QFHD vs. DJD
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 Quality Factor fund tracking the S&P 500 Quality FCF High Dividend Index, while DJD is a Large Cap Value Equities fund tracking the Dow Jones Industrial Average Yield Weighted Index. Both are passively managed. Their 0.74 correlation means they have sometimes moved together and sometimes differently. QFHD charges 0.49%/yr vs 0.07%/yr for DJD.
Performance
QFHD vs. DJD - Performance Comparison
Loading charts...
Returns By Period
QFHD
- 1D
- -0.29%
- 1M
- 1.83%
- 6M
- 8.33%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DJD
- 1D
- 0.09%
- 1M
- -0.05%
- 6M
- 9.67%
- YTD
- 14.63%
- 1Y
- 25.62%
- 3Y*
- 17.22%
- 5Y*
- 11.42%
- 10Y*
- 12.39%
- ALL TIME*
- 12.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.54M | $2.87M | $2.55M | |
| $8.06K | $29.95K | $25.81K |
QFHD vs. DJD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
QFHD Pacer S&P 500 Quality FCF High Dividend ETF | 11.66% |
DJD Invesco Dow Jones Industrial Average Dividend ETF | 11.81% |
Correlation
The correlation between QFHD and DJD is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 13, 2026 | 0.74 |
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
QFHD vs. DJD — Risk / Return Rank
QFHD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DJD
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.
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.
| QFHD | DJD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.47 | — |
| Martin ratioReturn relative to average drawdown | — | 13.25 | — |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| QFHD | DJD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.91% | -1.36% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -3.70% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.90% | — |
Volatility
QFHD vs. DJD - Volatility Comparison
Loading charts...
Volatility by Period
| QFHD | DJD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.12% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.07% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 10.58% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.91% | 13.38% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.91% | 16.59% | -5.68% |
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 1.29%, 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 | 1.29% | 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
QFHD and DJD have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
DJD is cheaper with a 0.07% expense ratio, compared with 0.49% for QFHD.
DJD has the higher dividend yield at 2.42%, compared with 1.29% for QFHD.
QFHD is categorized as Quality Factor, while DJD is Large Cap Value Equities. QFHD tracks S&P 500 Quality FCF High Dividend Index, while DJD tracks Dow Jones Industrial Average Yield Weighted Index. They also come from different issuers: Pacer and Invesco. Their fees differ too: 0.49% for QFHD and 0.07% for DJD.
Find the right allocation for QFHD and DJD
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