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PSCT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PSCTVOO
YTD Return4.32%27.26%
1Y Return21.44%37.86%
3Y Return (Ann)-0.24%10.35%
5Y Return (Ann)10.16%16.03%
10Y Return (Ann)12.21%13.45%
Sharpe Ratio1.003.25
Sortino Ratio1.514.31
Omega Ratio1.191.61
Calmar Ratio1.184.74
Martin Ratio3.5721.63
Ulcer Index6.92%1.85%
Daily Std Dev24.63%12.25%
Max Drawdown-40.44%-33.99%
Current Drawdown-3.58%0.00%

Correlation

-0.50.00.51.00.8

The correlation between PSCT and VOO is 0.79, 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

PSCT vs. VOO - Performance Comparison

In the year-to-date period, PSCT achieves a 4.32% return, which is significantly lower than VOO's 27.26% return. Over the past 10 years, PSCT has underperformed VOO with an annualized return of 12.21%, while VOO has yielded a comparatively higher 13.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.25%
15.73%
PSCT
VOO

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PSCT vs. VOO - Expense Ratio Comparison

PSCT has a 0.29% expense ratio, which is higher than VOO's 0.03% expense ratio.


PSCT
Invesco S&P SmallCap Information Technology ETF
Expense ratio chart for PSCT: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

PSCT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Information Technology ETF (PSCT) and Vanguard S&P 500 ETF (VOO). 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.


PSCT
Sharpe ratio
The chart of Sharpe ratio for PSCT, currently valued at 1.00, compared to the broader market-2.000.002.004.006.001.00
Sortino ratio
The chart of Sortino ratio for PSCT, currently valued at 1.51, compared to the broader market0.005.0010.001.51
Omega ratio
The chart of Omega ratio for PSCT, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for PSCT, currently valued at 1.18, compared to the broader market0.005.0010.0015.001.18
Martin ratio
The chart of Martin ratio for PSCT, currently valued at 3.57, compared to the broader market0.0020.0040.0060.0080.00100.003.57
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.25, compared to the broader market-2.000.002.004.006.003.25
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.31, compared to the broader market0.005.0010.004.31
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.61, compared to the broader market1.001.502.002.503.001.61
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.74, compared to the broader market0.005.0010.0015.004.74
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.63, compared to the broader market0.0020.0040.0060.0080.00100.0021.63

PSCT vs. VOO - Sharpe Ratio Comparison

The current PSCT Sharpe Ratio is 1.00, which is lower than the VOO Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of PSCT and VOO, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.00
3.25
PSCT
VOO

Dividends

PSCT vs. VOO - Dividend Comparison

PSCT's dividend yield for the trailing twelve months is around 0.03%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
PSCT
Invesco S&P SmallCap Information Technology ETF
0.03%0.02%0.00%0.01%0.08%0.22%0.47%0.19%0.25%0.15%0.13%0.21%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PSCT vs. VOO - Drawdown Comparison

The maximum PSCT drawdown since its inception was -40.44%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PSCT and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.58%
0
PSCT
VOO

Volatility

PSCT vs. VOO - Volatility Comparison

Invesco S&P SmallCap Information Technology ETF (PSCT) has a higher volatility of 7.67% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that PSCT's price experiences larger fluctuations and is considered to be riskier than VOO 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%12.00%JuneJulyAugustSeptemberOctoberNovember
7.67%
3.92%
PSCT
VOO