FSTUX vs. PFXF
Compare and contrast key facts about Invesco Dividend Income Fund (FSTUX) and VanEck Vectors Preferred Securities ex Financials ETF (PFXF).
FSTUX is managed by Invesco. It was launched on Jun 2, 1986. PFXF is a passively managed fund by VanEck that tracks the performance of the Wells Fargo Hybrid and Preferred Securities ex Financials Index. It was launched on Jul 16, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSTUX or PFXF.
Performance
FSTUX vs. PFXF - Performance Comparison
Returns By Period
In the year-to-date period, FSTUX achieves a 17.33% return, which is significantly higher than PFXF's 10.30% return. Over the past 10 years, FSTUX has outperformed PFXF with an annualized return of 5.19%, while PFXF has yielded a comparatively lower 4.57% annualized return.
FSTUX
17.33%
3.93%
11.83%
20.00%
6.40%
5.19%
PFXF
10.30%
-0.20%
6.71%
15.46%
4.03%
4.57%
Key characteristics
| FSTUX | PFXF | |
|---|---|---|
| Sharpe Ratio | 2.07 | 1.82 |
| Sortino Ratio | 2.86 | 2.56 |
| Omega Ratio | 1.37 | 1.32 |
| Calmar Ratio | 2.55 | 1.15 |
| Martin Ratio | 12.23 | 9.24 |
| Ulcer Index | 1.63% | 1.67% |
| Daily Std Dev | 9.66% | 8.47% |
| Max Drawdown | -64.54% | -35.49% |
| Current Drawdown | 0.00% | -1.82% |
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FSTUX vs. PFXF - Expense Ratio Comparison
FSTUX has a 0.94% expense ratio, which is higher than PFXF's 0.41% expense ratio.
Correlation
The correlation between FSTUX and PFXF is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FSTUX vs. PFXF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Income Fund (FSTUX) and VanEck Vectors Preferred Securities ex Financials ETF (PFXF). 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.
Dividends
FSTUX vs. PFXF - Dividend Comparison
FSTUX's dividend yield for the trailing twelve months is around 1.47%, less than PFXF's 6.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTUX Invesco Dividend Income Fund | 1.47% | 2.05% | 1.78% | 1.81% | 2.17% | 2.53% | 2.73% | 1.80% | 1.74% | 2.00% | 2.03% | 2.67% |
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 6.90% | 7.89% | 6.74% | 4.67% | 5.19% | 5.35% | 6.57% | 5.93% | 5.81% | 5.98% | 5.92% | 6.50% |
Drawdowns
FSTUX vs. PFXF - Drawdown Comparison
The maximum FSTUX drawdown since its inception was -64.54%, which is greater than PFXF's maximum drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for FSTUX and PFXF. For additional features, visit the drawdowns tool.
Volatility
FSTUX vs. PFXF - Volatility Comparison
Invesco Dividend Income Fund (FSTUX) has a higher volatility of 3.07% compared to VanEck Vectors Preferred Securities ex Financials ETF (PFXF) at 2.72%. This indicates that FSTUX's price experiences larger fluctuations and is considered to be riskier than PFXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.