SOCL vs. PFM

Last updated Jun 25, 2026

SOCL (Global X Social Media ETF) and PFM (Invesco Dividend Achievers™ ETF) are both Large Cap Growth Equities funds - SOCL tracks the Solactive Social Media Index while PFM tracks the NASDAQ US Broad Dividend Achievers Index. Both are passively managed. Over the past 10 years, SOCL returned 7.96%/yr vs 11.75%/yr for PFM. A 0.50 correlation means they provide meaningful diversification when combined. SOCL charges 0.65%/yr vs 0.53%/yr for PFM.

Performance

SOCL vs. PFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Social Media ETF (SOCL) and Invesco Dividend Achievers™ ETF (PFM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOCL achieves a -23.22% return, which is significantly lower than PFM's 7.31% return. Over the past 10 years, SOCL has underperformed PFM with an annualized return of 7.96%, while PFM has yielded a comparatively higher 11.75% annualized return.

SOCL

• 1D: -0.72%
• 1M: -4.36%
• YTD: -23.22%
• 6M: -22.97%
• 1Y: -20.93%
• 3Y*: 5.38%
• 5Y*: -9.67%
• 10Y*: 7.96%

PFM

• 1D: -0.11%
• 1M: 0.00%
• YTD: 7.31%
• 6M: 6.16%
• 1Y: 16.73%
• 3Y*: 15.60%
• 5Y*: 10.57%
• 10Y*: 11.75%

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

SOCL vs. PFM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOCL Global X Social Media ETF	-23.22%	31.04%	5.08%	31.08%	-42.23%	-12.84%	78.35%	25.74%	-16.39%	54.65%
PFM Invesco Dividend Achievers™ ETF	7.31%	14.00%	16.87%	11.40%	-6.22%	23.08%	9.53%	26.88%	-4.58%	17.65%

Correlation

The correlation between SOCL and PFM is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Nov 15, 2011	0.50

The correlation between SOCL and PFM shifts across timeframes, from 0.40 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

SOCL vs. PFM - Sectors Allocation Comparison

Sectors	SOCL	PFM
Communication Services	96.2%	1.1%
Technology	2.8%	27.6%
Consumer Defensive	0.5%	11.1%
Industrials	0.4%	10.7%
Consumer Cyclical	0.1%	3.7%
Basic Materials	-	2.8%
Energy	-	4.3%
Financial Services	-	17.9%
Healthcare	-	15.1%
Real Estate	-	2.0%
Utilities	-	3.9%

Return for Risk

SOCL vs. PFM — Risk / Return Rank

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

SOCL

SOCL Risk / Return Rank: 3
SOCL Sharpe Ratio Rank: 2
SOCL Sortino Ratio Rank: 3
SOCL Omega Ratio Rank: 3
SOCL Calmar Ratio Rank: 4
SOCL Martin Ratio Rank: 3

PFM

PFM Risk / Return Rank: 59
PFM Sharpe Ratio Rank: 60
PFM Sortino Ratio Rank: 64
PFM Omega Ratio Rank: 59
PFM Calmar Ratio Rank: 54
PFM Martin Ratio Rank: 60

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.

SOCL vs. PFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) and Invesco Dividend Achievers™ ETF (PFM). 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.

	SOCL	PFM	Difference
Sharpe ratio: Return per unit of total volatility	-0.88	1.78	-2.66
Sortino ratio: Return per unit of downside risk	-1.15	2.61	-3.76
Omega ratio: Gain probability vs. loss probability	0.87	1.32	-0.45
Calmar ratio: Return relative to maximum drawdown	-0.63	2.37	-3.00
Martin ratio: Return relative to average drawdown	-1.24	9.58	-10.82

SOCL vs. PFM - Sharpe Ratio Comparison

The current SOCL Sharpe Ratio is -0.88, which is lower than the PFM Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of SOCL and PFM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SOCL vs. PFM - Drawdown Comparison

The maximum SOCL drawdown since its inception was -68.70%, which is greater than PFM's maximum drawdown of -53.21%. Use the drawdown chart below to compare losses from any high point for SOCL and PFM.

Drawdown Indicators

	SOCL	PFM	Difference
Max Drawdown Largest peak-to-trough decline	-68.70%	-53.21%	-15.49%
Max Drawdown (1Y) Largest decline over 1 year	-33.52%	-7.09%	-26.43%
Max Drawdown (3Y) Largest decline over 3 years	-33.52%	-14.50%	-19.02%
Max Drawdown (5Y) Largest decline over 5 years	-66.32%	-17.81%	-48.51%
Max Drawdown (10Y) Largest decline over 10 years	-68.70%	-32.22%	-36.48%
Current Drawdown Current decline from peak	-44.84%	-1.12%	-43.72%
Average Drawdown Average peak-to-trough decline	-22.03%	-6.93%	-15.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.95%	1.75%	+15.20%

Volatility

SOCL vs. PFM - Volatility Comparison

Global X Social Media ETF (SOCL) has a higher volatility of 9.71% compared to Invesco Dividend Achievers™ ETF (PFM) at 2.35%. This indicates that SOCL's price experiences larger fluctuations and is considered to be riskier than PFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOCL	PFM	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.71%	2.35%	+7.36%
Volatility (6M) Calculated over the trailing 6-month period	19.15%	7.19%	+11.96%
Volatility (1Y) Calculated over the trailing 1-year period	24.03%	9.49%	+14.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.84%	13.51%	+16.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.60%	15.20%	+12.40%

SOCL vs. PFM - Expense Ratio Comparison

SOCL has a 0.65% expense ratio, which is higher than PFM's 0.53% expense ratio.

Dividends

SOCL vs. PFM - Dividend Comparison

SOCL's dividend yield for the trailing twelve months is around 0.56%, less than PFM's 1.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PFM Invesco Dividend Achievers™ ETF	1.36%	1.41%	1.58%	1.86%	1.95%	1.69%	1.92%	1.94%	2.27%	1.70%	2.56%	2.36%
SOCL Global X Social Media ETF	0.56%	0.43%	0.25%	0.61%	0.39%	0.00%	0.00%	0.00%	0.00%	1.49%	0.18%	0.01%

Frequently Asked Questions

Can I hold both SOCL and PFM in my portfolio?

SOCL and PFM have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SOCL or PFM?

SOCL has higher volatility (9.71%) compared to PFM (2.35%). In terms of maximum drawdown, SOCL dropped -68.70% vs PFM's -53.21%.

Which ETF is better, SOCL or PFM?

On 10-year performance, PFM leads with 11.75% vs 7.96% for SOCL. On fees, PFM is cheaper at 0.53% per year. On volatility, PFM has been the lower-risk option at 2.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SOCL or PFM?

Over the 10-year period, PFM has performed better with a 11.75% return vs 7.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SOCL or PFM?

PFM is cheaper with a 0.53% expense ratio, compared with 0.65% for SOCL.

Which ETF pays a higher dividend yield, SOCL or PFM?

PFM has the higher dividend yield at 1.36%, compared with 0.56% for SOCL.

What is the main difference between SOCL and PFM?

SOCL tracks Solactive Social Media Index, while PFM tracks NASDAQ US Broad Dividend Achievers Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.65% for SOCL and 0.53% for PFM.

Which has better risk-adjusted returns?

PFM currently has the higher Sharpe Ratio (1.78 vs -0.88), 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.