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PJP vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJP vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Pharmaceuticals ETF (PJP) and iMGP DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PJP achieves a 15.78% return, which is significantly higher than DBMF's 12.95% return.


PJP

1D
0.14%
1M
4.06%
6M
15.29%
YTD
15.78%
1Y
43.85%
3Y*
17.08%
5Y*
9.28%
10Y*
7.06%
ALL TIME*
11.71%

DBMF

1D
-0.25%
1M
3.44%
6M
7.95%
YTD
12.95%
1Y
27.97%
3Y*
10.07%
5Y*
8.70%
10Y*
ALL TIME*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$48.88M$50.74M$48.74M
$11.91M$6.38M$3.32M

PJP vs. DBMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PJP
Invesco Dynamic Pharmaceuticals ETF
15.78%27.98%9.63%-2.18%-2.16%14.58%11.29%4.21%
DBMF
iMGP DBi Managed Futures Strategy ETF
12.95%13.85%7.24%-8.94%21.61%11.49%1.80%10.51%

Correlation

The correlation between PJP and DBMF is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

0.09

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.01

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.08

The correlation between PJP and DBMF shifts across timeframes, from -0.01 (5 years) to 0.09 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PJP vs. DBMF — Risk / Return Rank

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

PJP
PJP Risk / Return Rank: 9393
Overall Rank
PJP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PJP Sortino Ratio Rank: 9494
Sortino Ratio Rank
PJP Omega Ratio Rank: 9292
Omega Ratio Rank
PJP Calmar Ratio Rank: 9393
Calmar Ratio Rank
PJP Martin Ratio Rank: 9090
Martin Ratio Rank

DBMF
DBMF Risk / Return Rank: 9191
Overall Rank
DBMF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 8888
Sortino Ratio Rank
DBMF Omega Ratio Rank: 9292
Omega Ratio Rank
DBMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
DBMF Martin Ratio Rank: 9292
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. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Pharmaceuticals ETF (PJP) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PJPDBMFDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.44

1.45

-0.01

Calmar ratioReturn relative to maximum drawdown

4.71

4.59

+0.12

Martin ratioReturn relative to average drawdown

14.61

15.59

-0.98

PJP vs. DBMF - Sharpe Ratio Comparison

The current PJP Sharpe Ratio is 2.62, which is comparable to the DBMF Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of PJP and DBMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PJP vs. DBMF - Drawdown Comparison

The maximum PJP drawdown since its inception was -37.06%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for PJP and DBMF.


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Drawdown Indicators


PJPDBMFDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-20.39%

-16.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.44%

-6.10%

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

-15.60%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

-20.39%

+2.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.95%

Current Drawdown

Current decline from peak

-1.53%

-0.25%

-1.28%

Average Drawdown

Average peak-to-trough decline

-8.80%

-6.49%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.79%

+1.24%

Volatility

PJP vs. DBMF - Volatility Comparison

Invesco Dynamic Pharmaceuticals ETF (PJP) has a higher volatility of 6.18% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.42%. This indicates that PJP's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJPDBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

2.42%

+3.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

9.96%

+3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

12.66%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

12.43%

+3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

12.37%

+6.01%

PJP vs. DBMF - Expense Ratio Comparison

PJP has a 0.58% expense ratio, which is lower than DBMF's 0.85% expense ratio.


Dividends

PJP vs. DBMF - Dividend Comparison

PJP's dividend yield for the trailing twelve months is around 0.88%, less than DBMF's 5.03% yield.


PositionTTM20252024202320222021202020192018201720162015
DBMF
iMGP DBi Managed Futures Strategy ETF
5.03%5.91%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%0.00%
PJP
Invesco Dynamic Pharmaceuticals ETF
0.88%0.98%0.97%1.01%0.95%0.81%0.75%0.77%1.12%0.65%0.91%5.49%

Frequently Asked Questions


PJP and DBMF have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PJP has higher volatility (6.18%) compared to DBMF (2.42%). In terms of maximum drawdown, PJP dropped -37.06% vs DBMF's -20.39%.

On 5-year performance, PJP leads with 9.28% vs 8.70% for DBMF. On fees, PJP is cheaper at 0.58% per year. On volatility, DBMF has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PJP has performed better with a 9.28% return vs 8.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PJP is cheaper with a 0.58% expense ratio, compared with 0.85% for DBMF.

DBMF has the higher dividend yield at 5.03%, compared with 0.88% for PJP.

PJP is categorized as Health & Biotech Equities, while DBMF is Systematic Trend. They also come from different issuers: Invesco and iM Global Partners. Their fees differ too: 0.58% for PJP and 0.85% for DBMF.

PJP currently has the higher Sharpe Ratio (2.62 vs 2.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PJP and DBMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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