Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PFI (Invesco Dorsey Wright Financial Momentum ETF) | 1.68% | 6.78% | 15.41% | 4.08% | 8.53% | 9.50% | NA | … | … |
Data as of 06/04/2026, Common starting date is 10/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PFI (Invesco Dorsey Wright Financial Momentum ETF) | 10/12/2006 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.14 | 6.78 | 15.41 | 4.08 | 8.53 | 9.50 | NA | … | … | 1.68 | 1.97 | 30.58 | 12.58 | -24.09 | 28.71 | 13.90 | 36.55 | -17.16 | 15.00 | 2.07 | 1.26 | 6.29 | 40.54 | 19.50 | -4.63 | 14.70 | -5.05 | -27.24 | -2.63 | 3.37 |
| Sharpe Ratio | NA | 0.24 | 0.63 | 0.08 | 0.31 | NA | NA | … | … | 0.09 | -0.04 | 1.37 | 0.52 | -0.99 | 1.20 | 0.34 | 2.75 | -1.11 | 1.00 | 0.13 | 0.08 | 0.44 | 2.89 | 1.26 | -0.16 | 0.72 | -0.14 | -0.63 | -0.29 | 1.43 |
| Standard Deviation(%) | NA | 18.81 | 20.59 | 21.97 | 22.38 | NA | NA | … | … | 20.48 | 23.87 | 19.74 | 17.19 | 25.97 | 23.86 | 40.10 | 12.77 | 16.77 | 14.39 | 14.44 | 15.15 | 14.19 | 14.02 | 15.52 | 29.79 | 20.34 | 37.30 | 44.72 | 20.27 | 9.21 |
| Draw Down(%) | NA | 13.86 | 24.82 | 35.43 | 43.07 | NA | NA | … | … | 13.86 | 23.39 | 11.42 | 14.86 | 29.76 | 13.58 | 43.07 | 7.16 | 25.67 | 9.57 | 14.76 | 11.94 | 9.19 | 5.72 | 12.34 | 27.13 | 17.28 | 39.55 | 44.29 | 14.87 | 2.88 |
| Yield(%) | 0.00 | 0.74 | 2.31 | 1.62 | 2.24 | 2.98 | 1.90 | … | … | 0.27 | 0.69 | 3.57 | 2.05 | 1.46 | 1.65 | 1.74 | 1.25 | 1.62 | 0.40 | 2.22 | 1.44 | 1.17 | 1.82 | 1.46 | 1.01 | 1.88 | 1.18 | 0.93 | 0.93 | 0.27 |
Data as of 06/04/2026, Common starting date is 10/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFI (Invesco Dorsey Wright Financial Momentum ETF) |
-14.29%
Jun 2007 – Jun 2010 |
-6.19%
May 2007 – May 2012 |
2.13%
May 2007 – May 2017 |
4.08%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFI (Invesco Dorsey Wright Financial Momentum ETF) |
26.03%
Dec 2018 – Dec 2021 |
19.19%
Feb 2009 – Feb 2014 |
14.67%
Sep 2011 – Sep 2021 |
11.15%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison Chart