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

Correlation

The correlation between PFM and EDIV is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PFM vs. EDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dividend Achievers™ ETF (PFM) and SPDR S&P Emerging Markets Dividend ETF (EDIV). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
313.98%
31.30%
PFM
EDIV

Key characteristics

Sharpe Ratio

PFM:

0.63

EDIV:

0.95

Sortino Ratio

PFM:

0.98

EDIV:

1.39

Omega Ratio

PFM:

1.14

EDIV:

1.19

Calmar Ratio

PFM:

0.66

EDIV:

0.96

Martin Ratio

PFM:

2.90

EDIV:

2.57

Ulcer Index

PFM:

3.31%

EDIV:

5.15%

Daily Std Dev

PFM:

15.17%

EDIV:

14.01%

Max Drawdown

PFM:

-53.22%

EDIV:

-53.35%

Current Drawdown

PFM:

-7.40%

EDIV:

-5.23%

Returns By Period

In the year-to-date period, PFM achieves a -2.67% return, which is significantly lower than EDIV's 2.49% return. Over the past 10 years, PFM has outperformed EDIV with an annualized return of 9.86%, while EDIV has yielded a comparatively lower 4.10% annualized return.


PFM

YTD

-2.67%

1M

-1.85%

6M

-3.11%

1Y

9.60%

5Y*

12.34%

10Y*

9.86%

EDIV

YTD

2.49%

1M

0.06%

6M

-0.64%

1Y

11.22%

5Y*

13.20%

10Y*

4.10%

*Annualized

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PFM vs. EDIV - Expense Ratio Comparison

PFM has a 0.53% expense ratio, which is higher than EDIV's 0.49% expense ratio.


Expense ratio chart for PFM: current value is 0.53%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFM: 0.53%
Expense ratio chart for EDIV: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EDIV: 0.49%

Risk-Adjusted Performance

PFM vs. EDIV — Risk-Adjusted Performance Rank

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

PFM
The Risk-Adjusted Performance Rank of PFM is 6969
Overall Rank
The Sharpe Ratio Rank of PFM is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of PFM is 6666
Sortino Ratio Rank
The Omega Ratio Rank of PFM is 6868
Omega Ratio Rank
The Calmar Ratio Rank of PFM is 7272
Calmar Ratio Rank
The Martin Ratio Rank of PFM is 7272
Martin Ratio Rank

EDIV
The Risk-Adjusted Performance Rank of EDIV is 7777
Overall Rank
The Sharpe Ratio Rank of EDIV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of EDIV is 7979
Sortino Ratio Rank
The Omega Ratio Rank of EDIV is 7878
Omega Ratio Rank
The Calmar Ratio Rank of EDIV is 8282
Calmar Ratio Rank
The Martin Ratio Rank of EDIV is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFM vs. EDIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Achievers™ ETF (PFM) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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.


The chart of Sharpe ratio for PFM, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.00
PFM: 0.63
EDIV: 0.95
The chart of Sortino ratio for PFM, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.00
PFM: 0.98
EDIV: 1.39
The chart of Omega ratio for PFM, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
PFM: 1.14
EDIV: 1.19
The chart of Calmar ratio for PFM, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
PFM: 0.66
EDIV: 0.96
The chart of Martin ratio for PFM, currently valued at 2.90, compared to the broader market0.0020.0040.0060.00
PFM: 2.90
EDIV: 2.57

The current PFM Sharpe Ratio is 0.63, which is lower than the EDIV Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of PFM and EDIV, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.63
0.95
PFM
EDIV

Dividends

PFM vs. EDIV - Dividend Comparison

PFM's dividend yield for the trailing twelve months is around 1.63%, less than EDIV's 4.18% yield.


TTM20242023202220212020201920182017201620152014
PFM
Invesco Dividend Achievers™ ETF
1.63%1.58%1.86%1.95%1.69%1.92%1.94%2.27%1.70%2.56%2.36%1.93%
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.18%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.93%5.33%4.84%

Drawdowns

PFM vs. EDIV - Drawdown Comparison

The maximum PFM drawdown since its inception was -53.22%, roughly equal to the maximum EDIV drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for PFM and EDIV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.40%
-5.23%
PFM
EDIV

Volatility

PFM vs. EDIV - Volatility Comparison

Invesco Dividend Achievers™ ETF (PFM) has a higher volatility of 11.28% compared to SPDR S&P Emerging Markets Dividend ETF (EDIV) at 8.36%. This indicates that PFM's price experiences larger fluctuations and is considered to be riskier than EDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.28%
8.36%
PFM
EDIV