PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PSJ vs. VFV.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSJ and VFV.TO is 0.68, 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.


-0.50.00.51.00.7

Performance

PSJ vs. VFV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Software ETF (PSJ) and Vanguard S&P 500 Index ETF (VFV.TO). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
10.39%
PSJ
VFV.TO

Key characteristics

Returns By Period


PSJ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VFV.TO

YTD

2.69%

1M

0.16%

6M

14.95%

1Y

30.30%

5Y*

16.00%

10Y*

14.31%

*Annualized

Compare stocks, funds, or ETFs

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


PSJ vs. VFV.TO - Expense Ratio Comparison

PSJ has a 0.58% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.


PSJ
Invesco Dynamic Software ETF
Expense ratio chart for PSJ: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for VFV.TO: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

PSJ vs. VFV.TO — Risk-Adjusted Performance Rank

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

PSJ

VFV.TO
The Risk-Adjusted Performance Rank of VFV.TO is 9292
Overall Rank
The Sharpe Ratio Rank of VFV.TO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of VFV.TO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VFV.TO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of VFV.TO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VFV.TO is 9393
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.

PSJ vs. VFV.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Software ETF (PSJ) and Vanguard S&P 500 Index ETF (VFV.TO). 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
No data
The chart of Calmar ratio for PSJ, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.002.97
PSJ
VFV.TO


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.00
1.97
PSJ
VFV.TO

Dividends

PSJ vs. VFV.TO - Dividend Comparison

PSJ has not paid dividends to shareholders, while VFV.TO's dividend yield for the trailing twelve months is around 0.96%.


TTM20242023202220212020201920182017201620152014
PSJ
Invesco Dynamic Software ETF
0.00%0.00%0.00%1.41%0.56%0.04%0.05%0.00%0.00%0.03%0.15%0.10%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%

Drawdowns

PSJ vs. VFV.TO - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.95%
-0.35%
PSJ
VFV.TO

Volatility

PSJ vs. VFV.TO - Volatility Comparison

The current volatility for Invesco Dynamic Software ETF (PSJ) is 0.00%, while Vanguard S&P 500 Index ETF (VFV.TO) has a volatility of 2.79%. This indicates that PSJ experiences smaller price fluctuations and is considered to be less risky than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
2.79%
PSJ
VFV.TO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab