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OGIG vs. PFM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

OGIG vs. PFM

Last updated Aug 4, 2026
Documentation

OGIG (O’Shares Global Internet Giants ETF) and PFM (Invesco Dividend Achievers™ ETF) are both Large Cap Growth Equities funds - OGIG tracks the O’Shares Global Internet Giants Index while PFM tracks the NASDAQ US Broad Dividend Achievers Index. Both are passively managed. Over the past 5 years, OGIG returned -2.57%/yr vs 10.76%/yr for PFM. Their 0.53 correlation means they have sometimes moved together and sometimes differently. OGIG charges 0.48%/yr vs 0.53%/yr for PFM.

Performance

OGIG vs. PFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) 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, OGIG achieves a -8.22% return, which is significantly lower than PFM's 10.65% return.

OGIG

1D
3.19%
1M
4.98%
6M
1.25%
YTD
-8.22%
1Y
-8.96%
3Y*
13.89%
5Y*
-2.57%
10Y*
—
ALL TIME*
8.27%

PFM

1D
0.31%
1M
1.14%
6M
7.03%
YTD
10.65%
1Y
19.46%
3Y*
15.73%
5Y*
10.76%
10Y*
11.56%
ALL TIME*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

OGIG

O’Shares Global Internet Giants ETF
$250.04K$303.92K$446.15K

PFM

Invesco Dividend Achievers™ ETF
$789.97K$827.49K$977.52K

OGIG vs. PFM - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
OGIG
O’Shares Global Internet Giants ETF		-8.22%14.39%25.97%50.25%-50.64%-9.30%107.92%36.90%-24.48%
PFM
Invesco Dividend Achievers™ ETF		10.65%14.00%16.87%11.40%-6.22%23.08%9.53%26.88%-2.58%

Correlation

The correlation between OGIG and PFM is 0.38, which is low. Their historical price movements had little consistent relationship.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.51

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.55

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2018

0.53

The correlation between OGIG and PFM shifts across timeframes, from 0.38 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.

OGIG vs. PFM - Sectors Allocation Comparison

Sectors
OGIG
PFM

Technology

50.3%
23.4%

Communication Services

28.4%
1.0%

Consumer Cyclical

19.5%
4.0%

Healthcare

1.0%
16.6%

Real Estate

0.8%
2.0%

Industrials

0.4%
11.6%

Financial Services

0.2%
19.0%

Basic Materials

-

3.0%

Consumer Defensive

-

11.3%

Energy

-

4.2%

Utilities

-

4.1%

Technology

OGIG
50.3%
PFM
23.4%

Communication Services

OGIG
28.4%
PFM
1.0%

Consumer Cyclical

OGIG
19.5%
PFM
4.0%

Healthcare

OGIG
1.0%
PFM
16.6%

Real Estate

OGIG
0.8%
PFM
2.0%

Industrials

OGIG
0.4%
PFM
11.6%

Financial Services

OGIG
0.2%
PFM
19.0%

Basic Materials

OGIG

-

PFM
3.0%

Consumer Defensive

OGIG

-

PFM
11.3%

Energy

OGIG

-

PFM
4.2%

Utilities

OGIG

-

PFM
4.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

O’Shares Global Internet Giants ETF

Invesco Dividend Achievers™ ETF

Often compared with OGIG:
OGIG vs. PNQIOGIG vs. FDNOGIG vs. XNTKOGIG vs. WUGIOGIG vs. EMQQOGIG vs. BUZZOGIG vs. WCBR
Often compared with PFM:
PFM vs. PRFPFM vs. PHOPFM vs. VBMFXPFM vs. SCHDPFM vs. EDIVPFM vs. VIGPFM vs. VYM

Return for Risk

OGIG vs. PFM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
OGIG
OGIG Risk / Return Rank: 77
Overall Rank
OGIG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OGIG Sortino Ratio Rank: 66
Sortino Ratio Rank
OGIG Omega Ratio Rank: 66
Omega Ratio Rank
OGIG Calmar Ratio Rank: 77
Calmar Ratio Rank
OGIG Martin Ratio Rank: 88
Martin Ratio Rank
PFM
PFM Risk / Return Rank: 8282
Overall Rank
PFM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PFM Sortino Ratio Rank: 8787
Sortino Ratio Rank
PFM Omega Ratio Rank: 8484
Omega Ratio Rank
PFM Calmar Ratio Rank: 7575
Calmar Ratio Rank
PFM Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OGIG vs. PFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) 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.

