HYP vs. PFM

Last updated Jun 23, 2026

HYP (Golden Eagle Dynamic Hypergrowth ETF) and PFM (Invesco Dividend Achievers™ ETF) are both Large Cap Growth Equities funds. HYP is actively managed, while PFM is passively managed. A 0.51 correlation means they provide meaningful diversification when combined. HYP charges 0.85%/yr vs 0.53%/yr for PFM.

Performance

HYP vs. PFM - Performance Comparison

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

Returns By Period

In the year-to-date period, HYP achieves a 36.25% return, which is significantly higher than PFM's 7.60% return.

HYP

• 1D: 2.01%
• 1M: 6.37%
• YTD: 36.25%
• 6M: 30.21%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PFM

• 1D: 0.03%
• 1M: 0.28%
• YTD: 7.60%
• 6M: 7.06%
• 1Y: 19.37%
• 3Y*: 15.70%
• 5Y*: 10.97%
• 10Y*: 11.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HYP vs. PFM - Yearly Performance Comparison

	2026 (YTD)	2025
HYP Golden Eagle Dynamic Hypergrowth ETF	36.25%	-6.61%
PFM Invesco Dividend Achievers™ ETF	7.60%	1.87%

Correlation

The correlation between HYP and PFM is 0.51, 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 Sep 23, 2025	0.51

Return for Risk

HYP vs. PFM — Risk / Return Rank

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

HYP

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

PFM

PFM Risk / Return Rank: 63
PFM Sharpe Ratio Rank: 64
PFM Sortino Ratio Rank: 68
PFM Omega Ratio Rank: 63
PFM Calmar Ratio Rank: 57
PFM Martin Ratio Rank: 63

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.

HYP vs. PFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Eagle Dynamic Hypergrowth ETF (HYP) 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.

	HYP	PFM	Difference
Sharpe ratio: Return per unit of total volatility	—	2.04	—
Sortino ratio: Return per unit of downside risk	—	2.98	—
Omega ratio: Gain probability vs. loss probability	—	1.37	—
Calmar ratio: Return relative to maximum drawdown	—	2.74	—
Martin ratio: Return relative to average drawdown	—	11.11	—

Drawdowns

HYP vs. PFM - Drawdown Comparison

The maximum HYP drawdown since its inception was -19.58%, smaller than the maximum PFM drawdown of -53.21%. Use the drawdown chart below to compare losses from any high point for HYP and PFM.

Drawdown Indicators

	HYP	PFM	Difference
Max Drawdown Largest peak-to-trough decline	-19.58%	-53.21%	+33.63%
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	0.00%	-0.85%	+0.85%
Average Drawdown Average peak-to-trough decline	-6.44%	-6.93%	+0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.75%	—

Volatility

Volatility by Period

	HYP	PFM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.20%	—
Volatility (1Y) Calculated over the trailing 1-year period	42.95%	9.55%	+33.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.95%	13.52%	+29.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.95%	15.22%	+27.73%

HYP vs. PFM - Expense Ratio Comparison

HYP has a 0.85% expense ratio, which is higher than PFM's 0.53% expense ratio.

Dividends

HYP vs. PFM - Dividend Comparison

HYP's dividend yield for the trailing twelve months is around 0.10%, less than PFM's 1.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HYP Golden Eagle Dynamic Hypergrowth ETF	0.10%	0.14%	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	1.70%	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

Can I hold both HYP and PFM in my portfolio?

HYP and PFM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HYP or PFM?

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.

Which ETF is cheaper, HYP or PFM?

PFM is cheaper with a 0.53% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, HYP or PFM?

PFM has the higher dividend yield at 1.70%, compared with 0.10% for HYP.

What is the main difference between HYP and PFM?

They also come from different issuers: Golden Eagle and Invesco. Their fees differ too: 0.85% for HYP and 0.53% for PFM.