PFI vs SPY

PFI vs SPY

Which is better, PFI or SPY?

Mid Cap Blend against Large Cap Blend.

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. PFI is less concentrated, with 37.1% of the fund in its ten largest positions against 38.0%.

Lower Fees: SPYHigher Returns: SPYLess Concentrated: PFI

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricPFISPY
Expense Ratio0.60%0.09%Best
AUM$59M$814.4B
Dividend Yield0.98%1.01%
Holdings50505
YTD Return+7.22%+12.71%Best
1Y Return+10.10%+19.36%Best
3Y Return (annualized)+15.42%+21.09%Best
5Y Return (annualized)+4.87%+12.69%Best
Volatility (annualized)18.4%15.4%Best
Max Drawdown-60.3%-56.5%Best
$10,000 over 5 years$12,684$18,173Best
Top 10 Weight37.1%Best38.0%
Fund FamilyInvesco (US)State Street Investment Management
CategoryEquityEquity
StyleMid Cap BlendLarge Cap Blend
InceptionOct 12, 2006Jan 22, 1993

Volatility and max drawdown are measured over the window both funds cover: Oct 12, 2006 to Sep 8, 2026 (19.9 years).

PFI vs SPY growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 19.9 years both funds cover.

PFI vs SPY Performance

Invesco Dorsey Wright Financial Momentum ETF (PFI) is an ETF from Invesco (US) and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year PFI returned +10.10% while SPY returned +19.36%. Year to date, PFI is up 7.22% versus a gain of 12.71% for SPY.

Over three years, PFI compounded at +15.42% per year against +21.09% for SPY; over five years the annualized figures are +4.87% and +12.69% respectively. Across the full 20-year window we track, SPY has the edge at +9.47% annualized vs +5.15%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

PFI has been the more volatile fund, with annualized monthly volatility of 18.4% compared with 15.4% for SPY. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -60.3% for PFI and -56.5% for SPY. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.85. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

PFI charges 0.60% per year while SPY charges 0.09%. On a $10,000 position that is $60 vs $9 annually, a gap of $51 per year that compounds over a long holding period. On income, PFI currently yields 0.98% against 1.01% for SPY.

Holdings Overlap

PFI already in SPY33.4%
SPY already in PFI3.1%

33.4% of PFI's money is in holdings SPY also owns. 3.1% of SPY's money is in holdings PFI also owns.

The two portfolios partly overlap.

10 positions in common, counted across the 38 positions we hold weights for in PFI and 503 in SPY, against full books of 50 and 505.

What only one of them owns

Our book lists 483 positions for SPY that do not appear in our book for PFI (96.3% of the fund), and 27 for PFI that do not appear in SPY (64.2%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

Top Shared Holdings

StockWeight in PFIWeight in SPYDifference
JPMJpmorgan Chase & Co.4.26%1.44%2.82%
MSMorgan Stanley3.57%0.39%3.18%
IBKRInteractive Brokers Group Inc3.56%0.06%3.50%
STTStt Un Equity3.47%0.08%3.39%
GSGoldman Sachs Group Inc.2.98%0.47%2.51%
BKBank Of New York Mellon Corp/The Bk Us Equity3.19%0.16%3.03%
CCitigroup, Inc.2.91%0.35%2.56%
SPGSimon Property Group Inc. Reit Com3.15%0.11%3.04%
PFGPrincipal Financial Group Inc.3.22%0.03%3.19%
KEYKeycorp3.13%0.03%3.10%

33.4% of PFI is already inside SPY.

You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.

PFISPY

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, PFI or SPY?

PFI has an expense ratio of 0.60% while SPY charges 0.09%. SPY is the cheaper option, by $51 a year on a $10,000 investment.

Which performed better, PFI or SPY?

Over the past year PFI returned +10.10% vs +19.36% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (20 years), PFI annualized +5.15% vs +9.47% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, PFI or SPY?

PFI has been the more volatile fund at 18.4% annualized versus 15.4% for SPY. Worst drawdown: PFI -60.3% vs SPY -56.5%.

Should I hold both PFI and SPY?

PFI and SPY have a monthly-return correlation of 0.85, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

What is the holdings overlap between PFI and SPY?

33.4% of PFI's money is in holdings SPY also owns. 3.1% of SPY's is in holdings PFI also owns. They hold 10 positions in common, counted across the 38 positions we hold weights for in PFI and 503 in SPY.

Which pays a higher dividend, PFI or SPY?

PFI yields 0.98% while SPY yields 1.01%, so SPY currently pays the higher dividend yield.

Is SPY better than PFI?

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. PFI is less concentrated, with 37.1% of the fund in its ten largest positions against 38.0%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.