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

Correlation

The correlation between PFM and SCHD is 0.93, 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. SCHD - Performance Comparison

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

0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.01%
3.61%
PFM
SCHD

Key characteristics

Sharpe Ratio

PFM:

1.56

SCHD:

0.88

Sortino Ratio

PFM:

2.17

SCHD:

1.33

Omega Ratio

PFM:

1.28

SCHD:

1.16

Calmar Ratio

PFM:

2.69

SCHD:

1.26

Martin Ratio

PFM:

8.63

SCHD:

3.70

Ulcer Index

PFM:

1.82%

SCHD:

2.70%

Daily Std Dev

PFM:

10.04%

SCHD:

11.33%

Max Drawdown

PFM:

-53.22%

SCHD:

-33.37%

Current Drawdown

PFM:

-5.83%

SCHD:

-7.68%

Returns By Period

In the year-to-date period, PFM achieves a -1.42% return, which is significantly lower than SCHD's -1.13% return. Over the past 10 years, PFM has underperformed SCHD with an annualized return of 10.05%, while SCHD has yielded a comparatively higher 11.00% annualized return.


PFM

YTD

-1.42%

1M

-3.93%

6M

4.01%

1Y

15.51%

5Y*

10.14%

10Y*

10.05%

SCHD

YTD

-1.13%

1M

-4.39%

6M

3.61%

1Y

10.49%

5Y*

10.77%

10Y*

11.00%

*Annualized

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PFM vs. SCHD - Expense Ratio Comparison

PFM has a 0.53% expense ratio, which is higher than SCHD's 0.06% expense ratio.


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 SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

PFM vs. SCHD — 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 7272
Overall Rank
The Sharpe Ratio Rank of PFM is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of PFM is 6969
Sortino Ratio Rank
The Omega Ratio Rank of PFM is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PFM is 7979
Calmar Ratio Rank
The Martin Ratio Rank of PFM is 7272
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4747
Overall Rank
The Sharpe Ratio Rank of SCHD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4545
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4545
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. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Achievers™ ETF (PFM) and Schwab US Dividend Equity ETF (SCHD). 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 1.56, compared to the broader market0.002.004.001.560.88
The chart of Sortino ratio for PFM, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.002.171.33
The chart of Omega ratio for PFM, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.16
The chart of Calmar ratio for PFM, currently valued at 2.69, compared to the broader market0.005.0010.0015.002.691.26
The chart of Martin ratio for PFM, currently valued at 8.63, compared to the broader market0.0020.0040.0060.0080.00100.008.633.70
PFM
SCHD

The current PFM Sharpe Ratio is 1.56, which is higher than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PFM and SCHD, 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.56
0.88
PFM
SCHD

Dividends

PFM vs. SCHD - Dividend Comparison

PFM's dividend yield for the trailing twelve months is around 1.61%, less than SCHD's 3.68% yield.


TTM20242023202220212020201920182017201620152014
PFM
Invesco Dividend Achievers™ ETF
1.61%1.58%1.86%1.95%1.69%1.92%1.94%2.27%1.70%2.56%2.36%1.93%
SCHD
Schwab US Dividend Equity ETF
3.68%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

PFM vs. SCHD - Drawdown Comparison

The maximum PFM drawdown since its inception was -53.22%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PFM and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.83%
-7.68%
PFM
SCHD

Volatility

PFM vs. SCHD - Volatility Comparison

Invesco Dividend Achievers™ ETF (PFM) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.75% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%AugustSeptemberOctoberNovemberDecember2025
3.75%
3.72%
PFM
SCHD