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AKRE vs. PFM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AKRE vs. PFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Akre Focus ETF (AKRE) and Invesco Dividend Achievers™ ETF (PFM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AKRE achieves a -15.36% return, which is significantly lower than PFM's 6.61% return.


AKRE

1D
0.47%
1M
4.33%
YTD
-15.36%
6M
-14.52%
1Y
3Y*
5Y*
10Y*

PFM

1D
-0.76%
1M
1.37%
YTD
6.61%
6M
5.95%
1Y
17.13%
3Y*
15.55%
5Y*
10.34%
10Y*
11.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AKRE vs. PFM - Yearly Performance Comparison


2026 (YTD)2025
AKRE
Akre Focus ETF
-15.36%-3.06%
PFM
Invesco Dividend Achievers™ ETF
6.61%0.74%

Correlation

The correlation between AKRE and PFM is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

0.50

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Return for Risk

AKRE vs. PFM — Risk / Return Rank

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

AKRE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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: 5757
Calmar Ratio Rank
PFM Martin Ratio Rank: 6363
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.

AKRE vs. PFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Akre Focus ETF (AKRE) 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.

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.


AKREPFMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.42

Martin ratioReturn relative to average drawdown

9.79

AKRE vs. PFM - Sharpe Ratio Comparison


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Drawdowns

AKRE vs. PFM - Drawdown Comparison

The maximum AKRE drawdown since its inception was -24.18%, smaller than the maximum PFM drawdown of -53.21%. Use the drawdown chart below to compare losses from any high point for AKRE and PFM.


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Drawdown Indicators


AKREPFMDifference

Max Drawdown

Largest peak-to-trough decline

-24.18%

-53.21%

+29.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

Max Drawdown (10Y)

Largest decline over 10 years

-32.22%

Current Drawdown

Current decline from peak

-18.09%

-1.76%

-16.33%

Average Drawdown

Average peak-to-trough decline

-13.13%

-6.94%

-6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

Volatility

AKRE vs. PFM - Volatility Comparison


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Volatility by Period


AKREPFMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

9.56%

+11.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.69%

13.55%

+7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.69%

15.21%

+5.48%

AKRE vs. PFM - Expense Ratio Comparison

AKRE has a 0.98% expense ratio, which is higher than PFM's 0.53% expense ratio.


Dividends

AKRE vs. PFM - Dividend Comparison

AKRE has not paid dividends to shareholders, while PFM's dividend yield for the trailing twelve months is around 1.35%.


PositionTTM20252024202320222021202020192018201720162015
AKRE
Akre Focus ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFM
Invesco Dividend Achievers™ ETF
1.35%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


AKRE and PFM have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PFM is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PFM is cheaper with a 0.53% expense ratio, compared with 0.98% for AKRE.

PFM has the higher dividend yield at 1.35%, compared with 0.00% for AKRE.

They also come from different issuers: Akre Capital and Invesco. Their fees differ too: 0.98% for AKRE and 0.53% for PFM.

Portfolio Optimizer

Find the right allocation for AKRE and PFM

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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