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PFM vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFM vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dividend Achievers™ ETF (PFM) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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PFM vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFM
Invesco Dividend Achievers™ ETF
-0.19%14.00%16.87%11.40%-6.22%23.08%9.53%26.88%-4.58%6.16%
BIBL
Inspire 100 ETF
6.10%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.38%

Returns By Period

In the year-to-date period, PFM achieves a -0.19% return, which is significantly lower than BIBL's 6.10% return.


PFM

1D
0.23%
1M
-4.59%
YTD
-0.19%
6M
1.15%
1Y
13.71%
3Y*
13.72%
5Y*
9.99%
10Y*
11.08%

BIBL

1D
1.12%
1M
-4.41%
YTD
6.10%
6M
7.52%
1Y
25.37%
3Y*
16.16%
5Y*
8.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFM vs. BIBL - Expense Ratio Comparison

PFM has a 0.53% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Return for Risk

PFM vs. BIBL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFM
PFM Risk / Return Rank: 5151
Overall Rank
PFM Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PFM Sortino Ratio Rank: 5151
Sortino Ratio Rank
PFM Omega Ratio Rank: 5454
Omega Ratio Rank
PFM Calmar Ratio Rank: 4646
Calmar Ratio Rank
PFM Martin Ratio Rank: 5757
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7070
Overall Rank
BIBL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 6868
Sortino Ratio Rank
BIBL Omega Ratio Rank: 6868
Omega Ratio Rank
BIBL Calmar Ratio Rank: 6868
Calmar Ratio Rank
BIBL Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PFM vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Achievers™ ETF (PFM) and Inspire 100 ETF (BIBL). 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.


PFMBIBLDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.25

-0.31

Sortino ratio

Return per unit of downside risk

1.42

1.78

-0.36

Omega ratio

Gain probability vs. loss probability

1.21

1.26

-0.05

Calmar ratio

Return relative to maximum drawdown

1.27

1.84

-0.57

Martin ratio

Return relative to average drawdown

5.89

8.69

-2.80

PFM vs. BIBL - Sharpe Ratio Comparison

The current PFM Sharpe Ratio is 0.94, which is comparable to the BIBL Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of PFM and BIBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFMBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.25

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.43

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.54

-0.04

Correlation

The correlation between PFM and BIBL is 0.87, 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.


Dividends

PFM vs. BIBL - Dividend Comparison

PFM's dividend yield for the trailing twelve months is around 1.45%, more than BIBL's 1.11% yield.


TTM20252024202320222021202020192018201720162015
PFM
Invesco Dividend Achievers™ ETF
1.45%1.41%1.58%1.86%1.95%1.69%1.92%1.94%2.27%1.70%2.56%2.36%
BIBL
Inspire 100 ETF
1.11%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%0.00%0.00%

Drawdowns

PFM vs. BIBL - Drawdown Comparison

The maximum PFM drawdown since its inception was -53.21%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for PFM and BIBL.


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Drawdown Indicators


PFMBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-53.21%

-36.12%

-17.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-13.93%

+3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

-30.85%

+13.04%

Max Drawdown (10Y)

Largest decline over 10 years

-32.22%

Current Drawdown

Current decline from peak

-5.07%

-4.96%

-0.11%

Average Drawdown

Average peak-to-trough decline

-6.99%

-7.17%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.95%

-0.65%

Volatility

PFM vs. BIBL - Volatility Comparison

The current volatility for Invesco Dividend Achievers™ ETF (PFM) is 3.77%, while Inspire 100 ETF (BIBL) has a volatility of 6.82%. This indicates that PFM experiences smaller price fluctuations and is considered to be less risky than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFMBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

6.82%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

12.28%

-5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

20.39%

-5.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

19.44%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

21.15%

-5.94%