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DFIP vs. PXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFIP vs. PXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Inflation-Protected Securities ETF (DFIP) and Invesco DWA Energy Momentum ETF (PXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFIP achieves a 1.01% return, which is significantly lower than PXI's 26.12% return.


DFIP

1D
0.02%
1M
-0.31%
6M
0.79%
YTD
1.01%
1Y
3.33%
3Y*
4.44%
5Y*
10Y*

PXI

1D
0.50%
1M
-2.17%
6M
21.43%
YTD
26.12%
1Y
30.13%
3Y*
12.92%
5Y*
16.15%
10Y*
5.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFIP vs. PXI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DFIP
Dimensional Inflation-Protected Securities ETF
1.01%7.54%1.72%4.07%-12.39%-0.37%
PXI
Invesco DWA Energy Momentum ETF
26.12%3.86%0.76%5.48%45.85%-9.41%

Correlation

The correlation between DFIP and PXI is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2021

0.05

The correlation between DFIP and PXI shifts across timeframes, from -0.16 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DFIP vs. PXI — Risk / Return Rank

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

DFIP
DFIP Risk / Return Rank: 3232
Overall Rank
DFIP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DFIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
DFIP Omega Ratio Rank: 2828
Omega Ratio Rank
DFIP Calmar Ratio Rank: 3838
Calmar Ratio Rank
DFIP Martin Ratio Rank: 3636
Martin Ratio Rank

PXI
PXI Risk / Return Rank: 5252
Overall Rank
PXI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PXI Sortino Ratio Rank: 4747
Sortino Ratio Rank
PXI Omega Ratio Rank: 4545
Omega Ratio Rank
PXI Calmar Ratio Rank: 6464
Calmar Ratio Rank
PXI Martin Ratio Rank: 5151
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.

DFIP vs. PXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and Invesco DWA Energy Momentum ETF (PXI). 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.


DFIPPXIDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratioReturn relative to maximum drawdown

1.57

2.53

-0.97

Martin ratioReturn relative to average drawdown

4.48

6.90

-2.42

DFIP vs. PXI - Sharpe Ratio Comparison

The current DFIP Sharpe Ratio is 0.91, which is lower than the PXI Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of DFIP and PXI, 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

DFIP vs. PXI - Drawdown Comparison

The maximum DFIP drawdown since its inception was -14.96%, smaller than the maximum PXI drawdown of -85.08%. Use the drawdown chart below to compare losses from any high point for DFIP and PXI.


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Drawdown Indicators


DFIPPXIDifference

Max Drawdown

Largest peak-to-trough decline

-14.96%

-85.08%

+70.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.06%

-12.40%

+10.34%

Max Drawdown (3Y)

Largest decline over 3 years

-4.74%

-30.74%

+26.00%

Max Drawdown (5Y)

Largest decline over 5 years

-33.47%

Max Drawdown (10Y)

Largest decline over 10 years

-79.55%

Current Drawdown

Current decline from peak

-0.94%

-8.12%

+7.18%

Average Drawdown

Average peak-to-trough decline

-6.82%

-29.33%

+22.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

4.54%

-3.82%

Volatility

DFIP vs. PXI - Volatility Comparison

The current volatility for Dimensional Inflation-Protected Securities ETF (DFIP) is 1.32%, while Invesco DWA Energy Momentum ETF (PXI) has a volatility of 7.20%. This indicates that DFIP experiences smaller price fluctuations and is considered to be less risky than PXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFIPPXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

7.20%

-5.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

17.45%

-14.85%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

22.26%

-18.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.76%

33.23%

-26.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.76%

37.02%

-30.26%

DFIP vs. PXI - Expense Ratio Comparison

DFIP has a 0.11% expense ratio, which is lower than PXI's 0.60% expense ratio.


Dividends

DFIP vs. PXI - Dividend Comparison

DFIP's dividend yield for the trailing twelve months is around 4.65%, more than PXI's 1.30% yield.


PositionTTM20252024202320222021202020192018201720162015
DFIP
Dimensional Inflation-Protected Securities ETF
4.65%4.70%3.69%3.68%5.97%0.56%0.00%0.00%0.00%0.00%0.00%0.00%
PXI
Invesco DWA Energy Momentum ETF
1.30%1.81%1.52%1.82%3.14%0.57%1.72%2.80%0.93%0.80%0.73%2.07%

Frequently Asked Questions


DFIP and PXI have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PXI has higher volatility (7.20%) compared to DFIP (1.32%). In terms of maximum drawdown, DFIP dropped -14.96% vs PXI's -85.08%.

On 3-year performance, PXI leads with 12.92% vs 4.44% for DFIP. On fees, DFIP is cheaper at 0.11% per year. On volatility, DFIP has been the lower-risk option at 1.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PXI has performed better with a 12.92% return vs 4.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFIP is cheaper with a 0.11% expense ratio, compared with 0.60% for PXI.

DFIP has the higher dividend yield at 4.65%, compared with 1.30% for PXI.

DFIP is categorized as Inflation-Protected Bonds, while PXI is Momentum. They also come from different issuers: Dimensional and Invesco. Their fees differ too: 0.11% for DFIP and 0.60% for PXI.

PXI currently has the higher Sharpe Ratio (1.41 vs 0.91), 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 DFIP and PXI

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