PortfoliosLab logoPortfoliosLab logo
PFM vs. CCOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFM vs. CCOR - Performance Comparison

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

Loading graphics...

PFM vs. CCOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFM
Invesco Dividend Achievers™ ETF
-0.42%14.00%16.87%11.40%-6.22%23.08%9.53%26.88%-4.58%11.72%
CCOR
Core Alternative ETF
-0.34%3.52%-5.70%-11.92%2.51%9.90%4.07%6.03%4.64%3.68%

Returns By Period

In the year-to-date period, PFM achieves a -0.42% return, which is significantly lower than CCOR's -0.34% return.


PFM

1D
1.94%
1M
-4.89%
YTD
-0.42%
6M
1.44%
1Y
13.27%
3Y*
13.63%
5Y*
9.94%
10Y*
11.05%

CCOR

1D
0.65%
1M
-4.07%
YTD
-0.34%
6M
0.35%
1Y
-1.48%
3Y*
-3.32%
5Y*
-0.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. CCOR - Expense Ratio Comparison

PFM has a 0.53% expense ratio, which is lower than CCOR's 1.09% expense ratio.


Return for Risk

PFM vs. CCOR — Risk / Return Rank

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

PFM
PFM Risk / Return Rank: 5656
Overall Rank
PFM Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PFM Sortino Ratio Rank: 5353
Sortino Ratio Rank
PFM Omega Ratio Rank: 5656
Omega Ratio Rank
PFM Calmar Ratio Rank: 5555
Calmar Ratio Rank
PFM Martin Ratio Rank: 6565
Martin Ratio Rank

CCOR
CCOR Risk / Return Rank: 99
Overall Rank
CCOR Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 88
Sortino Ratio Rank
CCOR Omega Ratio Rank: 88
Omega Ratio Rank
CCOR Calmar Ratio Rank: 99
Calmar Ratio Rank
CCOR Martin Ratio Rank: 99
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. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Achievers™ ETF (PFM) and Core Alternative ETF (CCOR). 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.


PFMCCORDifference

Sharpe ratio

Return per unit of total volatility

0.91

-0.14

+1.05

Sortino ratio

Return per unit of downside risk

1.38

-0.14

+1.52

Omega ratio

Gain probability vs. loss probability

1.20

0.98

+0.22

Calmar ratio

Return relative to maximum drawdown

1.35

-0.19

+1.54

Martin ratio

Return relative to average drawdown

6.36

-0.35

+6.70

PFM vs. CCOR - Sharpe Ratio Comparison

The current PFM Sharpe Ratio is 0.91, which is higher than the CCOR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of PFM and CCOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PFMCCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

-0.14

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

-0.08

+0.82

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

0.15

+0.35

Correlation

The correlation between PFM and CCOR is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PFM vs. CCOR - Dividend Comparison

PFM's dividend yield for the trailing twelve months is around 1.45%, more than CCOR's 1.07% 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%
CCOR
Core Alternative ETF
1.07%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%0.00%0.00%

Drawdowns

PFM vs. CCOR - Drawdown Comparison

The maximum PFM drawdown since its inception was -53.21%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for PFM and CCOR.


Loading graphics...

Drawdown Indicators


PFMCCORDifference

Max Drawdown

Largest peak-to-trough decline

-53.21%

-22.99%

-30.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-9.17%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

-22.99%

+5.18%

Max Drawdown (10Y)

Largest decline over 10 years

-32.22%

Current Drawdown

Current decline from peak

-5.29%

-17.23%

+11.94%

Average Drawdown

Average peak-to-trough decline

-6.99%

-7.07%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

4.95%

-2.67%

Volatility

PFM vs. CCOR - Volatility Comparison

Invesco Dividend Achievers™ ETF (PFM) has a higher volatility of 3.82% compared to Core Alternative ETF (CCOR) at 2.17%. This indicates that PFM's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PFMCCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

2.17%

+1.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

5.44%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

10.74%

+3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

11.13%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

10.81%

+4.40%