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PSCF vs. BALI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSCF and BALI is 0.52, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PSCF vs. BALI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Financials ETF (PSCF) and Blackrock Advantage Large Cap Income ETF (BALI). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
33.10%
28.20%
PSCF
BALI

Key characteristics

Sharpe Ratio

PSCF:

0.59

BALI:

0.54

Sortino Ratio

PSCF:

1.00

BALI:

0.78

Omega Ratio

PSCF:

1.12

BALI:

1.10

Calmar Ratio

PSCF:

0.50

BALI:

0.75

Martin Ratio

PSCF:

2.03

BALI:

2.36

Ulcer Index

PSCF:

6.16%

BALI:

2.73%

Daily Std Dev

PSCF:

21.33%

BALI:

11.91%

Max Drawdown

PSCF:

-45.46%

BALI:

-8.55%

Current Drawdown

PSCF:

-12.63%

BALI:

-7.87%

Returns By Period

In the year-to-date period, PSCF achieves a -3.56% return, which is significantly higher than BALI's -4.37% return.


PSCF

YTD

-3.56%

1M

-4.67%

6M

-0.96%

1Y

14.41%

5Y*

12.83%

10Y*

5.63%

BALI

YTD

-4.37%

1M

-5.63%

6M

-1.68%

1Y

6.69%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


PSCF vs. BALI - Expense Ratio Comparison

PSCF has a 0.29% expense ratio, which is lower than BALI's 0.35% expense ratio.


BALI
Blackrock Advantage Large Cap Income ETF
Expense ratio chart for BALI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BALI: 0.35%
Expense ratio chart for PSCF: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSCF: 0.29%

Risk-Adjusted Performance

PSCF vs. BALI — Risk-Adjusted Performance Rank

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

PSCF
The Risk-Adjusted Performance Rank of PSCF is 5656
Overall Rank
The Sharpe Ratio Rank of PSCF is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCF is 6161
Sortino Ratio Rank
The Omega Ratio Rank of PSCF is 5959
Omega Ratio Rank
The Calmar Ratio Rank of PSCF is 5252
Calmar Ratio Rank
The Martin Ratio Rank of PSCF is 5454
Martin Ratio Rank

BALI
The Risk-Adjusted Performance Rank of BALI is 5757
Overall Rank
The Sharpe Ratio Rank of BALI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of BALI is 5151
Sortino Ratio Rank
The Omega Ratio Rank of BALI is 5353
Omega Ratio Rank
The Calmar Ratio Rank of BALI is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BALI is 5959
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.

PSCF vs. BALI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Financials ETF (PSCF) and Blackrock Advantage Large Cap Income ETF (BALI). 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.


Sharpe ratio
The chart of Sharpe ratio for PSCF, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.005.00
PSCF: 0.59
BALI: 0.54
The chart of Sortino ratio for PSCF, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.0010.00
PSCF: 1.00
BALI: 0.78
The chart of Omega ratio for PSCF, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
PSCF: 1.12
BALI: 1.10
The chart of Calmar ratio for PSCF, currently valued at 0.78, compared to the broader market0.005.0010.0015.00
PSCF: 0.78
BALI: 0.75
The chart of Martin ratio for PSCF, currently valued at 2.03, compared to the broader market0.0020.0040.0060.0080.00100.00
PSCF: 2.03
BALI: 2.36

The current PSCF Sharpe Ratio is 0.59, which is comparable to the BALI Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PSCF and BALI, 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 Ratio0.501.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
0.59
0.54
PSCF
BALI

Dividends

PSCF vs. BALI - Dividend Comparison

PSCF's dividend yield for the trailing twelve months is around 2.35%, less than BALI's 7.18% yield.


TTM20242023202220212020201920182017201620152014
PSCF
Invesco S&P SmallCap Financials ETF
2.35%2.48%3.33%2.93%1.83%3.57%3.40%4.21%2.26%3.01%2.28%2.43%
BALI
Blackrock Advantage Large Cap Income ETF
7.18%7.13%2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PSCF vs. BALI - Drawdown Comparison

The maximum PSCF drawdown since its inception was -45.46%, which is greater than BALI's maximum drawdown of -8.55%. Use the drawdown chart below to compare losses from any high point for PSCF and BALI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.63%
-7.87%
PSCF
BALI

Volatility

PSCF vs. BALI - Volatility Comparison

Invesco S&P SmallCap Financials ETF (PSCF) has a higher volatility of 6.24% compared to Blackrock Advantage Large Cap Income ETF (BALI) at 4.97%. This indicates that PSCF's price experiences larger fluctuations and is considered to be riskier than BALI 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%NovemberDecember2025FebruaryMarchApril
6.24%
4.97%
PSCF
BALI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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