PSCI vs. VIS
Compare and contrast key facts about Invesco S&P SmallCap Industrials ETF (PSCI) and Vanguard Industrials ETF (VIS).
PSCI and VIS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VIS is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Industrials 25/50 Index. It was launched on Sep 23, 2004. Both PSCI and VIS 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: PSCI or VIS.
Key characteristics
| PSCI | VIS | |
|---|---|---|
| YTD Return | 26.54% | 25.99% |
| 1Y Return | 50.37% | 44.51% |
| 3Y Return (Ann) | 13.14% | 11.54% |
| 5Y Return (Ann) | 16.28% | 14.01% |
| 10Y Return (Ann) | 13.36% | 11.85% |
| Sharpe Ratio | 2.27 | 3.02 |
| Sortino Ratio | 3.21 | 4.20 |
| Omega Ratio | 1.39 | 1.53 |
| Calmar Ratio | 5.11 | 4.97 |
| Martin Ratio | 13.00 | 20.25 |
| Ulcer Index | 3.78% | 2.17% |
| Daily Std Dev | 21.64% | 14.58% |
| Max Drawdown | -45.55% | -63.51% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PSCI and VIS 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.
Performance
PSCI vs. VIS - Performance Comparison
The year-to-date returns for both stocks are quite close, with PSCI having a 26.54% return and VIS slightly lower at 25.99%. Over the past 10 years, PSCI has outperformed VIS with an annualized return of 13.36%, while VIS has yielded a comparatively lower 11.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PSCI vs. VIS - Expense Ratio Comparison
PSCI has a 0.29% expense ratio, which is higher than VIS's 0.10% expense ratio.
Risk-Adjusted Performance
PSCI vs. VIS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Industrials ETF (PSCI) and Vanguard Industrials ETF (VIS). 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
PSCI vs. VIS - Dividend Comparison
PSCI's dividend yield for the trailing twelve months is around 0.64%, less than VIS's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCI Invesco S&P SmallCap Industrials ETF | 0.64% | 0.72% | 0.87% | 0.69% | 0.59% | 0.64% | 0.67% | 0.71% | 0.74% | 1.02% | 0.81% | 0.47% |
VIS Vanguard Industrials ETF | 1.15% | 1.36% | 1.52% | 1.11% | 1.38% | 1.69% | 1.91% | 1.60% | 1.81% | 1.94% | 1.57% | 1.06% |
Drawdowns
PSCI vs. VIS - Drawdown Comparison
The maximum PSCI drawdown since its inception was -45.55%, smaller than the maximum VIS drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for PSCI and VIS. For additional features, visit the drawdowns tool.
Volatility
PSCI vs. VIS - Volatility Comparison
Invesco S&P SmallCap Industrials ETF (PSCI) has a higher volatility of 7.99% compared to Vanguard Industrials ETF (VIS) at 5.44%. This indicates that PSCI's price experiences larger fluctuations and is considered to be riskier than VIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.