PortfoliosLab logoPortfoliosLab logo
PSCT vs. MMKT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSCT vs. MMKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Information Technology ETF (PSCT) and Texas Capital Government Money Market ETF (MMKT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PSCT achieves a 54.35% return, which is significantly higher than MMKT's 1.62% return.


PSCT

1D
0.44%
1M
5.02%
YTD
54.35%
6M
49.00%
1Y
97.29%
3Y*
23.59%
5Y*
13.45%
10Y*
17.12%

MMKT

1D
0.01%
1M
0.25%
YTD
1.62%
6M
1.73%
1Y
3.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCT vs. MMKT - Yearly Performance Comparison


Correlation

The correlation between PSCT and MMKT is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

-0.01

The correlation between PSCT and MMKT shifts across timeframes, from -0.14 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

PSCT vs. MMKT — Risk / Return Rank

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

PSCT
PSCT Risk / Return Rank: 8989
Overall Rank
PSCT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PSCT Sortino Ratio Rank: 8484
Sortino Ratio Rank
PSCT Omega Ratio Rank: 8181
Omega Ratio Rank
PSCT Calmar Ratio Rank: 9494
Calmar Ratio Rank
PSCT Martin Ratio Rank: 9595
Martin Ratio Rank

MMKT
MMKT Risk / Return Rank: 100100
Overall Rank
MMKT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MMKT Sortino Ratio Rank: 100100
Sortino Ratio Rank
MMKT Omega Ratio Rank: 100100
Omega Ratio Rank
MMKT Calmar Ratio Rank: 100100
Calmar Ratio Rank
MMKT Martin Ratio Rank: 100100
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.

PSCT vs. MMKT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Information Technology ETF (PSCT) and Texas Capital Government Money Market ETF (MMKT). 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.


PSCTMMKTDifference
Sharpe ratioReturn per unit of total volatility

-13.66

Sortino ratioReturn per unit of downside risk

-59.38

Omega ratioGain probability vs. loss probability

1.46

15.54

-14.08

Calmar ratioReturn relative to maximum drawdown

6.61

152.72

-146.12

Martin ratioReturn relative to average drawdown

26.88

913.70

-886.82

PSCT vs. MMKT - Sharpe Ratio Comparison

The current PSCT Sharpe Ratio is 3.11, which is lower than the MMKT Sharpe Ratio of 16.76. The chart below compares the historical Sharpe Ratios of PSCT and MMKT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PSCT vs. MMKT - Drawdown Comparison

The maximum PSCT drawdown since its inception was -40.44%, which is greater than MMKT's maximum drawdown of -0.04%. Use the drawdown chart below to compare losses from any high point for PSCT and MMKT.


Loading charts...

Drawdown Indicators


PSCTMMKTDifference

Max Drawdown

Largest peak-to-trough decline

-40.44%

-0.04%

-40.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-0.02%

-14.78%

Max Drawdown (3Y)

Largest decline over 3 years

-33.96%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

Current Drawdown

Current decline from peak

-1.07%

0.00%

-1.07%

Average Drawdown

Average peak-to-trough decline

-7.89%

-0.00%

-7.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

0.00%

+3.63%

Volatility

PSCT vs. MMKT - Volatility Comparison

Invesco S&P SmallCap Information Technology ETF (PSCT) has a higher volatility of 13.48% compared to Texas Capital Government Money Market ETF (MMKT) at 0.05%. This indicates that PSCT's price experiences larger fluctuations and is considered to be riskier than MMKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PSCTMMKTDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.48%

0.05%

+13.43%

Volatility (6M)

Calculated over the trailing 6-month period

23.35%

0.13%

+23.22%

Volatility (1Y)

Calculated over the trailing 1-year period

31.54%

0.23%

+31.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.12%

0.23%

+27.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.90%

0.23%

+26.67%

PSCT vs. MMKT - Expense Ratio Comparison

PSCT has a 0.29% expense ratio, which is higher than MMKT's 0.20% expense ratio.


Dividends

PSCT vs. MMKT - Dividend Comparison

PSCT's dividend yield for the trailing twelve months is around 0.01%, less than MMKT's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
MMKT
Texas Capital Government Money Market ETF
3.71%3.98%1.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSCT
Invesco S&P SmallCap Information Technology ETF
0.01%0.02%0.01%0.02%0.00%0.01%0.08%0.22%0.47%0.19%0.25%0.15%

Frequently Asked Questions


PSCT and MMKT have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSCT has higher volatility (13.48%) compared to MMKT (0.05%). In terms of maximum drawdown, PSCT dropped -40.44% vs MMKT's -0.04%.

On 1-year performance, PSCT leads with 97.29% vs 3.79% for MMKT. On fees, MMKT is cheaper at 0.20% per year. On volatility, MMKT has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PSCT has performed better with a 97.29% return vs 3.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MMKT is cheaper with a 0.20% expense ratio, compared with 0.29% for PSCT.

MMKT has the higher dividend yield at 3.71%, compared with 0.01% for PSCT.

PSCT is categorized as Technology Equities, while MMKT is Money Market. They also come from different issuers: Invesco and Texas Capital. Their fees differ too: 0.29% for PSCT and 0.20% for MMKT.

MMKT currently has the higher Sharpe Ratio (16.76 vs 3.11), 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 PSCT and MMKT

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

Open Portfolio Optimizer