PTH vs. VFIFX
Compare and contrast key facts about Invesco DWA Healthcare Momentum ETF (PTH) and Vanguard Target Retirement 2050 Fund (VFIFX).
PTH is a passively managed fund by Invesco that tracks the performance of the Dynamic Healthcare Sector Intellidex Index. It was launched on Oct 12, 2006. VFIFX is managed by Vanguard. It was launched on Jun 7, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTH or VFIFX.
Key characteristics
| PTH | VFIFX | |
|---|---|---|
| YTD Return | 23.02% | 17.32% |
| 1Y Return | 57.04% | 28.43% |
| 3Y Return (Ann) | -3.92% | 5.06% |
| 5Y Return (Ann) | 11.81% | 10.50% |
| 10Y Return (Ann) | 10.96% | 9.03% |
| Sharpe Ratio | 2.48 | 2.63 |
| Sortino Ratio | 3.25 | 3.71 |
| Omega Ratio | 1.38 | 1.50 |
| Calmar Ratio | 1.16 | 2.96 |
| Martin Ratio | 9.15 | 17.37 |
| Ulcer Index | 6.46% | 1.71% |
| Daily Std Dev | 23.87% | 11.27% |
| Max Drawdown | -53.52% | -51.68% |
| Current Drawdown | -23.33% | -0.10% |
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.
Performance
PTH vs. VFIFX - Performance Comparison
In the year-to-date period, PTH achieves a 23.02% return, which is significantly higher than VFIFX's 17.32% return. Over the past 10 years, PTH has outperformed VFIFX with an annualized return of 10.96%, while VFIFX has yielded a comparatively lower 9.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
PTH vs. VFIFX - Dividend Comparison
PTH's dividend yield for the trailing twelve months is around 0.05%, less than VFIFX's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTH Invesco DWA Healthcare Momentum ETF | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.32% |
VFIFX Vanguard Target Retirement 2050 Fund | 1.88% | 2.21% | 2.13% | 2.19% | 1.63% | 2.20% | 2.43% | 1.89% | 1.93% | 2.05% | 2.01% | 1.84% |
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.
Volatility
PTH vs. VFIFX - Volatility Comparison
Invesco DWA Healthcare Momentum ETF (PTH) has a higher volatility of 5.73% compared to Vanguard Target Retirement 2050 Fund (VFIFX) at 2.91%. 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.