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PJP vs. FHLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PJP vs. FHLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Pharmaceuticals ETF (PJP) and Fidelity MSCI Health Care Index ETF (FHLC). The values are adjusted to include any dividend payments, if applicable.

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PJP vs. FHLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PJP
Invesco Dynamic Pharmaceuticals ETF
-0.44%27.98%9.63%-2.18%-2.16%14.58%11.29%4.64%-1.78%15.30%
FHLC
Fidelity MSCI Health Care Index ETF
-4.97%15.42%2.48%2.58%-5.55%20.39%18.13%21.94%4.71%23.34%

Returns By Period

In the year-to-date period, PJP achieves a -0.44% return, which is significantly higher than FHLC's -4.97% return. Over the past 10 years, PJP has underperformed FHLC with an annualized return of 6.42%, while FHLC has yielded a comparatively higher 9.60% annualized return.


PJP

1D
3.04%
1M
-3.96%
YTD
-0.44%
6M
12.79%
1Y
21.16%
3Y*
12.12%
5Y*
6.67%
10Y*
6.42%

FHLC

1D
2.28%
1M
-7.46%
YTD
-4.97%
6M
5.95%
1Y
4.53%
3Y*
6.14%
5Y*
5.07%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PJP vs. FHLC - Expense Ratio Comparison

PJP has a 0.58% expense ratio, which is higher than FHLC's 0.08% expense ratio.


Return for Risk

PJP vs. FHLC — Risk / Return Rank

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

PJP
PJP Risk / Return Rank: 6262
Overall Rank
PJP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PJP Sortino Ratio Rank: 6464
Sortino Ratio Rank
PJP Omega Ratio Rank: 5757
Omega Ratio Rank
PJP Calmar Ratio Rank: 7171
Calmar Ratio Rank
PJP Martin Ratio Rank: 5454
Martin Ratio Rank

FHLC
FHLC Risk / Return Rank: 2121
Overall Rank
FHLC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FHLC Sortino Ratio Rank: 2020
Sortino Ratio Rank
FHLC Omega Ratio Rank: 1919
Omega Ratio Rank
FHLC Calmar Ratio Rank: 2525
Calmar Ratio Rank
FHLC Martin Ratio Rank: 2121
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. FHLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Pharmaceuticals ETF (PJP) and Fidelity MSCI Health Care Index ETF (FHLC). 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.


PJPFHLCDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.26

+0.87

Sortino ratio

Return per unit of downside risk

1.58

0.48

+1.10

Omega ratio

Gain probability vs. loss probability

1.20

1.06

+0.14

Calmar ratio

Return relative to maximum drawdown

1.77

0.51

+1.26

Martin ratio

Return relative to average drawdown

5.03

1.08

+3.96

PJP vs. FHLC - Sharpe Ratio Comparison

The current PJP Sharpe Ratio is 1.12, which is higher than the FHLC Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of PJP and FHLC, 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


PJPFHLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.26

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.34

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.57

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.61

-0.02

Correlation

The correlation between PJP and FHLC is 0.86, 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

PJP vs. FHLC - Dividend Comparison

PJP's dividend yield for the trailing twelve months is around 1.02%, less than FHLC's 1.44% yield.


TTM20252024202320222021202020192018201720162015
PJP
Invesco Dynamic Pharmaceuticals ETF
1.02%0.98%0.97%1.01%0.95%0.81%0.75%0.77%1.12%0.65%0.91%5.49%
FHLC
Fidelity MSCI Health Care Index ETF
1.44%1.40%1.51%1.40%1.30%1.16%1.45%1.18%1.38%1.38%1.40%2.07%

Drawdowns

PJP vs. FHLC - Drawdown Comparison

The maximum PJP drawdown since its inception was -37.06%, which is greater than FHLC's maximum drawdown of -28.76%. Use the drawdown chart below to compare losses from any high point for PJP and FHLC.


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Drawdown Indicators


PJPFHLCDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-28.76%

-8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-10.38%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

-17.73%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.95%

-28.76%

-5.19%

Current Drawdown

Current decline from peak

-5.83%

-7.99%

+2.16%

Average Drawdown

Average peak-to-trough decline

-8.90%

-5.16%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

5.04%

-0.16%

Volatility

PJP vs. FHLC - Volatility Comparison

Invesco Dynamic Pharmaceuticals ETF (PJP) has a higher volatility of 6.62% compared to Fidelity MSCI Health Care Index ETF (FHLC) at 5.14%. This indicates that PJP's price experiences larger fluctuations and is considered to be riskier than FHLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJPFHLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

5.14%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

10.26%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

17.61%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

14.85%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

16.82%

+1.60%