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PFM vs. AVLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFM and AVLV is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

PFM vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dividend Achievers™ ETF (PFM) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
32.91%
37.59%
PFM
AVLV

Key characteristics

Sharpe Ratio

PFM:

1.97

AVLV:

1.47

Sortino Ratio

PFM:

2.72

AVLV:

2.10

Omega Ratio

PFM:

1.36

AVLV:

1.27

Calmar Ratio

PFM:

3.88

AVLV:

2.21

Martin Ratio

PFM:

12.34

AVLV:

7.78

Ulcer Index

PFM:

1.57%

AVLV:

2.41%

Daily Std Dev

PFM:

9.83%

AVLV:

12.73%

Max Drawdown

PFM:

-53.21%

AVLV:

-19.34%

Current Drawdown

PFM:

-4.14%

AVLV:

-6.14%

Returns By Period

The year-to-date returns for both stocks are quite close, with PFM having a 17.29% return and AVLV slightly lower at 17.11%.


PFM

YTD

17.29%

1M

-1.34%

6M

8.06%

1Y

18.24%

5Y*

10.59%

10Y*

9.92%

AVLV

YTD

17.11%

1M

-2.90%

6M

7.12%

1Y

17.54%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PFM vs. AVLV - Expense Ratio Comparison

PFM has a 0.53% expense ratio, which is higher than AVLV's 0.15% expense ratio.


PFM
Invesco Dividend Achievers™ ETF
Expense ratio chart for PFM: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
Expense ratio chart for AVLV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

PFM vs. AVLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Achievers™ ETF (PFM) and Avantis U.S. Large Cap Value ETF (AVLV). 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.


Sharpe ratio
The chart of Sharpe ratio for PFM, currently valued at 1.97, compared to the broader market0.002.004.001.971.47
The chart of Sortino ratio for PFM, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.002.722.10
The chart of Omega ratio for PFM, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.27
The chart of Calmar ratio for PFM, currently valued at 3.88, compared to the broader market0.005.0010.0015.003.882.21
The chart of Martin ratio for PFM, currently valued at 12.34, compared to the broader market0.0020.0040.0060.0080.00100.0012.347.78
PFM
AVLV

The current PFM Sharpe Ratio is 1.97, which is higher than the AVLV Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of PFM and AVLV, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.97
1.47
PFM
AVLV

Dividends

PFM vs. AVLV - Dividend Comparison

PFM's dividend yield for the trailing twelve months is around 1.18%, more than AVLV's 1.13% yield.


TTM20232022202120202019201820172016201520142013
PFM
Invesco Dividend Achievers™ ETF
1.18%1.86%1.95%1.69%1.92%1.94%2.27%1.70%2.56%2.36%1.93%1.87%
AVLV
Avantis U.S. Large Cap Value ETF
1.13%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PFM vs. AVLV - Drawdown Comparison

The maximum PFM drawdown since its inception was -53.21%, which is greater than AVLV's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for PFM and AVLV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.14%
-6.14%
PFM
AVLV

Volatility

PFM vs. AVLV - Volatility Comparison

The current volatility for Invesco Dividend Achievers™ ETF (PFM) is 3.40%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 4.18%. This indicates that PFM experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.40%
4.18%
PFM
AVLV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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