline over 5 years

-34.54%

-17.81%

-16.73%

Max Drawdown (10Y)

Largest decline over 10 years

-32.22%

Current Drawdown

Current decline from peak

-0.45%

0.00%

-0.45%

Average Drawdown

Average peak-to-trough decline

-8.50%

-6.94%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

1.75%

+2.91%

Volatility

ACGR vs. PFM - Volatility Comparison

American Century Large Cap Growth ETF (ACGR) has a higher volatility of 3.35% compared to Invesco Dividend Achievers™ ETF (PFM) at 2.19%. This indicates that ACGR's price experiences larger fluctuations and is considered to be riskier than PFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACGRPFMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

2.19%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

7.19%

+4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

15.43%

9.47%

+5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.50%

13.54%

+7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

15.21%

+6.21%

ACGR vs. PFM - Expense Ratio Comparison

ACGR has a 0.39% expense ratio, which is lower than PFM's 0.53% expense ratio.


Dividends

ACGR vs. PFM - Dividend Comparison

ACGR's dividend yield for the trailing twelve months is around 0.09%, less than PFM's 1.33% yield.


PositionTTM20252024202320222021202020192018201720162015
ACGR
American Century Large Cap Growth ETF
0.09%0.11%0.23%0.37%0.48%0.58%1.44%0.00%0.00%0.00%0.00%0.00%
PFM
Invesco Dividend Achievers™ ETF
1.33%1.41%1.58%1.86%1.95%1.69%1.92%1.94%2.27%1.70%2.56%2.36%

Frequently Asked Questions


ACGR and PFM have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACGR has higher volatility (3.35%) compared to PFM (2.19%). In terms of maximum drawdown, ACGR dropped -34.54% vs PFM's -53.21%.

On 5-year performance, ACGR leads with 15.34% vs 10.77% for PFM. On fees, ACGR is cheaper at 0.39% per year. On volatility, PFM has been the lower-risk option at 2.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ACGR has performed better with a 15.34% return vs 10.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ACGR is cheaper with a 0.39% expense ratio, compared with 0.53% for PFM.

PFM has the higher dividend yield at 1.33%, compared with 0.09% for ACGR.

ACGR tracks Russell 1000 Growth Index, while PFM tracks NASDAQ US Broad Dividend Achievers Index. They also come from different issuers: American Century and Invesco. Their fees differ too: 0.39% for ACGR and 0.53% for PFM.

PFM currently has the higher Sharpe Ratio (2.19 vs 1.74), 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.

Portfolio Optimizer

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