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PTH vs. VFIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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PTH vs. VFIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTH
Invesco DWA Healthcare Momentum ETF
-1.41%27.91%2.36%-4.54%-20.61%-3.20%67.26%34.45%-1.23%50.15%
VFIFX
Vanguard Target Retirement 2050 Fund
-3.95%21.42%14.45%20.39%-17.48%16.42%16.40%24.99%-7.89%19.15%

Returns By Period

In the year-to-date period, PTH achieves a -1.41% return, which is significantly higher than VFIFX's -3.95% return. Over the past 10 years, PTH has outperformed VFIFX with an annualized return of 13.18%, while VFIFX has yielded a comparatively lower 10.29% annualized return.


PTH

1D
5.51%
1M
-1.65%
YTD
-1.41%
6M
14.55%
1Y
27.95%
3Y*
10.52%
5Y*
-0.95%
10Y*
13.18%

VFIFX

1D
-0.28%
1M
-8.41%
YTD
-3.95%
6M
-1.01%
1Y
17.29%
3Y*
14.65%
5Y*
8.11%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTH vs. VFIFX - Expense Ratio Comparison

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


Return for Risk

PTH vs. VFIFX — Risk / Return Rank

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

PTH
PTH Risk / Return Rank: 6565
Overall Rank
PTH Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PTH Sortino Ratio Rank: 6767
Sortino Ratio Rank
PTH Omega Ratio Rank: 5555
Omega Ratio Rank
PTH Calmar Ratio Rank: 8484
Calmar Ratio Rank
PTH Martin Ratio Rank: 5454
Martin Ratio Rank

VFIFX
VFIFX Risk / Return Rank: 6969
Overall Rank
VFIFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VFIFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VFIFX Omega Ratio Rank: 6868
Omega Ratio Rank
VFIFX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VFIFX Martin Ratio Rank: 7373
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.

PTH vs. VFIFX - Risk-Adjusted Trends 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.


PTHVFIFXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.17

-0.04

Sortino ratio

Return per unit of downside risk

1.70

1.70

0.00

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

2.47

1.48

+0.99

Martin ratio

Return relative to average drawdown

5.25

6.86

-1.61

PTH vs. VFIFX - Sharpe Ratio Comparison

The current PTH Sharpe Ratio is 1.13, which is comparable to the VFIFX Sharpe Ratio of 1.17. 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.


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Sharpe Ratios by Period


PTHVFIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.17

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.58

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.69

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.47

-0.07

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.


Dividends

PTH vs. VFIFX - Dividend Comparison

PTH's dividend yield for the trailing twelve months is around 3.12%, more than VFIFX's 2.18% yield.


TTM20252024202320222021202020192018201720162015
PTH
Invesco DWA Healthcare Momentum ETF
3.12%3.07%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFIFX
Vanguard Target Retirement 2050 Fund
2.18%2.09%2.26%2.21%2.38%12.83%1.84%2.20%2.51%0.03%2.04%2.36%

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.


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Drawdown Indicators


PTHVFIFXDifference

Max Drawdown

Largest peak-to-trough decline

-53.52%

-51.68%

-1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-10.52%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-50.07%

-25.40%

-24.67%

Max Drawdown (10Y)

Largest decline over 10 years

-53.52%

-31.36%

-22.16%

Current Drawdown

Current decline from peak

-19.55%

-8.87%

-10.68%

Average Drawdown

Average peak-to-trough decline

-17.01%

-6.93%

-10.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.64%

2.27%

+3.37%

Volatility

PTH vs. VFIFX - Volatility Comparison

Invesco DWA Healthcare Momentum ETF (PTH) has a higher volatility of 9.94% compared to Vanguard Target Retirement 2050 Fund (VFIFX) at 4.70%. 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.


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Volatility by Period


PTHVFIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

4.70%

+5.24%

Volatility (6M)

Calculated over the trailing 6-month period

16.94%

8.53%

+8.41%

Volatility (1Y)

Calculated over the trailing 1-year period

24.77%

14.79%

+9.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.46%

14.07%

+11.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.09%

15.05%

+12.04%