PortfoliosLab logo
PGX vs. DIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PGX and DIV is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

PGX vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Preferred ETF (PGX) and Global X SuperDividend U.S. ETF (DIV). The values are adjusted to include any dividend payments, if applicable.

45.00%50.00%55.00%60.00%65.00%70.00%December2025FebruaryMarchAprilMay
48.93%
59.28%
PGX
DIV

Key characteristics

Sharpe Ratio

PGX:

0.19

DIV:

0.80

Sortino Ratio

PGX:

0.34

DIV:

1.14

Omega Ratio

PGX:

1.04

DIV:

1.17

Calmar Ratio

PGX:

0.14

DIV:

0.94

Martin Ratio

PGX:

0.42

DIV:

3.73

Ulcer Index

PGX:

4.34%

DIV:

3.12%

Daily Std Dev

PGX:

9.55%

DIV:

14.48%

Max Drawdown

PGX:

-66.40%

DIV:

-52.74%

Current Drawdown

PGX:

-10.86%

DIV:

-5.86%

Returns By Period

In the year-to-date period, PGX achieves a -2.78% return, which is significantly lower than DIV's 0.52% return. Over the past 10 years, PGX has outperformed DIV with an annualized return of 2.78%, while DIV has yielded a comparatively lower 2.35% annualized return.


PGX

YTD

-2.78%

1M

-0.31%

6M

-6.85%

1Y

0.35%

5Y*

0.72%

10Y*

2.78%

DIV

YTD

0.52%

1M

2.66%

6M

0.56%

1Y

10.91%

5Y*

11.88%

10Y*

2.35%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PGX vs. DIV - Expense Ratio Comparison

PGX has a 0.52% expense ratio, which is higher than DIV's 0.45% expense ratio.


Expense ratio chart for PGX: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PGX: 0.52%
Expense ratio chart for DIV: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DIV: 0.45%

Risk-Adjusted Performance

PGX vs. DIV — Risk-Adjusted Performance Rank

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

PGX
The Risk-Adjusted Performance Rank of PGX is 2424
Overall Rank
The Sharpe Ratio Rank of PGX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PGX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of PGX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of PGX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of PGX is 2424
Martin Ratio Rank

DIV
The Risk-Adjusted Performance Rank of DIV is 7171
Overall Rank
The Sharpe Ratio Rank of DIV is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of DIV is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DIV is 6767
Omega Ratio Rank
The Calmar Ratio Rank of DIV is 7777
Calmar Ratio Rank
The Martin Ratio Rank of DIV is 7676
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.

PGX vs. DIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Preferred ETF (PGX) and Global X SuperDividend U.S. ETF (DIV). 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 PGX, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.00
PGX: 0.19
DIV: 0.80
The chart of Sortino ratio for PGX, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.00
PGX: 0.34
DIV: 1.14
The chart of Omega ratio for PGX, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
PGX: 1.04
DIV: 1.17
The chart of Calmar ratio for PGX, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.00
PGX: 0.14
DIV: 0.94
The chart of Martin ratio for PGX, currently valued at 0.42, compared to the broader market0.0020.0040.0060.00
PGX: 0.42
DIV: 3.73

The current PGX Sharpe Ratio is 0.19, which is lower than the DIV Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of PGX and DIV, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.19
0.80
PGX
DIV

Dividends

PGX vs. DIV - Dividend Comparison

PGX's dividend yield for the trailing twelve months is around 6.23%, more than DIV's 5.94% yield.


TTM20242023202220212020201920182017201620152014
PGX
Invesco Preferred ETF
6.23%5.95%6.42%6.29%4.82%4.89%5.31%6.09%5.66%6.02%5.84%5.98%
DIV
Global X SuperDividend U.S. ETF
5.94%5.75%7.14%6.62%5.26%8.04%7.67%7.09%5.95%6.80%8.40%5.34%

Drawdowns

PGX vs. DIV - Drawdown Comparison

The maximum PGX drawdown since its inception was -66.40%, which is greater than DIV's maximum drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for PGX and DIV. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-10.86%
-5.86%
PGX
DIV

Volatility

PGX vs. DIV - Volatility Comparison

The current volatility for Invesco Preferred ETF (PGX) is 3.70%, while Global X SuperDividend U.S. ETF (DIV) has a volatility of 9.90%. This indicates that PGX experiences smaller price fluctuations and is considered to be less risky than DIV 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%December2025FebruaryMarchAprilMay
3.70%
9.90%
PGX
DIV