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AIVC vs. PXQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIVC vs. PXQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Bloomberg AI Value Chain ETF (AIVC) and Invesco Next Gen Connectivity ETF (PXQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIVC achieves a 51.80% return, which is significantly higher than PXQ's 40.12% return. Over the past 10 years, AIVC has underperformed PXQ with an annualized return of 14.90%, while PXQ has yielded a comparatively higher 18.83% annualized return.


AIVC

1D
2.05%
1M
-3.20%
6M
43.84%
YTD
51.80%
1Y
90.42%
3Y*
40.15%
5Y*
15.23%
10Y*
14.90%
ALL TIME*
14.99%

PXQ

1D
0.08%
1M
-4.96%
6M
31.73%
YTD
40.12%
1Y
63.92%
3Y*
33.13%
5Y*
16.31%
10Y*
18.83%
ALL TIME*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$693.08K$1.23M$2.77M
$741.37K$822.66K$837.91K

AIVC vs. PXQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIVC
Amplify Bloomberg AI Value Chain ETF
51.80%39.94%18.22%39.28%-38.91%-7.23%41.45%27.78%-18.62%35.42%
PXQ
Invesco Next Gen Connectivity ETF
40.12%28.65%19.41%27.39%-29.54%21.83%39.14%26.35%5.78%15.41%

Correlation

The correlation between AIVC and PXQ is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.83

Correlation (10Y)
Provides a long-term view across more market conditions.

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2016

0.76

The correlation between AIVC and PXQ shifts across timeframes, from 0.76 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AIVC vs. PXQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AIVC
AIVC Risk / Return Rank: 8888
Overall Rank
AIVC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AIVC Sortino Ratio Rank: 8686
Sortino Ratio Rank
AIVC Omega Ratio Rank: 8484
Omega Ratio Rank
AIVC Calmar Ratio Rank: 8989
Calmar Ratio Rank
AIVC Martin Ratio Rank: 8888
Martin Ratio Rank

PXQ
PXQ Risk / Return Rank: 8787
Overall Rank
PXQ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PXQ Sortino Ratio Rank: 8585
Sortino Ratio Rank
PXQ Omega Ratio Rank: 8686
Omega Ratio Rank
PXQ Calmar Ratio Rank: 8585
Calmar Ratio Rank
PXQ Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AIVC vs. PXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Bloomberg AI Value Chain ETF (AIVC) and Invesco Next Gen Connectivity ETF (PXQ). 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.


AIVCPXQDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.36

1.38

-0.02

Calmar ratioReturn relative to maximum drawdown

3.70

3.31

+0.39

Martin ratioReturn relative to average drawdown

13.10

13.33

-0.23

AIVC vs. PXQ - Sharpe Ratio Comparison

The current AIVC Sharpe Ratio is 2.45, which is comparable to the PXQ Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of AIVC and PXQ, 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

AIVC vs. PXQ - Drawdown Comparison

The maximum AIVC drawdown since its inception was -56.11%, roughly equal to the maximum PXQ drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for AIVC and PXQ.


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Drawdown Indicators


AIVCPXQDifference

Max Drawdown

Largest peak-to-trough decline

-56.11%

-57.18%

+1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-18.91%

-4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-32.55%

-21.40%

-11.15%

Max Drawdown (5Y)

Largest decline over 5 years

-53.58%

-34.55%

-19.03%

Max Drawdown (10Y)

Largest decline over 10 years

-56.11%

-34.55%

-21.56%

Current Drawdown

Current decline from peak

-16.53%

-14.80%

-1.73%

Average Drawdown

Average peak-to-trough decline

-16.35%

-10.73%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

4.68%

+1.88%

Volatility

AIVC vs. PXQ - Volatility Comparison

Amplify Bloomberg AI Value Chain ETF (AIVC) has a higher volatility of 13.86% compared to Invesco Next Gen Connectivity ETF (PXQ) at 11.26%. This indicates that AIVC's price experiences larger fluctuations and is considered to be riskier than PXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIVCPXQDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.86%

11.26%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

29.86%

24.68%

+5.18%

Volatility (1Y)

Calculated over the trailing 1-year period

35.26%

27.67%

+7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.35%

24.48%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.49%

23.55%

+3.94%

AIVC vs. PXQ - Expense Ratio Comparison

AIVC has a 0.59% expense ratio, which is higher than PXQ's 0.40% expense ratio.


Dividends

AIVC vs. PXQ - Dividend Comparison

AIVC's dividend yield for the trailing twelve months is around 0.11%, less than PXQ's 0.68% yield.


PositionTTM2025202420232022202120202019201820172016
AIVC
Amplify Bloomberg AI Value Chain ETF
0.11%0.17%0.21%0.00%0.00%0.00%0.39%1.16%0.38%0.92%0.64%
PXQ
Invesco Next Gen Connectivity ETF
0.68%0.86%1.38%0.60%2.24%0.55%0.18%0.44%1.22%0.66%0.44%

Frequently Asked Questions


With a correlation of 0.91, AIVC and PXQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AIVC has higher volatility (13.86%) compared to PXQ (11.26%). In terms of maximum drawdown, AIVC dropped -56.11% vs PXQ's -57.18%.

On 10-year performance, PXQ leads with 18.83% vs 14.90% for AIVC. On fees, PXQ is cheaper at 0.40% per year. On volatility, PXQ has been the lower-risk option at 11.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PXQ has performed better with a 18.83% return vs 14.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PXQ is cheaper with a 0.40% expense ratio, compared with 0.59% for AIVC.

PXQ has the higher dividend yield at 0.68%, compared with 0.11% for AIVC.

AIVC tracks Bloomberg AI Value Chain Index, while PXQ tracks STOXX World AC NexGen Connectivity Index. They also come from different issuers: Amplify and Invesco. Their fees differ too: 0.59% for AIVC and 0.40% for PXQ.

AIVC currently has the higher Sharpe Ratio (2.45 vs 2.27), 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

Find the right allocation for AIVC and PXQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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