PFI vs MSTQ
Comparison between INVESCO DORSEY WRIGHT FINANCIAL MOMENTUM ETF (PFI, ETF) and LHA MARKET STATE TACTICAL Q ETF (MSTQ, ETF).
PFI vs MSTQ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
PFI
$36M
MSTQ
$36M
Expense Ratio
Winner
PFI
0.60%
MSTQ
1.55%
Max Drawdown
PFI
60.34%
Winner
MSTQ
31.05%
Sharpe Ratio
PFI
0.26
Winner
MSTQ
1.34
5Y Beta
PFI
1.06
Winner
MSTQ
0.85
P/E Ratio
PFI
19.72
MSTQ
N/A
Forward P/E
PFI
15.36
MSTQ
N/A
5Y Dividends CAGR
PFI
-9.10%
MSTQ
N/A
5Y EPS CAGR
PFI
10.65%
MSTQ
N/A
Debt to Equity
PFI
66.57%
MSTQ
N/A
P/S Ratio
PFI
1.15
MSTQ
N/A
P/B Ratio
PFI
2.10
MSTQ
N/A
PFI vs MSTQ - Holdings Comparison
PFI and MSTQ have 0 common holdings. Overlap is 0.00%
PFI's top 25 holdings weight is 76.43%. MSTQ's top 25 holdings weight is 87.48%.
| Rank | PFI | MSTQ |
|---|---|---|
| #1 | INTERACTIVE BROKERS GROUP INC CLASS A (IBKR) - 5.22% | INVESCO QQQ TRUST (QQQ) - 63.58% |
| #2 | JPMORGAN CHASE & CO (JPM) - 5.13% | FIRST AMERICAN GOVERNMENT OBLIGS X (FGXXX) - 11.95% |
| #3 | MORGAN STANLEY (MS) - 4.81% | FIRST AMERICAN TREASURY OBLIGS X (FXFXX) - 11.95% |
| #4 | AMERICAN HEALTHCARE REIT INC ORDINARY SHARES (AHR) - 4.42% | N/A |
| #5 | LEMONADE INC ORDINARY SHARES (LMND) - 3.94% | N/A |
| #6 | THE GOLDMAN SACHS GROUP INC (GS) - 3.67% | N/A |
| #7 | WELLTOWER INC (WELL) - 3.37% | N/A |
| #8 | CBOE GLOBAL MARKETS INC (CBOE) - 3.37% | N/A |
| #9 | STONEX GROUP INC (SNEX) - 3.28% | N/A |
| #10 | SIMON PROPERTY GROUP INC (SPG) - 3.20% | N/A |
| #11 | VENTAS INC (VTR) - 3.12% | N/A |
| #12 | CITIGROUP INC (C) - 3.08% | N/A |
| #13 | BANK OF NEW YORK MELLON CORP (BK) - 3.06% | N/A |
| #14 | INVESCO LTD (IVZ) - 2.80% | N/A |
| #15 | VICTORY CAPITAL HOLDINGS INC CLASS A (VCTR) - 2.73% | N/A |
| #16 | CITIZENS FINANCIAL GROUP INC (CFG) - 2.53% | N/A |
| #17 | WISDOMTREE INC (WT) - 2.43% | N/A |
| #18 | FIFTH THIRD BANCORP (FITB) - 2.41% | N/A |
| #19 | KEYCORP (KEY) - 2.39% | N/A |
| #20 | JACKSON FINANCIAL INC (JXN) - 2.16% | N/A |
| #21 | OUTFRONT MEDIA INC (OUT) - 2.08% | N/A |
| #22 | FIRSTCASH HOLDINGS INC (FCFS) - 1.97% | N/A |
| #23 | CME GROUP INC CLASS A (CME) - 1.90% | N/A |
| #24 | POPULAR INC (BPOP) - 1.85% | N/A |
| #25 | STIFEL FINANCIAL CORP (SF) - 1.51% | N/A |
| Total Holdings | 51 | 3 |
PFI vs MSTQ - Historical Returns
Returns include dividend reinvestment.