OGIGPFMDifference
Sharpe ratioReturn per unit of total volatility
-0.37
2.07

-2.44

Sortino ratioReturn per unit of downside risk
-0.37
3.01

-3.38

Omega ratioGain probability vs. loss probability

0.96

1.38

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.27

2.75

-3.03

Martin ratioReturn relative to average drawdown

-0.49

11.27

-11.76

OGIG vs. PFM - Sharpe Ratio Comparison

The current OGIG Sharpe Ratio is -0.37, which is lower than the PFM Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of OGIG and PFM, 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

OGIG vs. PFM - Drawdown Comparison

The maximum OGIG drawdown since its inception was -66.05%, which is greater than PFM's maximum drawdown of -53.21%. Use the drawdown chart below to compare losses from any high point for OGIG and PFM.

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Drawdown Indicators

OGIGPFMDifference

Max Drawdown

Largest peak-to-trough decline

-66.05%

-53.21%

-12.84%

Max Drawdown (1Y)

Largest decline over 1 year

-33.23%

-7.09%

-26.14%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

-14.50%

-18.73%

Max Drawdown (5Y)

Largest decline over 5 years

-62.79%

-17.81%

-44.98%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.22%

—

Current Drawdown

Current decline from peak

-24.18%

-0.70%

-23.48%

Average Drawdown

Average peak-to-trough decline

-25.71%

-6.89%

-18.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.26%

1.73%

+16.53%

Volatility

OGIG vs. PFM - Volatility Comparison

O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 7.26% compared to Invesco Dividend Achievers™ ETF (PFM) at 2.43%. This indicates that OGIG's price experiences larger fluctuations and is considered to be riskier than PFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

OGIGPFMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

2.43%

+4.83%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

7.12%

+13.05%

Volatility (1Y)

Calculated over the trailing 1-year period

24.11%

9.46%

+14.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.82%

13.47%

+18.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.96%

15.19%

+15.77%

OGIG vs. PFM - Expense Ratio Comparison

OGIG has a 0.48% expense ratio, which is lower than PFM's 0.53% expense ratio.

Dividends

OGIG vs. PFM - Dividend Comparison

OGIG's dividend yield for the trailing twelve months is around 0.08%, less than PFM's 1.32% yield.

PositionTTM20252024202320222021202020192018201720162015
OGIG
O’Shares Global Internet Giants ETF		0.08%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		1.32%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

OGIG and PFM have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OGIG has higher volatility (7.26%) compared to PFM (2.43%). In terms of maximum drawdown, OGIG dropped -66.05% vs PFM's -53.21%.

On 5-year performance, PFM leads with 10.76% vs -2.57% for OGIG. On fees, OGIG is cheaper at 0.48% per year. On volatility, PFM has been the lower-risk option at 2.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PFM has performed better with a 10.76% return vs -2.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OGIG is cheaper with a 0.48% expense ratio, compared with 0.53% for PFM.

PFM has the higher dividend yield at 1.32%, compared with 0.08% for OGIG.

OGIG tracks O’Shares Global Internet Giants Index, while PFM tracks NASDAQ US Broad Dividend Achievers Index. They also come from different issuers: O'Shares Investments and Invesco. Their fees differ too: 0.48% for OGIG and 0.53% for PFM.

PFM currently has the higher Sharpe Ratio (2.07 vs -0.37), 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.

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