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CLCG vs. PFM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLCG vs. PFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crossmark Large Cap Growth ETF (CLCG) 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, CLCG achieves a 4.16% return, which is significantly lower than PFM's 7.31% return.


CLCG

1D
-0.38%
1M
-2.85%
YTD
4.16%
6M
2.34%
1Y
3Y*
5Y*
10Y*

PFM

1D
-0.11%
1M
0.00%
YTD
7.31%
6M
6.16%
1Y
16.73%
3Y*
15.60%
5Y*
10.57%
10Y*
11.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLCG vs. PFM - Yearly Performance Comparison


Correlation

The correlation between CLCG 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 (All Time)
Calculated using the full available price history since Jul 23, 2025

0.59

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Return for Risk

CLCG vs. PFM — Risk / Return Rank

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

CLCG

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


PFM
PFM Risk / Return Rank: 5959
Overall Rank
PFM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PFM Sortino Ratio Rank: 6464
Sortino Ratio Rank
PFM Omega Ratio Rank: 5959
Omega Ratio Rank
PFM Calmar Ratio Rank: 5454
Calmar Ratio Rank
PFM Martin Ratio Rank: 6060
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.

CLCG vs. PFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crossmark Large Cap Growth ETF (CLCG) 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.


CLCGPFMDifference
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

2.37

Martin ratioReturn relative to average drawdown

9.58

CLCG vs. PFM - Sharpe Ratio Comparison


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Drawdowns

CLCG vs. PFM - Drawdown Comparison

The maximum CLCG drawdown since its inception was -16.32%, smaller than the maximum PFM drawdown of -53.21%. Use the drawdown chart below to compare losses from any high point for CLCG and PFM.


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Drawdown Indicators


CLCGPFMDifference

Max Drawdown

Largest peak-to-trough decline

-16.32%

-53.21%

+36.89%

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

-5.61%

-1.12%

-4.49%

Average Drawdown

Average peak-to-trough decline

-3.84%

-6.93%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

Volatility

CLCG vs. PFM - Volatility Comparison


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Volatility by Period


CLCGPFMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

9.49%

+8.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

13.51%

+4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

15.20%

+2.46%

CLCG vs. PFM - Expense Ratio Comparison

CLCG has a 0.50% expense ratio, which is lower than PFM's 0.53% expense ratio.


Dividends

CLCG vs. PFM - Dividend Comparison

CLCG's dividend yield for the trailing twelve months is around 0.06%, less than PFM's 1.36% yield.


PositionTTM20252024202320222021202020192018201720162015
CLCG
Crossmark Large Cap Growth ETF
0.06%0.07%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
1.36%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


CLCG 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.

On fees, CLCG is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLCG is cheaper with a 0.50% expense ratio, compared with 0.53% for PFM.

PFM has the higher dividend yield at 1.36%, compared with 0.06% for CLCG.

They also come from different issuers: Crossmark and Invesco. Their fees differ too: 0.50% for CLCG and 0.53% for PFM.

Portfolio Optimizer

Find the right allocation for CLCG and PFM

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