QFHD vs. DJD

Last updated Jun 6, 2026

QFHD (Pacer S&P 500 Quality FCF High Dividend ETF) and DJD (Invesco Dow Jones Industrial Average Dividend ETF) are both exchange-traded funds - QFHD is a Dividend fund tracking the S&P 500 Quality FCF High Dividend Index, while DJD is a Large Cap Blend Equities fund tracking the Dow Jones Industrial Average Yield Weight. Both are passively managed. A 0.70 correlation means they provide meaningful diversification when combined. QFHD charges 0.49%/yr vs 0.07%/yr for DJD.

Performance

QFHD vs. DJD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF High Dividend ETF (QFHD) and Invesco Dow Jones Industrial Average Dividend ETF (DJD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

QFHD

• 1D: 0.06%
• 1M: 1.25%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DJD

• 1D: -0.25%
• 1M: 4.00%
• YTD: 10.77%
• 6M: 11.03%
• 1Y: 24.91%
• 3Y*: 17.90%
• 5Y*: 10.17%
• 10Y*: 12.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QFHD vs. DJD - Yearly Performance Comparison

	2026 (YTD)
QFHD Pacer S&P 500 Quality FCF High Dividend ETF	7.01%
DJD Invesco Dow Jones Industrial Average Dividend ETF	8.67%

Correlation

The correlation between QFHD and DJD is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 14, 2026	0.70

Return for Risk

QFHD vs. DJD — Risk / Return Rank

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

DJD

DJD Risk / Return Rank: 78
DJD Sharpe Ratio Rank: 77
DJD Sortino Ratio Rank: 84
DJD Omega Ratio Rank: 74
DJD Calmar Ratio Rank: 84
DJD Martin Ratio Rank: 72

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.

QFHD vs. DJD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF High Dividend ETF (QFHD) and Invesco Dow Jones Industrial Average Dividend ETF (DJD). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	QFHD	DJD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.44	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.82	0.74	+1.08

Drawdowns

QFHD vs. DJD - Drawdown Comparison

The maximum QFHD drawdown since its inception was -5.52%, smaller than the maximum DJD drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for QFHD and DJD.

Drawdown Indicators

	QFHD	DJD	Difference
Max Drawdown Largest peak-to-trough decline	-5.52%	-34.66%	+29.14%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.64%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-12.28%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.66%	—
Current Drawdown Current decline from peak	-1.49%	-0.63%	-0.86%
Average Drawdown Average peak-to-trough decline	-2.13%	-3.75%	+1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.92%	—

Volatility

Volatility by Period

	QFHD	DJD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.37%	10.27%	+0.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.37%	13.35%	-2.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.37%	16.64%	-6.27%

QFHD vs. DJD - Expense Ratio Comparison

QFHD has a 0.49% expense ratio, which is higher than DJD's 0.07% expense ratio.

Dividends

QFHD vs. DJD - Dividend Comparison

QFHD's dividend yield for the trailing twelve months is around 1.34%, less than DJD's 2.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DJD Invesco Dow Jones Industrial Average Dividend ETF	2.42%	2.62%	3.00%	3.49%	3.16%	2.82%	3.47%	2.80%	2.66%	2.75%	2.46%	0.08%
QFHD Pacer S&P 500 Quality FCF High Dividend ETF	1.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QFHD and DJD in my portfolio?

QFHD and DJD have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QFHD or DJD?

On fees, DJD is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QFHD or DJD?

DJD is cheaper with a 0.07% expense ratio, compared with 0.49% for QFHD.

Which ETF pays a higher dividend yield, QFHD or DJD?

DJD has the higher dividend yield at 2.42%, compared with 1.34% for QFHD.

What is the main difference between QFHD and DJD?

QFHD is categorized as Dividend, while DJD is Large Cap Blend Equities. QFHD tracks S&P 500 Quality FCF High Dividend Index, while DJD tracks Dow Jones Industrial Average Yield Weight. They also come from different issuers: Pacer and Invesco. Their fees differ too: 0.49% for QFHD and 0.07% for DJD.