PFI vs. KMB
PFI (Invesco Dorsey Wright Financial Momentum ETF) is Momentum fund tracking the Dorsey Wright Financials Technical Leaders Index, while KMB (Kimberly-Clark Corporation) is a stock. Over the past 10 years, PFI returned 8.92%/yr vs 1.74%/yr for KMB. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
PFI vs. KMB - Performance Comparison
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Returns By Period
In the year-to-date period, PFI achieves a 9.21% return, which is significantly lower than KMB's 11.19% return. Over the past 10 years, PFI has outperformed KMB with an annualized return of 8.92%, while KMB has yielded a comparatively lower 1.74% annualized return.
PFI
- 1D
- 0.19%
- 1M
- 1.71%
- 6M
- 8.37%
- YTD
- 9.21%
- 1Y
- 15.43%
- 3Y*
- 12.91%
- 5Y*
- 5.96%
- 10Y*
- 8.92%
- ALL TIME*
- 6.28%
KMB
- 1D
- -0.80%
- 1M
- -4.72%
- 6M
- 12.19%
- YTD
- 11.19%
- 1Y
- -12.23%
- 3Y*
- -1.48%
- 5Y*
- -0.50%
- 10Y*
- 1.74%
- ALL TIME*
- 10.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $325.44M | $393.74M | $451.43M | |
| $690.34K | $1.65M | $609.20K |
PFI vs. KMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFI Invesco Dorsey Wright Financial Momentum ETF | 9.21% | 1.98% | 30.58% | 12.58% | -24.09% | 28.70% | 13.85% | 36.54% | -17.18% | 15.00% |
KMB Kimberly-Clark Corporation | 11.19% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | -2.06% | 9.04% |
Correlation
The correlation between PFI and KMB is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2006 | 0.33 |
Over the past year, the correlation between PFI and KMB has dropped to 0.12 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
PFI vs. KMB — Risk / Return Rank
PFI
KMB
PFI vs. KMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dorsey Wright Financial Momentum ETF (PFI) and Kimberly-Clark Corporation (KMB). 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.
| PFI | KMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.97 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | -0.27 | +1.23 |
| Martin ratioReturn relative to average drawdown | 2.89 | -0.39 | +3.28 |
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Drawdowns
PFI vs. KMB - Drawdown Comparison
The maximum PFI drawdown since its inception was -59.53%, which is greater than KMB's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for PFI and KMB.
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Drawdown Indicators
| PFI | KMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.53% | -36.97% | -22.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -29.60% | +15.74% |
Max Drawdown (3Y)Largest decline over 3 years | -24.82% | -34.06% | +9.24% |
Max Drawdown (5Y)Largest decline over 5 years | -35.43% | -34.06% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -43.09% | -34.06% | -9.03% |
Current DrawdownCurrent decline from peak | -1.55% | -21.48% | +19.93% |
Average DrawdownAverage peak-to-trough decline | -14.40% | -8.89% | -5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 20.31% | -15.72% |
Volatility
PFI vs. KMB - Volatility Comparison
The current volatility for Invesco Dorsey Wright Financial Momentum ETF (PFI) is 5.88%, while Kimberly-Clark Corporation (KMB) has a volatility of 8.53%. This indicates that PFI experiences smaller price fluctuations and is considered to be less risky than KMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFI | KMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 8.53% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.89% | 18.63% | -4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 27.16% | -8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.65% | 20.63% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.30% | 21.25% | +1.05% |
Dividends
PFI vs. KMB - Dividend Comparison
PFI's dividend yield for the trailing twelve months is around 0.98%, less than KMB's 4.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | 4.65% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
PFI Invesco Dorsey Wright Financial Momentum ETF | 0.98% | 0.68% | 2.77% | 1.85% | 1.93% | 1.28% | 1.56% | 0.92% | 1.98% | 0.35% | 2.16% | 1.44% |
Frequently Asked Questions
PFI and KMB have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMB has higher volatility (8.53%) compared to PFI (5.88%). In terms of maximum drawdown, PFI dropped -59.53% vs KMB's -36.97%.
PFI currently has the higher Sharpe Ratio (0.70 vs -0.30), 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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