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PJP vs. AGNG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PJP vs. AGNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Pharmaceuticals ETF (PJP) and Global X Aging Population ETF (AGNG). The values are adjusted to include any dividend payments, if applicable.

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PJP vs. AGNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PJP
Invesco Dynamic Pharmaceuticals ETF
0.14%27.98%9.63%-2.18%-2.16%14.58%11.29%4.64%-1.78%15.30%
AGNG
Global X Aging Population ETF
0.54%20.01%7.03%9.65%-8.61%3.91%18.96%25.24%-1.45%28.17%

Returns By Period

In the year-to-date period, PJP achieves a 0.14% return, which is significantly lower than AGNG's 0.54% return.


PJP

1D
0.58%
1M
-3.83%
YTD
0.14%
6M
10.47%
1Y
25.83%
3Y*
12.33%
5Y*
6.80%
10Y*
6.48%

AGNG

1D
1.38%
1M
-4.88%
YTD
0.54%
6M
6.00%
1Y
17.12%
3Y*
11.46%
5Y*
6.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PJP vs. AGNG - Expense Ratio Comparison

PJP has a 0.58% expense ratio, which is higher than AGNG's 0.50% expense ratio.


Return for Risk

PJP vs. AGNG — Risk / Return Rank

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

PJP
PJP Risk / Return Rank: 6767
Overall Rank
PJP Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PJP Sortino Ratio Rank: 7373
Sortino Ratio Rank
PJP Omega Ratio Rank: 6565
Omega Ratio Rank
PJP Calmar Ratio Rank: 6969
Calmar Ratio Rank
PJP Martin Ratio Rank: 5555
Martin Ratio Rank

AGNG
AGNG Risk / Return Rank: 5656
Overall Rank
AGNG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AGNG Sortino Ratio Rank: 5858
Sortino Ratio Rank
AGNG Omega Ratio Rank: 5252
Omega Ratio Rank
AGNG Calmar Ratio Rank: 6060
Calmar Ratio Rank
AGNG Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PJP vs. AGNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Pharmaceuticals ETF (PJP) and Global X Aging Population ETF (AGNG). 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.


PJPAGNGDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.08

+0.32

Sortino ratio

Return per unit of downside risk

1.91

1.57

+0.35

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

1.87

1.61

+0.26

Martin ratio

Return relative to average drawdown

5.68

5.49

+0.19

PJP vs. AGNG - Sharpe Ratio Comparison

The current PJP Sharpe Ratio is 1.39, which is comparable to the AGNG Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of PJP and AGNG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PJPAGNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.08

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.41

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.58

+0.01

Correlation

The correlation between PJP and AGNG is 0.67, 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

PJP vs. AGNG - Dividend Comparison

PJP's dividend yield for the trailing twelve months is around 1.01%, more than AGNG's 0.87% yield.


TTM20252024202320222021202020192018201720162015
PJP
Invesco Dynamic Pharmaceuticals ETF
1.01%0.98%0.97%1.01%0.95%0.81%0.75%0.77%1.12%0.65%0.91%5.49%
AGNG
Global X Aging Population ETF
0.87%0.88%0.83%0.96%0.49%0.72%0.36%0.83%1.00%1.04%0.45%0.00%

Drawdowns

PJP vs. AGNG - Drawdown Comparison

The maximum PJP drawdown since its inception was -37.06%, which is greater than AGNG's maximum drawdown of -30.58%. Use the drawdown chart below to compare losses from any high point for PJP and AGNG.


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Drawdown Indicators


PJPAGNGDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-30.58%

-6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-10.16%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

-25.66%

+8.15%

Max Drawdown (10Y)

Largest decline over 10 years

-33.95%

Current Drawdown

Current decline from peak

-5.28%

-6.11%

+0.83%

Average Drawdown

Average peak-to-trough decline

-8.89%

-5.92%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

2.98%

+0.87%

Volatility

PJP vs. AGNG - Volatility Comparison

Invesco Dynamic Pharmaceuticals ETF (PJP) has a higher volatility of 6.41% compared to Global X Aging Population ETF (AGNG) at 5.49%. This indicates that PJP's price experiences larger fluctuations and is considered to be riskier than AGNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJPAGNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

5.49%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.50%

9.55%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

18.92%

15.99%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

15.10%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

17.17%

+1.25%