SOVF vs. PWC
Compare and contrast key facts about Sovereign's Capital Flourish Fund (SOVF) and Invesco Dynamic Market ETF (PWC).
SOVF and PWC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOVF is an actively managed fund by Sovereign's. It was launched on Oct 2, 2023. PWC is a passively managed fund by Invesco that tracks the performance of the Dynamic Market Intellidex Index. It was launched on May 1, 2003.
Performance
SOVF vs. PWC - Performance Comparison
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SOVF vs. PWC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SOVF Sovereign's Capital Flourish Fund | -8.12% | -4.38% | 8.67% | 16.18% |
PWC Invesco Dynamic Market ETF | 2.60% | 6.15% | 17.46% | 13.19% |
Returns By Period
In the year-to-date period, SOVF achieves a -8.12% return, which is significantly lower than PWC's 2.60% return.
SOVF
- 1D
- 0.79%
- 1M
- -5.40%
- YTD
- -8.12%
- 6M
- -10.79%
- 1Y
- -9.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PWC
- 1D
- 1.17%
- 1M
- -5.11%
- YTD
- 2.60%
- 6M
- 2.73%
- 1Y
- 6.46%
- 3Y*
- 12.67%
- 5Y*
- 6.65%
- 10Y*
- 9.15%
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SOVF vs. PWC - Expense Ratio Comparison
SOVF has a 0.75% expense ratio, which is higher than PWC's 0.60% expense ratio.
Return for Risk
SOVF vs. PWC — Risk / Return Rank
SOVF
PWC
SOVF vs. PWC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sovereign's Capital Flourish Fund (SOVF) and Invesco Dynamic Market ETF (PWC). 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.
| SOVF | PWC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.45 | 0.46 | -0.91 |
Sortino ratioReturn per unit of downside risk | -0.54 | 0.74 | -1.27 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.10 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.61 | 0.70 | -1.31 |
Martin ratioReturn relative to average drawdown | -1.40 | 3.23 | -4.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOVF | PWC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 0.46 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.41 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.11 | +0.14 |
Correlation
The correlation between SOVF and PWC is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SOVF vs. PWC - Dividend Comparison
SOVF's dividend yield for the trailing twelve months is around 0.84%, less than PWC's 1.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOVF Sovereign's Capital Flourish Fund | 0.84% | 0.77% | 0.30% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PWC Invesco Dynamic Market ETF | 1.73% | 1.77% | 1.58% | 1.67% | 1.51% | 0.56% | 1.09% | 0.95% | 1.44% | 1.75% | 1.35% | 1.02% |
Drawdowns
SOVF vs. PWC - Drawdown Comparison
The maximum SOVF drawdown since its inception was -21.74%, smaller than the maximum PWC drawdown of -78.13%. Use the drawdown chart below to compare losses from any high point for SOVF and PWC.
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Drawdown Indicators
| SOVF | PWC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.74% | -78.13% | +56.39% |
Max Drawdown (1Y)Largest decline over 1 year | -14.46% | -11.26% | -3.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.45% | — |
Current DrawdownCurrent decline from peak | -19.17% | -5.36% | -13.81% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -36.46% | +29.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.26% | 2.45% | +3.81% |
Volatility
SOVF vs. PWC - Volatility Comparison
Sovereign's Capital Flourish Fund (SOVF) has a higher volatility of 4.10% compared to Invesco Dynamic Market ETF (PWC) at 3.07%. This indicates that SOVF's price experiences larger fluctuations and is considered to be riskier than PWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOVF | PWC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 3.07% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 7.37% | +3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 14.30% | +5.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 16.29% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 18.84% | -1.30% |