PGF vs. SWYNX
Compare and contrast key facts about Invesco Financial Preferred ETF (PGF) and Schwab Target 2060 Index Fund (SWYNX).
PGF is a passively managed fund by Invesco that tracks the performance of the Wachovia Hybrid & Preferred Securities Financial Index. It was launched on Dec 1, 2006. SWYNX is managed by Charles Schwab. It was launched on Aug 24, 2016.
Performance
PGF vs. SWYNX - Performance Comparison
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PGF vs. SWYNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGF Invesco Financial Preferred ETF | -0.67% | 3.40% | 6.01% | 7.73% | -19.22% | 2.65% | 7.23% | 14.55% | -2.82% | 10.02% |
SWYNX Schwab Target 2060 Index Fund | -1.20% | 20.19% | 14.71% | 23.96% | -17.93% | 18.84% | 14.88% | 26.10% | -9.98% | 20.36% |
Returns By Period
In the year-to-date period, PGF achieves a -0.67% return, which is significantly higher than SWYNX's -1.20% return.
PGF
- 1D
- 0.58%
- 1M
- -3.25%
- YTD
- -0.67%
- 6M
- -3.51%
- 1Y
- 3.09%
- 3Y*
- 4.68%
- 5Y*
- -0.50%
- 10Y*
- 2.59%
SWYNX
- 1D
- 2.82%
- 1M
- -5.41%
- YTD
- -1.20%
- 6M
- 1.18%
- 1Y
- 19.25%
- 3Y*
- 16.54%
- 5Y*
- 9.06%
- 10Y*
- —
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PGF vs. SWYNX - Expense Ratio Comparison
PGF has a 0.62% expense ratio, which is higher than SWYNX's 0.04% expense ratio.
Return for Risk
PGF vs. SWYNX — Risk / Return Rank
PGF
SWYNX
PGF vs. SWYNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Financial Preferred ETF (PGF) and Schwab Target 2060 Index Fund (SWYNX). 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.
| PGF | SWYNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 1.22 | -0.82 |
Sortino ratioReturn per unit of downside risk | 0.60 | 1.79 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.26 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.73 | -1.07 |
Martin ratioReturn relative to average drawdown | 1.48 | 8.18 | -6.70 |
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
| PGF | SWYNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.22 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.59 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.65 | -0.50 |
Correlation
The correlation between PGF and SWYNX is 0.46, 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
PGF vs. SWYNX - Dividend Comparison
PGF's dividend yield for the trailing twelve months is around 6.35%, more than SWYNX's 1.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGF Invesco Financial Preferred ETF | 6.35% | 6.30% | 6.24% | 6.15% | 5.95% | 4.68% | 4.91% | 5.14% | 5.73% | 5.32% | 5.92% | 5.68% |
SWYNX Schwab Target 2060 Index Fund | 1.94% | 1.92% | 1.97% | 4.00% | 1.96% | 1.77% | 1.66% | 1.99% | 0.00% | 1.45% | 0.00% | 0.00% |
Drawdowns
PGF vs. SWYNX - Drawdown Comparison
The maximum PGF drawdown since its inception was -75.69%, which is greater than SWYNX's maximum drawdown of -31.91%. Use the drawdown chart below to compare losses from any high point for PGF and SWYNX.
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Drawdown Indicators
| PGF | SWYNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.69% | -31.91% | -43.78% |
Max Drawdown (1Y)Largest decline over 1 year | -4.69% | -11.43% | +6.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -25.90% | +2.49% |
Max Drawdown (10Y)Largest decline over 10 years | -28.92% | — | — |
Current DrawdownCurrent decline from peak | -5.71% | -6.44% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -4.96% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 2.42% | -0.33% |
Volatility
PGF vs. SWYNX - Volatility Comparison
The current volatility for Invesco Financial Preferred ETF (PGF) is 2.33%, while Schwab Target 2060 Index Fund (SWYNX) has a volatility of 5.92%. This indicates that PGF experiences smaller price fluctuations and is considered to be less risky than SWYNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGF | SWYNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 5.92% | -3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 4.41% | 9.30% | -4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.69% | 16.21% | -8.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.35% | 15.34% | -3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.99% | 16.65% | -4.66% |