PSCF vs. PSCI
Compare and contrast key facts about Invesco S&P SmallCap Financials ETF (PSCF) and Invesco S&P SmallCap Industrials ETF (PSCI).
PSCF and PSCI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSCF is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Financials Index. It was launched on Apr 7, 2010. PSCI is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Industrials Index. It was launched on Apr 7, 2010. Both PSCF and PSCI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSCF or PSCI.
Performance
PSCF vs. PSCI - Performance Comparison
Returns By Period
In the year-to-date period, PSCF achieves a 22.07% return, which is significantly lower than PSCI's 23.81% return. Over the past 10 years, PSCF has underperformed PSCI with an annualized return of 7.20%, while PSCI has yielded a comparatively higher 13.19% annualized return.
PSCF
22.07%
3.29%
22.97%
40.50%
4.55%
7.20%
PSCI
23.81%
7.00%
15.63%
39.21%
16.46%
13.19%
Key characteristics
| PSCF | PSCI | |
|---|---|---|
| Sharpe Ratio | 1.89 | 1.91 |
| Sortino Ratio | 2.80 | 2.72 |
| Omega Ratio | 1.34 | 1.33 |
| Calmar Ratio | 1.44 | 4.20 |
| Martin Ratio | 8.91 | 10.62 |
| Ulcer Index | 4.73% | 3.80% |
| Daily Std Dev | 22.25% | 21.22% |
| Max Drawdown | -45.46% | -45.55% |
| Current Drawdown | -3.12% | -3.60% |
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PSCF vs. PSCI - Expense Ratio Comparison
Both PSCF and PSCI have an expense ratio of 0.29%.
Correlation
The correlation between PSCF and PSCI is 0.81, 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.
Risk-Adjusted Performance
PSCF vs. PSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Financials ETF (PSCF) and Invesco S&P SmallCap Industrials ETF (PSCI). 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.
Dividends
PSCF vs. PSCI - Dividend Comparison
PSCF's dividend yield for the trailing twelve months is around 2.01%, more than PSCI's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCF Invesco S&P SmallCap Financials ETF | 2.01% | 3.33% | 2.93% | 1.83% | 3.57% | 3.40% | 4.21% | 2.26% | 3.01% | 2.28% | 2.43% | 2.31% |
PSCI Invesco S&P SmallCap Industrials ETF | 0.66% | 0.72% | 0.87% | 0.69% | 0.59% | 0.64% | 0.67% | 0.71% | 0.74% | 1.02% | 0.81% | 0.47% |
Drawdowns
PSCF vs. PSCI - Drawdown Comparison
The maximum PSCF drawdown since its inception was -45.46%, roughly equal to the maximum PSCI drawdown of -45.55%. Use the drawdown chart below to compare losses from any high point for PSCF and PSCI. For additional features, visit the drawdowns tool.
Volatility
PSCF vs. PSCI - Volatility Comparison
Invesco S&P SmallCap Financials ETF (PSCF) has a higher volatility of 9.65% compared to Invesco S&P SmallCap Industrials ETF (PSCI) at 8.13%. This indicates that PSCF's price experiences larger fluctuations and is considered to be riskier than PSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.