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PXI vs. FDVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXI vs. FDVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Energy Momentum ETF (PXI) and Fidelity High Dividend ETF (FDVV). The values are adjusted to include any dividend payments, if applicable.

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PXI vs. FDVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXI
Invesco DWA Energy Momentum ETF
31.90%3.86%0.76%5.48%45.85%75.05%-35.91%1.67%-27.56%-8.42%
FDVV
Fidelity High Dividend ETF
-1.78%17.08%21.81%18.00%-4.21%29.24%2.80%24.07%-1.26%14.00%

Returns By Period

In the year-to-date period, PXI achieves a 31.90% return, which is significantly higher than FDVV's -1.78% return.


PXI

1D
-1.19%
1M
10.64%
YTD
31.90%
6M
27.94%
1Y
38.60%
3Y*
16.20%
5Y*
20.20%
10Y*
8.32%

FDVV

1D
2.35%
1M
-5.66%
YTD
-1.78%
6M
0.65%
1Y
14.82%
3Y*
16.89%
5Y*
12.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PXI vs. FDVV - Expense Ratio Comparison

PXI has a 0.60% expense ratio, which is higher than FDVV's 0.29% expense ratio.


Return for Risk

PXI vs. FDVV — Risk / Return Rank

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

PXI
PXI Risk / Return Rank: 7474
Overall Rank
PXI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PXI Sortino Ratio Rank: 7171
Sortino Ratio Rank
PXI Omega Ratio Rank: 7474
Omega Ratio Rank
PXI Calmar Ratio Rank: 7474
Calmar Ratio Rank
PXI Martin Ratio Rank: 7171
Martin Ratio Rank

FDVV
FDVV Risk / Return Rank: 6060
Overall Rank
FDVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FDVV Sortino Ratio Rank: 5858
Sortino Ratio Rank
FDVV Omega Ratio Rank: 6565
Omega Ratio Rank
FDVV Calmar Ratio Rank: 5757
Calmar Ratio Rank
FDVV Martin Ratio Rank: 6363
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.

PXI vs. FDVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Energy Momentum ETF (PXI) and Fidelity High Dividend ETF (FDVV). 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.


PXIFDVVDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.97

+0.44

Sortino ratio

Return per unit of downside risk

1.81

1.41

+0.39

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.95

1.29

+0.65

Martin ratio

Return relative to average drawdown

7.30

5.68

+1.61

PXI vs. FDVV - Sharpe Ratio Comparison

The current PXI Sharpe Ratio is 1.41, which is higher than the FDVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PXI and FDVV, 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


PXIFDVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.97

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.86

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.74

-0.57

Correlation

The correlation between PXI and FDVV is 0.60, 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

PXI vs. FDVV - Dividend Comparison

PXI's dividend yield for the trailing twelve months is around 1.29%, less than FDVV's 3.00% yield.


TTM20252024202320222021202020192018201720162015
PXI
Invesco DWA Energy Momentum ETF
1.29%1.81%1.52%1.82%3.14%0.57%1.72%2.80%0.93%0.80%0.73%2.07%
FDVV
Fidelity High Dividend ETF
3.00%2.89%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.66%1.04%0.00%

Drawdowns

PXI vs. FDVV - Drawdown Comparison

The maximum PXI drawdown since its inception was -85.08%, which is greater than FDVV's maximum drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for PXI and FDVV.


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Drawdown Indicators


PXIFDVVDifference

Max Drawdown

Largest peak-to-trough decline

-85.08%

-40.25%

-44.83%

Max Drawdown (1Y)

Largest decline over 1 year

-20.29%

-12.34%

-7.95%

Max Drawdown (5Y)

Largest decline over 5 years

-33.47%

-20.18%

-13.29%

Max Drawdown (10Y)

Largest decline over 10 years

-79.55%

Current Drawdown

Current decline from peak

-3.23%

-7.04%

+3.81%

Average Drawdown

Average peak-to-trough decline

-29.66%

-3.85%

-25.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

2.81%

+2.60%

Volatility

PXI vs. FDVV - Volatility Comparison

Invesco DWA Energy Momentum ETF (PXI) has a higher volatility of 5.75% compared to Fidelity High Dividend ETF (FDVV) at 4.48%. This indicates that PXI's price experiences larger fluctuations and is considered to be riskier than FDVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXIFDVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

4.48%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

15.07%

7.68%

+7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

27.47%

15.34%

+12.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.14%

14.74%

+19.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.29%

17.09%

+20.20%