1M
PFI
+0.44%
Winner
MSTQ
+2.65%
3M
PFI
+7.46%
Winner
MSTQ
+13.14%
6M
PFI
+1.72%
Winner
MSTQ
+9.94%
1Y
PFI
+7.22%
Winner
MSTQ
+26.35%
5Y(CAGR)
PFI
+4.10%
Winner
MSTQ
+15.06%
10Y(CAGR)
PFI
+8.55%
MSTQ
N/A
Max(CAGR)
PFI
+5.93%
Winner
MSTQ
+15.06%
PFI vs MSTQ - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | PFI | MSTQ |
|---|---|---|
| 2026 | +0.72% | +12.32% |
| 2025 | +2.39% | +19.78% |
| 2024 | +32.36% | +21.82% |
| 2023 | +13.12% | +43.70% |
| 2022 | -23.08% | -21.67% |
| 2021 | +30.92% | N/A |
| 2020 | +13.88% | N/A |
| 2019 | +37.80% | N/A |
| 2018 | -16.52% | N/A |
| 2017 | +14.55% | N/A |
| 2016 | +4.92% | N/A |
| 2015 | +1.36% | N/A |
| 2014 | +7.73% | N/A |
| 2013 | +36.13% | N/A |
| 2012 | +17.53% | N/A |
| 2011 | -6.06% | N/A |
| 2010 | +13.22% | N/A |
| 2009 | -5.94% | N/A |
| 2008 | -25.74% | N/A |
| 2007 | -3.16% | N/A |
| 2006 | +3.37% | N/A |
PFI vs MSTQ Drawdown Comparison
The maximum drawdown for PFI was -59.54%, occurring on Mar 9, 2009. Recovery took 1538 trading sessions.
The maximum drawdown for MSTQ was -31.05%, occurring on Dec 28, 2022. Recovery took 433 trading sessions.
The current PFI drawdown is -5.89%. The current MSTQ drawdown is -4.92%.
| Rank | PFI | MSTQ |
|---|---|---|
| #1 | -59.54% Jun 4, 2007 - Jul 12, 2013 | -31.05% Mar 29, 2022 - Dec 18, 2023 |
| #2 | -43.07% Feb 19, 2020 - Dec 15, 2020 | -15.19% Dec 16, 2024 - May 14, 2025 |
| #3 | -35.42% Nov 3, 2021 - Oct 11, 2024 | -12.37% Oct 29, 2025 - Apr 22, 2026 |
| #4 | -25.67% Jan 23, 2018 - Jun 6, 2019 | -10.14% Jul 10, 2024 - Dec 3, 2024 |
| #5 | -24.83% Nov 25, 2024 - Apr 8, 2025 | -6.51% Mar 22, 2024 - May 20, 2024 |
| #6 | -18.96% Mar 20, 2015 - Feb 13, 2017 | -4.92% Jun 2, 2026 - Jun 5, 2026 |
| #7 | -9.57% Mar 1, 2017 - Sep 27, 2017 | -4.02% Dec 27, 2023 - Jan 18, 2024 |
| #8 | -9.51% Jun 8, 2021 - Aug 6, 2021 | -3.54% Oct 8, 2025 - Oct 20, 2025 |
| #9 | -9.20% Dec 31, 2013 - Jun 27, 2014 | -3.04% Aug 12, 2025 - Sep 8, 2025 |
| #10 | -7.77% Jul 3, 2014 - Oct 30, 2014 | -2.69% May 14, 2026 - May 26, 2026 |
| #11 | -7.39% Mar 15, 2021 - Apr 28, 2021 | -2.63% Jul 30, 2025 - Aug 8, 2025 |
| #12 | -7.29% Feb 20, 2007 - Apr 24, 2007 | -2.58% Feb 9, 2024 - Feb 22, 2024 |
| #13 | -7.16% Jul 12, 2019 - Dec 20, 2019 | -2.58% Jan 29, 2024 - Feb 2, 2024 |
| #14 | -6.41% Jan 20, 2021 - Feb 4, 2021 | -2.53% Mar 1, 2024 - Mar 21, 2024 |
| #15 | -5.73% Aug 27, 2021 - Sep 27, 2021 | -2.38% May 19, 2025 - Jun 2, 2025 |
Correlation
Correlation between PFI and MSTQ is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.
0.91
-101
Dividend Comparison (2006 - 2026)
PFI vs MSTQ dividend yield comparison.
| Year | PFI | MSTQ |
|---|---|---|
| 2026 | 0.27% | 0.00% |
| 2025 | 0.68% | 13.97% |
| 2024 | 2.77% | 3.72% |
| 2023 | 1.85% | 0.77% |
| 2022 | 1.93% | 0.00% |
| 2021 | 1.28% | 0.00% |
| 2020 | 1.56% | 0.00% |
| 2019 | 0.92% | 0.00% |
| 2018 | 1.98% | 0.00% |
| 2017 | 0.35% | 0.00% |
| 2016 | 2.16% | 0.00% |
| 2015 | 1.44% | 0.00% |
| 2014 | 1.10% | 0.00% |
| 2013 | 1.36% | 0.00% |
| 2012 | 1.26% | 0.00% |
| 2011 | 1.08% | 0.00% |
| 2010 | 1.69% | 0.00% |
| 2009 | 1.28% | 0.00% |
| 2008 | 1.28% | 0.00% |
| 2007 | 0.97% | 0.00% |
| 2006 | 0.26% | 0.00% |
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