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PTF vs. SMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTF vs. SMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Technology Momentum ETF (PTF) and Symmetry Panoramic Sector Momentum ETF (SMOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTF achieves a 77.58% return, which is significantly higher than SMOM's 9.82% return.


PTF

1D
0.27%
1M
19.05%
YTD
77.58%
6M
74.93%
1Y
109.08%
3Y*
43.28%
5Y*
23.79%
10Y*
26.93%

SMOM

1D
0.27%
1M
5.93%
YTD
9.82%
6M
10.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTF vs. SMOM - Yearly Performance Comparison


Correlation

The correlation between PTF and SMOM is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 11, 2025

0.73

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Return for Risk

PTF vs. SMOM — Risk / Return Rank

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

PTF
PTF Risk / Return Rank: 8282
Overall Rank
PTF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PTF Sortino Ratio Rank: 6767
Sortino Ratio Rank
PTF Omega Ratio Rank: 7171
Omega Ratio Rank
PTF Calmar Ratio Rank: 9191
Calmar Ratio Rank
PTF Martin Ratio Rank: 9393
Martin Ratio Rank

SMOM
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.

PTF vs. SMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Technology Momentum ETF (PTF) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.


PTFSMOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

6.10

Martin ratioReturn relative to average drawdown

24.27

PTF vs. SMOM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PTFSMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.45

-0.91

Drawdowns

PTF vs. SMOM - Drawdown Comparison

The maximum PTF drawdown since its inception was -55.38%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for PTF and SMOM.


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Drawdown Indicators


PTFSMOMDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-7.45%

-47.93%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

Max Drawdown (3Y)

Largest decline over 3 years

-36.11%

Max Drawdown (5Y)

Largest decline over 5 years

-44.88%

Max Drawdown (10Y)

Largest decline over 10 years

-44.88%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-13.27%

-1.48%

-11.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

Volatility

PTF vs. SMOM - Volatility Comparison


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Volatility by Period


PTFSMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.27%

Volatility (6M)

Calculated over the trailing 6-month period

29.47%

Volatility (1Y)

Calculated over the trailing 1-year period

38.39%

12.62%

+25.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.95%

12.62%

+22.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.94%

12.62%

+20.32%

PTF vs. SMOM - Expense Ratio Comparison

PTF has a 0.60% expense ratio, which is lower than SMOM's 0.63% expense ratio.


Dividends

PTF vs. SMOM - Dividend Comparison

PTF's dividend yield for the trailing twelve months is around 0.01%, less than SMOM's 0.15% yield.


PositionTTM2025202420232022202120202019201820172016
PTF
Invesco DWA Technology Momentum ETF
0.01%0.21%0.00%0.07%0.00%0.00%0.00%0.00%0.08%0.04%0.26%
SMOM
Symmetry Panoramic Sector Momentum ETF
0.15%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PTF and SMOM have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PTF is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PTF is cheaper with a 0.60% expense ratio, compared with 0.63% for SMOM.

SMOM has the higher dividend yield at 0.15%, compared with 0.01% for PTF.

PTF is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Invesco and Symmetry Partners. Their fees differ too: 0.60% for PTF and 0.63% for SMOM.

Portfolio Optimizer

Find the right allocation for PTF and SMOM

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