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PBJ vs. FTXG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBJ and FTXG is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

PBJ vs. FTXG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Food & Beverage ETF (PBJ) and First Trust Nasdaq Food & Beverage ETF (FTXG). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
59.97%
35.90%
PBJ
FTXG

Key characteristics

Sharpe Ratio

PBJ:

-0.08

FTXG:

-0.22

Sortino Ratio

PBJ:

-0.01

FTXG:

-0.20

Omega Ratio

PBJ:

1.00

FTXG:

0.98

Calmar Ratio

PBJ:

-0.10

FTXG:

-0.18

Martin Ratio

PBJ:

-0.27

FTXG:

-0.47

Ulcer Index

PBJ:

4.31%

FTXG:

7.03%

Daily Std Dev

PBJ:

14.46%

FTXG:

15.24%

Max Drawdown

PBJ:

-39.15%

FTXG:

-31.53%

Current Drawdown

PBJ:

-4.09%

FTXG:

-13.35%

Returns By Period

In the year-to-date period, PBJ achieves a 0.94% return, which is significantly higher than FTXG's 0.59% return.


PBJ

YTD

0.94%

1M

2.79%

6M

0.28%

1Y

-1.96%

5Y*

10.71%

10Y*

5.21%

FTXG

YTD

0.59%

1M

1.43%

6M

-5.94%

1Y

-4.13%

5Y*

6.95%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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PBJ vs. FTXG - Expense Ratio Comparison

PBJ has a 0.63% expense ratio, which is higher than FTXG's 0.60% expense ratio.


Expense ratio chart for PBJ: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PBJ: 0.63%
Expense ratio chart for FTXG: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTXG: 0.60%

Risk-Adjusted Performance

PBJ vs. FTXG — Risk-Adjusted Performance Rank

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

PBJ
The Risk-Adjusted Performance Rank of PBJ is 1616
Overall Rank
The Sharpe Ratio Rank of PBJ is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of PBJ is 1616
Sortino Ratio Rank
The Omega Ratio Rank of PBJ is 1616
Omega Ratio Rank
The Calmar Ratio Rank of PBJ is 1515
Calmar Ratio Rank
The Martin Ratio Rank of PBJ is 1717
Martin Ratio Rank

FTXG
The Risk-Adjusted Performance Rank of FTXG is 1212
Overall Rank
The Sharpe Ratio Rank of FTXG is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXG is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FTXG is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FTXG is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FTXG is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PBJ vs. FTXG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Food & Beverage ETF (PBJ) and First Trust Nasdaq Food & Beverage ETF (FTXG). 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.


The chart of Sharpe ratio for PBJ, currently valued at -0.08, compared to the broader market-1.000.001.002.003.004.00
PBJ: -0.08
FTXG: -0.22
The chart of Sortino ratio for PBJ, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.00
PBJ: -0.01
FTXG: -0.20
The chart of Omega ratio for PBJ, currently valued at 1.00, compared to the broader market0.501.001.502.00
PBJ: 1.00
FTXG: 0.98
The chart of Calmar ratio for PBJ, currently valued at -0.10, compared to the broader market0.002.004.006.008.0010.0012.00
PBJ: -0.10
FTXG: -0.18
The chart of Martin ratio for PBJ, currently valued at -0.27, compared to the broader market0.0020.0040.0060.00
PBJ: -0.27
FTXG: -0.47

The current PBJ Sharpe Ratio is -0.08, which is higher than the FTXG Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of PBJ and FTXG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.08
-0.22
PBJ
FTXG

Dividends

PBJ vs. FTXG - Dividend Comparison

PBJ's dividend yield for the trailing twelve months is around 1.43%, less than FTXG's 2.77% yield.


TTM20242023202220212020201920182017201620152014
PBJ
Invesco Dynamic Food & Beverage ETF
1.43%1.11%1.80%1.81%0.90%1.12%1.21%1.41%0.70%1.56%1.24%1.32%
FTXG
First Trust Nasdaq Food & Beverage ETF
2.77%2.76%4.27%1.50%1.52%1.35%1.26%1.37%1.56%0.30%0.00%0.00%

Drawdowns

PBJ vs. FTXG - Drawdown Comparison

The maximum PBJ drawdown since its inception was -39.15%, which is greater than FTXG's maximum drawdown of -31.53%. Use the drawdown chart below to compare losses from any high point for PBJ and FTXG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.09%
-13.35%
PBJ
FTXG

Volatility

PBJ vs. FTXG - Volatility Comparison

Invesco Dynamic Food & Beverage ETF (PBJ) and First Trust Nasdaq Food & Beverage ETF (FTXG) have volatilities of 8.36% and 8.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.36%
8.19%
PBJ
FTXG