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PFI vs. SMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFI vs. SMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dorsey Wright Financial Momentum ETF (PFI) and Symmetry Panoramic Sector Momentum ETF (SMOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFI achieves a 10.59% return, which is significantly higher than SMOM's 9.77% return.


PFI

1D
1.27%
1M
3.00%
6M
9.38%
YTD
10.59%
1Y
16.89%
3Y*
14.10%
5Y*
6.23%
10Y*
9.11%
ALL TIME*
6.34%

SMOM

1D
0.45%
1M
2.24%
6M
8.34%
YTD
9.77%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$678.29K$1.66M$620.79K
$271.97K$207.20K$176.97K

PFI vs. SMOM - Yearly Performance Comparison


Correlation

The correlation between PFI and SMOM is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 10, 2025

0.60

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Return for Risk

PFI vs. SMOM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PFI
PFI Risk / Return Rank: 3535
Overall Rank
PFI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PFI Sortino Ratio Rank: 3333
Sortino Ratio Rank
PFI Omega Ratio Rank: 3333
Omega Ratio Rank
PFI Calmar Ratio Rank: 3535
Calmar Ratio Rank
PFI Martin Ratio Rank: 3636
Martin Ratio Rank

SMOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PFI vs. SMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dorsey Wright Financial Momentum ETF (PFI) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.


PFISMOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.22

Martin ratioReturn relative to average drawdown

3.69

PFI vs. SMOM - Sharpe Ratio Comparison


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Drawdowns

PFI vs. SMOM - Drawdown Comparison

The maximum PFI drawdown since its inception was -59.53%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for PFI and SMOM.


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Drawdown Indicators


PFISMOMDifference

Max Drawdown

Largest peak-to-trough decline

-59.53%

-7.45%

-52.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

Max Drawdown (3Y)

Largest decline over 3 years

-24.82%

Max Drawdown (5Y)

Largest decline over 5 years

-35.43%

Max Drawdown (10Y)

Largest decline over 10 years

-43.09%

Current Drawdown

Current decline from peak

-0.31%

-0.11%

-0.20%

Average Drawdown

Average peak-to-trough decline

-14.39%

-1.48%

-12.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

Volatility

PFI vs. SMOM - Volatility Comparison


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Volatility by Period


PFISMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.94%

12.40%

+6.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.67%

12.40%

+9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.30%

12.40%

+9.90%

PFI vs. SMOM - Expense Ratio Comparison

PFI has a 0.60% expense ratio, which is lower than SMOM's 0.63% expense ratio.


Dividends

PFI vs. SMOM - Dividend Comparison

PFI's dividend yield for the trailing twelve months is around 0.96%, more than SMOM's 0.15% yield.


PositionTTM20252024202320222021202020192018201720162015
PFI
Invesco Dorsey Wright Financial Momentum ETF
0.96%0.68%2.77%1.85%1.93%1.28%1.56%0.92%1.98%0.35%2.16%1.44%
SMOM
Symmetry Panoramic Sector Momentum ETF
0.15%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PFI and SMOM have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PFI is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PFI is cheaper with a 0.60% expense ratio, compared with 0.63% for SMOM.

PFI has the higher dividend yield at 0.96%, compared with 0.15% for SMOM.

PFI is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Invesco and Symmetry Partners. Their fees differ too: 0.60% for PFI and 0.63% for SMOM.

Portfolio Optimizer

Find the right allocation for PFI and SMOM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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