DALI vs PFIG

Comparison between FIRST TRUST DORSEY WRIGHT DALI EQUITY ETF (DALI, ETF) and INVESCO FUNDAMENTAL INVESTMENT GRADE CORPORATE BOND ETF (PFIG, ETF).

5-Year PerformanceDALI has outperformed PFIG, delivering a return of +4.9% compared to +1.3%

DALI vs PFIG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DALI(ETF)	PFIG(ETF)
Net Assets	$115M	$115M
Expense Ratio	0.91%	0.22%
Max Drawdown	36.06%	19.63%
Sharpe Ratio	0.85	0.33
5Y Beta	1.12	0.05
5Y Dividends CAGR	-13.63%	9.06%

Net Assets

Winner

DALI

$115M

PFIG

$115M

Expense Ratio

DALI

0.91%

Winner

PFIG

0.22%

Max Drawdown

DALI

36.06%

Winner

PFIG

19.63%

Sharpe Ratio

Winner

DALI

0.85

PFIG

0.33

5Y Beta

DALI

1.12

Winner

PFIG

0.05

5Y Dividends CAGR

DALI

-13.63%

Winner

PFIG

9.06%

DALI vs PFIG - Historical Returns

Returns include dividend reinvestment.

Period	DALI	PFIG
1 month	-1.45%	+0.21%
3 months	+8.44%	+0.80%
6 months	+6.09%	+0.80%
1 year	+18.99%	+4.41%
5 years(CAGR)	+4.91%	+1.32%
10 years(CAGR)	+6.28%	+2.44%
Max(CAGR)	+6.28%	+2.78%

DALI

-1.45%

Winner

PFIG

+0.21%

Winner

DALI

+8.44%

PFIG

+0.80%

Winner

DALI

+6.09%

PFIG

+0.80%

Winner

DALI

+18.99%

PFIG

+4.41%

5Y(CAGR)

Winner

DALI

+4.91%

PFIG

+1.32%

10Y(CAGR)

Winner

DALI

+6.28%

PFIG

+2.44%

Max(CAGR)

Winner

DALI

+6.28%

PFIG

+2.78%

DALI vs PFIG - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	DALI	PFIG
2026	+4.61%	+0.39%
2025	+11.89%	+7.73%
2024	+20.16%	+3.68%
2023	-7.34%	+6.70%
2022	-8.39%	-9.69%
2021	+24.04%	-1.30%
2020	+4.46%	+7.50%
2019	+25.32%	+9.72%
2018	-14.81%	-0.66%
2017	N/A	+3.47%
2016	N/A	+3.40%
2015	N/A	+0.95%
2014	N/A	+4.60%
2013	N/A	-1.16%
2012	N/A	+5.60%
2011	N/A	+1.99%

DALI vs PFIG Drawdown Comparison

The maximum drawdown for DALI was -36.06%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.

The maximum drawdown for PFIG was -15.58%, occurring on Oct 20, 2022. Recovery took 921 trading sessions.

The current DALI drawdown is -2.83%. The current PFIG drawdown is -0.77%.

Rank	DALI	PFIG
#1	-36.06% Feb 19, 2020 - Jan 7, 2021	-15.58% Aug 3, 2021 - Apr 3, 2025
#2	-26.27% Mar 8, 2022 - Oct 24, 2025	-14.64% Mar 3, 2020 - May 29, 2020
#3	-25.44% Aug 29, 2018 - Jan 9, 2020	-5.24% May 1, 2013 - Apr 11, 2014
#4	-15.21% Nov 16, 2021 - Mar 7, 2022	-4.08% Nov 1, 2011 - May 7, 2012
#5	-12.54% Jan 22, 2026 - May 6, 2026	-3.65% Sep 27, 2016 - Jun 2, 2017
#6	-8.60% Feb 12, 2021 - Apr 9, 2021	-3.41% Sep 5, 2017 - Jan 30, 2019
#7	-7.62% Oct 27, 2025 - Dec 10, 2025	-2.89% Dec 30, 2020 - Jul 19, 2021
#8	-6.70% Apr 27, 2021 - Jun 8, 2021	-2.48% Sep 22, 2011 - Oct 19, 2011
#9	-6.43% May 11, 2026 - Jun 10, 2026	-2.32% Apr 1, 2015 - Mar 16, 2016
#10	-5.56% Sep 3, 2021 - Oct 21, 2021	-2.03% Apr 4, 2025 - May 30, 2025
#11	-5.27% Jan 22, 2021 - Feb 5, 2021	-1.95% Feb 23, 2026 - Mar 26, 2026
#12	-5.14% Jun 20, 2018 - Aug 21, 2018	-1.76% Oct 15, 2014 - Jan 12, 2015
#13	-4.99% Jun 29, 2021 - Jul 29, 2021	-1.55% Sep 4, 2019 - Oct 3, 2019
#14	-3.86% Dec 11, 2025 - Dec 24, 2025	-1.38% May 18, 2012 - Jun 18, 2012
#15	-3.37% Aug 12, 2021 - Aug 25, 2021	-1.37% Dec 5, 2012 - Apr 4, 2013

Correlation

Correlation between DALI and PFIG is 0.59 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.59

-101

Dividend Comparison (2011 - 2026)

DALI vs PFIG dividend yield comparison.

Year	DALI	PFIG
2026	0.07%	1.80%
2025	0.38%	4.15%
2024	0.18%	4.12%
2023	3.42%	3.54%
2022	0.50%	2.58%
2021	0.11%	3.34%
2020	1.25%	2.81%
2019	0.45%	2.92%
2018	0.17%	2.88%
2017	0.00%	2.54%
2016	0.00%	2.58%
2015	0.00%	2.57%
2014	0.00%	2.39%
2013	0.00%	2.19%
2012	0.00%	2.30%
2011	0.00%	0.64%