PFM vs. VDIGX
Compare and contrast key facts about Invesco Dividend Achievers™ ETF (PFM) and Vanguard Dividend Growth Fund (VDIGX).
PFM is a passively managed fund by Invesco that tracks the performance of the NASDAQ US Broad Dividend Achievers Index. It was launched on Sep 15, 2005. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Performance
PFM vs. VDIGX - Performance Comparison
Loading graphics...
PFM vs. VDIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFM Invesco Dividend Achievers™ ETF | -0.42% | 14.00% | 16.87% | 11.40% | -6.22% | 23.08% | 9.53% | 26.88% | -4.58% | 17.65% |
VDIGX Vanguard Dividend Growth Fund | -6.99% | 11.11% | 20.84% | 8.11% | -4.89% | 24.86% | 12.04% | 30.94% | 0.08% | 19.32% |
Returns By Period
In the year-to-date period, PFM achieves a -0.42% return, which is significantly higher than VDIGX's -6.99% return. Both investments have delivered pretty close results over the past 10 years, with PFM having a 11.05% annualized return and VDIGX not far ahead at 11.31%.
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%
VDIGX
- 1D
- 0.14%
- 1M
- -8.69%
- YTD
- -6.99%
- 6M
- -4.14%
- 1Y
- 0.66%
- 3Y*
- 10.48%
- 5Y*
- 8.98%
- 10Y*
- 11.31%
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. VDIGX - Expense Ratio Comparison
PFM has a 0.53% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Return for Risk
PFM vs. VDIGX — Risk / Return Rank
PFM
VDIGX
PFM vs. VDIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Achievers™ ETF (PFM) and Vanguard Dividend Growth Fund (VDIGX). 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 | VDIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.12 | +0.79 |
Sortino ratioReturn per unit of downside risk | 1.38 | 0.29 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.04 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 0.30 | +1.06 |
Martin ratioReturn relative to average drawdown | 6.36 | 1.17 | +5.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PFM | VDIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.12 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.65 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.72 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.60 | -0.10 |
Correlation
The correlation between PFM and VDIGX 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.
Dividends
PFM vs. VDIGX - Dividend Comparison
PFM's dividend yield for the trailing twelve months is around 1.45%, less than VDIGX's 26.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDIGX Vanguard Dividend Growth Fund | 26.40% | 21.90% | 21.94% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.72% | 5.16% | 2.86% | 5.70% |
Drawdowns
PFM vs. VDIGX - Drawdown Comparison
The maximum PFM drawdown since its inception was -53.21%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for PFM and VDIGX.
Loading graphics...
Drawdown Indicators
| PFM | VDIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.21% | -45.23% | -7.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -9.57% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -16.18% | -1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -32.22% | -32.98% | +0.76% |
Current DrawdownCurrent decline from peak | -5.29% | -8.96% | +3.67% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -6.67% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.41% | -0.13% |
Volatility
PFM vs. VDIGX - Volatility Comparison
Invesco Dividend Achievers™ ETF (PFM) has a higher volatility of 3.82% compared to Vanguard Dividend Growth Fund (VDIGX) at 3.40%. This indicates that PFM's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PFM | VDIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.40% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 7.39% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 14.39% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 13.82% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 15.68% | -0.47% |