PortfoliosLab logoPortfoliosLab logo
PVI vs. FLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PVI vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco VRDO Tax-Free ETF (PVI) and VanEck IG Floating Rate ETF (FLTR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PVI achieves a 0.87% return, which is significantly lower than FLTR's 2.70% return. Over the past 10 years, PVI has underperformed FLTR with an annualized return of 1.32%, while FLTR has yielded a comparatively higher 3.52% annualized return.


PVI

1D
-0.06%
1M
-0.06%
6M
1.10%
YTD
0.87%
1Y
2.11%
3Y*
2.50%
5Y*
1.99%
10Y*
1.32%
ALL TIME*
1.00%

FLTR

1D
0.08%
1M
0.27%
6M
2.30%
YTD
2.70%
1Y
5.01%
3Y*
5.95%
5Y*
4.63%
10Y*
3.52%
ALL TIME*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.76M$33.35M$28.52M
$79.04K$194.74K$227.72K

PVI vs. FLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PVI
Invesco VRDO Tax-Free ETF
0.87%3.12%2.43%2.74%0.89%-0.07%0.17%1.18%1.21%0.44%
FLTR
VanEck IG Floating Rate ETF
2.70%5.22%7.38%7.41%0.74%0.55%1.44%5.70%0.30%2.80%

Correlation

The correlation between PVI and FLTR is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.12

Correlation (3Y)
Balances recent behavior with more history.

0.00

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.03

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.00

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2011

-0.00

The correlation between PVI and FLTR shifts across timeframes, from -0.12 (1 year) to 0.00 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

PVI vs. FLTR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PVI
PVI Risk / Return Rank: 4545
Overall Rank
PVI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PVI Sortino Ratio Rank: 3333
Sortino Ratio Rank
PVI Omega Ratio Rank: 3434
Omega Ratio Rank
PVI Calmar Ratio Rank: 6565
Calmar Ratio Rank
PVI Martin Ratio Rank: 6161
Martin Ratio Rank

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PVI vs. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco VRDO Tax-Free ETF (PVI) and VanEck IG Floating Rate ETF (FLTR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PVIFLTRDifference
Sharpe ratioReturn per unit of total volatility

-5.58

Sortino ratioReturn per unit of downside risk

-10.67

Omega ratioGain probability vs. loss probability

1.16

2.96

-1.80

Calmar ratioReturn relative to maximum drawdown

2.26

16.15

-13.89

Martin ratioReturn relative to average drawdown

7.22

95.31

-88.09

PVI vs. FLTR - Sharpe Ratio Comparison

The current PVI Sharpe Ratio is 0.82, which is lower than the FLTR Sharpe Ratio of 6.40. The chart below compares the historical Sharpe Ratios of PVI and FLTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PVI vs. FLTR - Drawdown Comparison

The maximum PVI drawdown since its inception was -4.10%, smaller than the maximum FLTR drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for PVI and FLTR.


Loading charts...

Drawdown Indicators


PVIFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-4.10%

-17.84%

+13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.99%

-0.31%

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-1.17%

-1.93%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-1.17%

-3.06%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-1.17%

-17.84%

+16.67%

Current Drawdown

Current decline from peak

-0.10%

0.00%

-0.10%

Average Drawdown

Average peak-to-trough decline

-0.28%

-0.67%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.05%

+0.26%

Volatility

PVI vs. FLTR - Volatility Comparison

Invesco VRDO Tax-Free ETF (PVI) has a higher volatility of 0.75% compared to VanEck IG Floating Rate ETF (FLTR) at 0.17%. This indicates that PVI's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PVIFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.17%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

0.65%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.70%

0.80%

+1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.02%

2.13%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.78%

5.00%

-3.22%

PVI vs. FLTR - Expense Ratio Comparison

PVI has a 0.25% expense ratio, which is higher than FLTR's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PVI vs. FLTR - Dividend Comparison

PVI's dividend yield for the trailing twelve months is around 2.17%, less than FLTR's 4.63% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTR
VanEck IG Floating Rate ETF
4.21%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%
PVI
Invesco VRDO Tax-Free ETF
2.17%2.22%2.72%3.36%0.56%0.00%0.36%1.15%1.14%0.56%0.13%0.00%

Frequently Asked Questions


PVI and FLTR have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PVI has higher volatility (0.75%) compared to FLTR (0.17%). In terms of maximum drawdown, PVI dropped -4.10% vs FLTR's -17.84%.

On 10-year performance, FLTR leads with 3.52% vs 1.32% for PVI. On fees, FLTR is cheaper at 0.14% per year. On volatility, FLTR has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FLTR has performed better with a 3.52% return vs 1.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTR is cheaper with a 0.14% expense ratio, compared with 0.25% for PVI.

FLTR has the higher dividend yield at 4.21%, compared with 2.17% for PVI.

PVI is categorized as Municipal Bonds, while FLTR is Corporate Bonds. PVI tracks ICE US Municipal AMT-Free VRDO Constrained Index, while FLTR tracks MVIS US Investment Grade Floating Rate Index. They also come from different issuers: Invesco and VanEck. Their fees differ too: 0.25% for PVI and 0.14% for FLTR.

FLTR currently has the higher Sharpe Ratio (6.40 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PVI and FLTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer