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PCY vs. DFEMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PCY and DFEMX is 0.34, 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: 0.3

Performance

PCY vs. DFEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Emerging Markets Sovereign Debt ETF (PCY) and DFA Emerging Markets Portfolio (DFEMX). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
100.96%
19.74%
PCY
DFEMX

Key characteristics

Sharpe Ratio

PCY:

0.53

DFEMX:

0.58

Sortino Ratio

PCY:

0.81

DFEMX:

0.90

Omega Ratio

PCY:

1.10

DFEMX:

1.12

Calmar Ratio

PCY:

0.35

DFEMX:

0.51

Martin Ratio

PCY:

1.84

DFEMX:

1.69

Ulcer Index

PCY:

3.25%

DFEMX:

5.47%

Daily Std Dev

PCY:

11.41%

DFEMX:

15.91%

Max Drawdown

PCY:

-49.14%

DFEMX:

-63.93%

Current Drawdown

PCY:

-11.11%

DFEMX:

-8.64%

Returns By Period

In the year-to-date period, PCY achieves a 1.76% return, which is significantly lower than DFEMX's 2.75% return. Over the past 10 years, PCY has underperformed DFEMX with an annualized return of 1.66%, while DFEMX has yielded a comparatively higher 3.14% annualized return.


PCY

YTD

1.76%

1M

-2.11%

6M

-1.05%

1Y

6.84%

5Y*

2.18%

10Y*

1.66%

DFEMX

YTD

2.75%

1M

-2.21%

6M

-2.16%

1Y

7.93%

5Y*

8.50%

10Y*

3.14%

*Annualized

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PCY vs. DFEMX - Expense Ratio Comparison

PCY has a 0.50% expense ratio, which is higher than DFEMX's 0.36% expense ratio.


Expense ratio chart for PCY: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PCY: 0.50%
Expense ratio chart for DFEMX: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFEMX: 0.36%

Risk-Adjusted Performance

PCY vs. DFEMX — Risk-Adjusted Performance Rank

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

PCY
The Risk-Adjusted Performance Rank of PCY is 5757
Overall Rank
The Sharpe Ratio Rank of PCY is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of PCY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of PCY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of PCY is 5252
Calmar Ratio Rank
The Martin Ratio Rank of PCY is 5858
Martin Ratio Rank

DFEMX
The Risk-Adjusted Performance Rank of DFEMX is 6060
Overall Rank
The Sharpe Ratio Rank of DFEMX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of DFEMX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of DFEMX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of DFEMX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of DFEMX is 5454
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.

PCY vs. DFEMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Emerging Markets Sovereign Debt ETF (PCY) and DFA Emerging Markets Portfolio (DFEMX). 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 PCY, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.00
PCY: 0.53
DFEMX: 0.58
The chart of Sortino ratio for PCY, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.00
PCY: 0.81
DFEMX: 0.90
The chart of Omega ratio for PCY, currently valued at 1.10, compared to the broader market0.501.001.502.00
PCY: 1.10
DFEMX: 1.12
The chart of Calmar ratio for PCY, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.00
PCY: 0.35
DFEMX: 0.51
The chart of Martin ratio for PCY, currently valued at 1.84, compared to the broader market0.0020.0040.0060.00
PCY: 1.84
DFEMX: 1.69

The current PCY Sharpe Ratio is 0.53, which is comparable to the DFEMX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of PCY and DFEMX, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.53
0.58
PCY
DFEMX

Dividends

PCY vs. DFEMX - Dividend Comparison

PCY's dividend yield for the trailing twelve months is around 6.67%, more than DFEMX's 3.10% yield.


TTM20242023202220212020201920182017201620152014
PCY
Invesco Emerging Markets Sovereign Debt ETF
6.67%6.65%6.48%6.81%4.80%4.45%4.78%4.93%4.80%5.19%5.46%4.58%
DFEMX
DFA Emerging Markets Portfolio
3.10%3.14%3.34%3.65%2.42%1.45%2.33%2.14%1.74%1.92%2.09%2.02%

Drawdowns

PCY vs. DFEMX - Drawdown Comparison

The maximum PCY drawdown since its inception was -49.14%, smaller than the maximum DFEMX drawdown of -63.93%. Use the drawdown chart below to compare losses from any high point for PCY and DFEMX. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%NovemberDecember2025FebruaryMarchApril
-11.11%
-8.64%
PCY
DFEMX

Volatility

PCY vs. DFEMX - Volatility Comparison

The current volatility for Invesco Emerging Markets Sovereign Debt ETF (PCY) is 7.41%, while DFA Emerging Markets Portfolio (DFEMX) has a volatility of 8.93%. This indicates that PCY experiences smaller price fluctuations and is considered to be less risky than DFEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
7.41%
8.93%
PCY
DFEMX