PFI vs. KMB
Compare and contrast key facts about Invesco Dorsey Wright Financial Momentum ETF (PFI) and Kimberly-Clark Corporation (KMB).
PFI is a passively managed fund by Invesco that tracks the performance of the Dorsey Wright Financials Technical Leaders Index. It was launched on Oct 12, 2006.
Performance
PFI vs. KMB - Performance Comparison
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PFI vs. KMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFI Invesco Dorsey Wright Financial Momentum ETF | -7.48% | 1.98% | 30.58% | 12.58% | -24.09% | 28.70% | 13.85% | 36.54% | -17.18% | 15.00% |
KMB Kimberly-Clark Corporation | -3.20% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | -2.06% | 9.04% |
Returns By Period
In the year-to-date period, PFI achieves a -7.48% return, which is significantly lower than KMB's -3.20% return. Over the past 10 years, PFI has outperformed KMB with an annualized return of 7.52%, while KMB has yielded a comparatively lower 0.01% annualized return.
PFI
- 1D
- 2.79%
- 1M
- -2.99%
- YTD
- -7.48%
- 6M
- -7.65%
- 1Y
- 0.37%
- 3Y*
- 12.17%
- 5Y*
- 3.55%
- 10Y*
- 7.52%
KMB
- 1D
- 0.12%
- 1M
- -12.36%
- YTD
- -3.20%
- 6M
- -20.50%
- 1Y
- -29.15%
- 3Y*
- -6.89%
- 5Y*
- -3.23%
- 10Y*
- 0.01%
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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.
| PFI | KMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | -1.17 | +1.19 |
Sortino ratioReturn per unit of downside risk | 0.18 | -1.49 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.78 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.11 | -0.92 | +1.04 |
Martin ratioReturn relative to average drawdown | 0.32 | -1.50 | +1.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFI | KMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | -1.17 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | -0.16 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.00 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.46 | -0.23 |
Correlation
The correlation between PFI and KMB is 0.33, 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.
Dividends
PFI vs. KMB - Dividend Comparison
PFI's dividend yield for the trailing twelve months is around 0.77%, less than KMB's 5.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFI Invesco Dorsey Wright Financial Momentum ETF | 0.77% | 0.68% | 2.77% | 1.85% | 1.93% | 1.28% | 1.56% | 0.92% | 1.98% | 0.35% | 2.16% | 1.44% |
KMB Kimberly-Clark Corporation | 5.25% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
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% | -30.70% | +16.84% |
Max Drawdown (5Y)Largest decline over 5 years | -35.43% | -31.73% | -3.70% |
Max Drawdown (10Y)Largest decline over 10 years | -43.09% | -31.73% | -11.36% |
Current DrawdownCurrent decline from peak | -14.46% | -31.64% | +17.18% |
Average DrawdownAverage peak-to-trough decline | -14.56% | -8.74% | -5.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 18.99% | -14.21% |
Volatility
PFI vs. KMB - Volatility Comparison
The current volatility for Invesco Dorsey Wright Financial Momentum ETF (PFI) is 5.81%, while Kimberly-Clark Corporation (KMB) has a volatility of 6.74%. 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 | 5.81% | 6.74% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 21.02% | -5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.70% | 24.96% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.10% | 19.79% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 20.83% | +1.37% |