PFM vs. MEME
PFM (Invesco Dividend Achievers™ ETF) and MEME (Roundhill Meme Stock ETF) are both Large Cap Growth Equities funds. PFM is passively managed, while MEME is actively managed. At a 0.44 correlation, their price movements are largely independent. PFM charges 0.53%/yr vs 0.69%/yr for MEME.
Performance
PFM vs. MEME - Performance Comparison
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Returns By Period
In the year-to-date period, PFM achieves a 8.18% return, which is significantly lower than MEME's 79.03% return.
PFM
- 1D
- -0.23%
- 1M
- 3.40%
- YTD
- 8.18%
- 6M
- 7.73%
- 1Y
- 19.65%
- 3Y*
- 16.31%
- 5Y*
- 10.63%
- 10Y*
- 11.82%
MEME
- 1D
- -5.29%
- 1M
- 25.28%
- YTD
- 79.03%
- 6M
- 68.18%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PFM vs. MEME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PFM Invesco Dividend Achievers™ ETF | 8.18% | 1.10% |
MEME Roundhill Meme Stock ETF | 79.03% | -36.83% |
Correlation
The correlation between PFM and MEME is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025 | 0.44 |
PFM vs. MEME - Sectors Allocation Comparison
Sectors
PFM
MEME
Technology
Financial Services
Healthcare
Consumer Defensive
-
Industrials
Energy
Utilities
Consumer Cyclical
-
Basic Materials
Real Estate
-
Communication Services
Technology
PFM
MEME
Financial Services
PFM
MEME
Healthcare
PFM
MEME
Consumer Defensive
PFM
MEME
-
Industrials
PFM
MEME
Energy
PFM
MEME
Utilities
PFM
MEME
Consumer Cyclical
PFM
MEME
-
Basic Materials
PFM
MEME
Real Estate
PFM
MEME
-
Communication Services
PFM
MEME
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Return for Risk
PFM vs. MEME — Risk / Return Rank
PFM
MEME
PFM vs. MEME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Achievers™ ETF (PFM) and Roundhill Meme Stock ETF (MEME). 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.
| PFM | MEME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.38 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | — | — |
| Martin ratioReturn relative to average drawdown | 11.28 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFM | MEME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.28 | +0.24 |
Drawdowns
PFM vs. MEME - Drawdown Comparison
The maximum PFM drawdown since its inception was -53.21%, which is greater than MEME's maximum drawdown of -48.78%. Use the drawdown chart below to compare losses from any high point for PFM and MEME.
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Drawdown Indicators
| PFM | MEME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.21% | -48.78% | -4.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.22% | — | — |
Current DrawdownCurrent decline from peak | -0.23% | -5.93% | +5.70% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -29.90% | +22.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | — | — |
Volatility
PFM vs. MEME - Volatility Comparison
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Volatility by Period
| PFM | MEME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.04% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.47% | 74.19% | -64.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 74.19% | -60.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 74.19% | -58.98% |
PFM vs. MEME - Expense Ratio Comparison
PFM has a 0.53% expense ratio, which is lower than MEME's 0.69% expense ratio.
Dividends
PFM vs. MEME - Dividend Comparison
PFM's dividend yield for the trailing twelve months is around 1.33%, while MEME has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEME Roundhill Meme Stock ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFM Invesco Dividend Achievers™ ETF | 1.33% | 1.41% | 1.58% | 1.86% | 1.95% | 1.69% | 1.92% | 1.94% | 2.27% | 1.70% | 2.56% | 2.36% |
Frequently Asked Questions
PFM and MEME have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PFM is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PFM is cheaper with a 0.53% expense ratio, compared with 0.69% for MEME.
PFM has the higher dividend yield at 1.33%, compared with 0.00% for MEME.
They also come from different issuers: Invesco and Roundhill. Their fees differ too: 0.53% for PFM and 0.69% for MEME.
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