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

Correlation

The correlation between PTH and VFIFX 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

PTH vs. VFIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Healthcare Momentum ETF (PTH) and Vanguard Target Retirement 2050 Fund (VFIFX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-3.90%
6.60%
PTH
VFIFX

Key characteristics

Sharpe Ratio

PTH:

0.22

VFIFX:

1.75

Sortino Ratio

PTH:

0.48

VFIFX:

2.40

Omega Ratio

PTH:

1.05

VFIFX:

1.32

Calmar Ratio

PTH:

0.14

VFIFX:

1.93

Martin Ratio

PTH:

0.59

VFIFX:

10.05

Ulcer Index

PTH:

8.75%

VFIFX:

1.88%

Daily Std Dev

PTH:

23.14%

VFIFX:

10.76%

Max Drawdown

PTH:

-53.52%

VFIFX:

-51.68%

Current Drawdown

PTH:

-28.54%

VFIFX:

0.00%

Returns By Period

In the year-to-date period, PTH achieves a 12.01% return, which is significantly higher than VFIFX's 4.63% return. Over the past 10 years, PTH has outperformed VFIFX with an annualized return of 8.73%, while VFIFX has yielded a comparatively lower 7.66% annualized return.


PTH

YTD

12.01%

1M

11.76%

6M

-4.17%

1Y

0.67%

5Y*

6.24%

10Y*

8.73%

VFIFX

YTD

4.63%

1M

3.04%

6M

6.29%

1Y

17.05%

5Y*

7.15%

10Y*

7.66%

*Annualized

Compare stocks, funds, or ETFs

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


PTH vs. VFIFX - Expense Ratio Comparison

PTH has a 0.60% expense ratio, which is higher than VFIFX's 0.08% expense ratio.


PTH
Invesco DWA Healthcare Momentum ETF
Expense ratio chart for PTH: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for VFIFX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

PTH vs. VFIFX — Risk-Adjusted Performance Rank

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

PTH
The Risk-Adjusted Performance Rank of PTH is 1010
Overall Rank
The Sharpe Ratio Rank of PTH is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of PTH is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PTH is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PTH is 1010
Calmar Ratio Rank
The Martin Ratio Rank of PTH is 1010
Martin Ratio Rank

VFIFX
The Risk-Adjusted Performance Rank of VFIFX is 8080
Overall Rank
The Sharpe Ratio Rank of VFIFX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIFX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VFIFX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VFIFX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VFIFX is 8686
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.

PTH vs. VFIFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Healthcare Momentum ETF (PTH) and Vanguard Target Retirement 2050 Fund (VFIFX). 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
The chart of Sharpe ratio for PTH, currently valued at 0.22, compared to the broader market0.002.004.000.221.75
The chart of Sortino ratio for PTH, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.0010.0012.000.482.40
The chart of Omega ratio for PTH, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.32
The chart of Calmar ratio for PTH, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.141.93
The chart of Martin ratio for PTH, currently valued at 0.59, compared to the broader market0.0020.0040.0060.0080.00100.000.5910.05
PTH
VFIFX

The current PTH Sharpe Ratio is 0.22, which is lower than the VFIFX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of PTH and VFIFX, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.22
1.75
PTH
VFIFX

Dividends

PTH vs. VFIFX - Dividend Comparison

PTH's dividend yield for the trailing twelve months is around 0.06%, less than VFIFX's 2.09% yield.


TTM20242023202220212020201920182017201620152014
PTH
Invesco DWA Healthcare Momentum ETF
0.06%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFIFX
Vanguard Target Retirement 2050 Fund
2.09%2.19%2.21%2.13%2.19%1.63%2.20%2.43%1.89%1.93%2.05%2.01%

Drawdowns

PTH vs. VFIFX - Drawdown Comparison

The maximum PTH drawdown since its inception was -53.52%, roughly equal to the maximum VFIFX drawdown of -51.68%. Use the drawdown chart below to compare losses from any high point for PTH and VFIFX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-28.54%
0
PTH
VFIFX

Volatility

PTH vs. VFIFX - Volatility Comparison

Invesco DWA Healthcare Momentum ETF (PTH) has a higher volatility of 6.75% compared to Vanguard Target Retirement 2050 Fund (VFIFX) at 2.74%. This indicates that PTH's price experiences larger fluctuations and is considered to be riskier than VFIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
6.75%
2.74%
PTH
VFIFX
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