PDFDX vs. GGHCX
PDFDX (Perkins Discovery Fund) and GGHCX (Invesco Health Care Fund) are both Health & Biotech Equities funds. Over the past 10 years, PDFDX returned 10.62%/yr vs 7.54%/yr for GGHCX. A 0.56 correlation means they provide meaningful diversification when combined. PDFDX charges 2.50%/yr vs 1.04%/yr for GGHCX.
Performance
PDFDX vs. GGHCX - Performance Comparison
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Returns By Period
In the year-to-date period, PDFDX achieves a 4.69% return, which is significantly higher than GGHCX's -2.87% return. Over the past 10 years, PDFDX has outperformed GGHCX with an annualized return of 10.62%, while GGHCX has yielded a comparatively lower 7.54% annualized return.
PDFDX
- 1D
- -1.14%
- 1M
- 3.89%
- YTD
- 4.69%
- 6M
- 3.16%
- 1Y
- 33.98%
- 3Y*
- 9.14%
- 5Y*
- -5.62%
- 10Y*
- 10.62%
GGHCX
- 1D
- 0.86%
- 1M
- 2.12%
- YTD
- -2.87%
- 6M
- -3.54%
- 1Y
- 11.17%
- 3Y*
- 5.69%
- 5Y*
- 2.26%
- 10Y*
- 7.54%
PDFDX vs. GGHCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDFDX Perkins Discovery Fund | 4.69% | 9.94% | 19.19% | 10.77% | -39.93% | 2.11% | 62.16% | 15.01% | 22.19% | 11.58% |
GGHCX Invesco Health Care Fund | -2.87% | 15.48% | 3.96% | 3.05% | -13.53% | 12.05% | 14.52% | 32.01% | 0.27% | 15.51% |
Correlation
The correlation between PDFDX and GGHCX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 1998 | 0.56 |
The correlation between PDFDX and GGHCX shifts across timeframes, from 0.49 (1 year) to 0.65 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
PDFDX vs. GGHCX — Risk / Return Rank
PDFDX
GGHCX
PDFDX vs. GGHCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Perkins Discovery Fund (PDFDX) and Invesco Health Care Fund (GGHCX). 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.
| PDFDX | GGHCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.16 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 0.89 | +0.71 |
| Martin ratioReturn relative to average drawdown | 4.51 | 1.96 | +2.55 |
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Drawdowns
PDFDX vs. GGHCX - Drawdown Comparison
The maximum PDFDX drawdown since its inception was -67.44%, which is greater than GGHCX's maximum drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for PDFDX and GGHCX.
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Drawdown Indicators
| PDFDX | GGHCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.44% | -40.23% | -27.21% |
Max Drawdown (1Y)Largest decline over 1 year | -22.11% | -13.53% | -8.58% |
Max Drawdown (3Y)Largest decline over 3 years | -31.75% | -16.86% | -14.89% |
Max Drawdown (5Y)Largest decline over 5 years | -59.95% | -25.37% | -34.58% |
Max Drawdown (10Y)Largest decline over 10 years | -62.70% | -29.34% | -33.36% |
Current DrawdownCurrent decline from peak | -32.92% | -7.45% | -25.47% |
Average DrawdownAverage peak-to-trough decline | -25.73% | -8.82% | -16.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.81% | 6.09% | +1.72% |
Volatility
PDFDX vs. GGHCX - Volatility Comparison
Perkins Discovery Fund (PDFDX) and Invesco Health Care Fund (GGHCX) have volatilities of 4.49% and 4.63%, 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.
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Volatility by Period
| PDFDX | GGHCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.63% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 17.89% | 10.42% | +7.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.94% | 13.49% | +12.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.78% | 15.55% | +14.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.96% | 17.46% | +11.50% |
PDFDX vs. GGHCX - Expense Ratio Comparison
PDFDX has a 2.50% expense ratio, which is higher than GGHCX's 1.04% expense ratio.
Dividends
PDFDX vs. GGHCX - Dividend Comparison
PDFDX's dividend yield for the trailing twelve months is around 9.35%, more than GGHCX's 5.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGHCX Invesco Health Care Fund | 5.85% | 5.69% | 5.17% | 0.00% | 0.00% | 24.69% | 6.44% | 3.51% | 8.81% | 6.88% | 2.24% | 15.07% |
PDFDX Perkins Discovery Fund | 9.35% | 4.25% | 0.00% | 0.00% | 1.78% | 31.11% | 1.71% | 0.00% | 0.58% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PDFDX and GGHCX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGHCX has higher volatility (4.63%) compared to PDFDX (4.49%). In terms of maximum drawdown, PDFDX dropped -67.44% vs GGHCX's -40.23%.
PDFDX currently has the higher Sharpe Ratio (1.37 vs 0.89), 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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