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FSTUX vs. PFXF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTUX vs. PFXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dividend Income Fund (FSTUX) and VanEck Vectors Preferred Securities ex Financials ETF (PFXF). The values are adjusted to include any dividend payments, if applicable.

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FSTUX vs. PFXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTUX
Invesco Dividend Income Fund
0.11%15.48%11.49%7.10%0.58%18.98%0.56%18.10%-7.45%8.88%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
0.10%9.64%8.42%11.20%-18.83%11.61%7.61%20.52%-4.17%7.93%

Returns By Period

In the year-to-date period, FSTUX achieves a 0.11% return, which is significantly higher than PFXF's 0.10% return. Over the past 10 years, FSTUX has outperformed PFXF with an annualized return of 7.84%, while PFXF has yielded a comparatively lower 4.96% annualized return.


FSTUX

1D
-0.34%
1M
-6.59%
YTD
0.11%
6M
2.93%
1Y
12.52%
3Y*
11.62%
5Y*
8.68%
10Y*
7.84%

PFXF

1D
1.15%
1M
-3.86%
YTD
0.10%
6M
2.11%
1Y
12.25%
3Y*
7.58%
5Y*
3.30%
10Y*
4.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

FSTUX vs. PFXF — Risk / Return Rank

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

FSTUX
FSTUX Risk / Return Rank: 5454
Overall Rank
FSTUX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FSTUX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FSTUX Omega Ratio Rank: 5858
Omega Ratio Rank
FSTUX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FSTUX Martin Ratio Rank: 5353
Martin Ratio Rank

PFXF
PFXF Risk / Return Rank: 6666
Overall Rank
PFXF Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PFXF Sortino Ratio Rank: 6767
Sortino Ratio Rank
PFXF Omega Ratio Rank: 6262
Omega Ratio Rank
PFXF Calmar Ratio Rank: 6868
Calmar Ratio Rank
PFXF 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.

FSTUX vs. PFXF - Risk-Adjusted Trends 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.


FSTUXPFXFDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.14

-0.12

Sortino ratio

Return per unit of downside risk

1.47

1.63

-0.16

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.21

1.66

-0.45

Martin ratio

Return relative to average drawdown

5.23

5.98

-0.75

FSTUX vs. PFXF - Sharpe Ratio Comparison

The current FSTUX Sharpe Ratio is 1.02, which is comparable to the PFXF Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FSTUX and PFXF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSTUXPFXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.14

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.31

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.38

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.44

-0.05

Correlation

The correlation between FSTUX and PFXF is 0.58, 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.


Dividends

FSTUX vs. PFXF - Dividend Comparison

FSTUX's dividend yield for the trailing twelve months is around 11.91%, more than PFXF's 6.96% yield.


TTM20252024202320222021202020192018201720162015
FSTUX
Invesco Dividend Income Fund
11.91%11.91%7.47%5.59%5.72%6.49%2.17%3.24%10.97%4.09%2.28%4.24%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
6.96%6.72%7.82%7.88%6.74%4.66%5.19%5.35%6.56%5.93%5.81%5.99%

Drawdowns

FSTUX vs. PFXF - Drawdown Comparison

The maximum FSTUX drawdown since its inception was -62.41%, 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.


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Drawdown Indicators


FSTUXPFXFDifference

Max Drawdown

Largest peak-to-trough decline

-62.41%

-35.49%

-26.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-6.84%

-3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

-21.80%

+5.62%

Max Drawdown (10Y)

Largest decline over 10 years

-31.89%

-35.49%

+3.60%

Current Drawdown

Current decline from peak

-6.82%

-4.75%

-2.07%

Average Drawdown

Average peak-to-trough decline

-11.95%

-3.94%

-8.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

1.90%

+0.46%

Volatility

FSTUX vs. PFXF - Volatility Comparison

The current volatility for Invesco Dividend Income Fund (FSTUX) is 3.33%, while VanEck Vectors Preferred Securities ex Financials ETF (PFXF) has a volatility of 3.58%. This indicates that FSTUX experiences smaller price fluctuations and is considered to be less risky than PFXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTUXPFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

3.58%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

6.99%

6.82%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

10.83%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.00%

10.81%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.48%

13.16%

+1.32%