PFI vs SIFI

Comparison between INVESCO DORSEY WRIGHT FINANCIAL MOMENTUM ETF (PFI, ETF) and HARBOR SCIENTIFIC ALPHA INCOME ETF (SIFI, ETF).

5-Year PerformancePFI has outperformed SIFI, delivering a return of +5.1% compared to +2.3%

PFI vs SIFI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PFI(ETF)	SIFI(ETF)
Net Assets	$33M	$33M
Expense Ratio	0.60%	0.50%
Max Drawdown	60.34%	18.15%
Sharpe Ratio	0.42	0.95
5Y Beta	1.05	0.14
P/E Ratio	15.47	N/A
Forward P/E	15.60	N/A
5Y Dividends CAGR	-9.10%	N/A
5Y EPS CAGR	10.65%	N/A
Debt to Equity	66.57%	N/A
P/S Ratio	1.23	N/A
P/B Ratio	2.14	N/A

Net Assets

PFI

$33M

SIFI

$33M

Expense Ratio

PFI

0.60%

Winner

SIFI

0.50%

Max Drawdown

PFI

60.34%

Winner

SIFI

18.15%

Sharpe Ratio

PFI

0.42

Winner

SIFI

0.95

5Y Beta

PFI

1.05

Winner

SIFI

0.14

P/E Ratio

PFI

15.47

SIFI

N/A

Forward P/E

PFI

15.60

SIFI

N/A

5Y Dividends CAGR

PFI

-9.10%

SIFI

N/A

5Y EPS CAGR

PFI

10.65%

SIFI

N/A

Debt to Equity

PFI

66.57%

SIFI

N/A

P/S Ratio

PFI

1.23

SIFI

N/A

P/B Ratio

PFI

2.14

SIFI

N/A

PFI vs SIFI - Historical Returns

Returns include dividend reinvestment.

Period	PFI	SIFI
1 month	+3.43%	+0.51%
3 months	+16.37%	+1.93%
6 months	+3.85%	+1.89%
1 year	+9.79%	+6.87%
5 years(CAGR)	+5.09%	+2.32%
10 years(CAGR)	+9.01%	N/A
Max(CAGR)	+6.11%	+2.32%

Winner

PFI

+3.43%

SIFI

+0.51%

Winner

PFI

+16.37%

SIFI

+1.93%

Winner

PFI

+3.85%

SIFI

+1.89%

Winner

PFI

+9.79%

SIFI

+6.87%

5Y(CAGR)

Winner

PFI

+5.09%

SIFI

+2.32%

10Y(CAGR)

PFI

+9.01%

SIFI

N/A

Max(CAGR)

Winner

PFI

+6.11%

SIFI

+2.32%

PFI vs SIFI - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	PFI	SIFI
2026	+4.23%	+1.40%
2025	+2.39%	+8.66%
2024	+32.36%	+5.41%
2023	+13.12%	+8.65%
2022	-23.08%	-10.15%
2021	+30.92%	-1.05%
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 SIFI Drawdown Comparison

The maximum drawdown for PFI was -59.54%, occurring on Mar 9, 2009. Recovery took 1538 trading sessions.

The maximum drawdown for SIFI was -14.68%, occurring on Sep 27, 2022. Recovery took 723 trading sessions.

The current PFI drawdown is -2.61%.

Rank	PFI	SIFI
#1	-59.54% Jun 4, 2007 - Jul 12, 2013	-14.68% Sep 16, 2021 - Aug 2, 2024
#2	-43.07% Feb 19, 2020 - Dec 15, 2020	-3.46% Mar 3, 2025 - May 29, 2025
#3	-35.42% Nov 3, 2021 - Oct 11, 2024	-2.71% Feb 27, 2026 - Jun 12, 2026
#4	-25.67% Jan 23, 2018 - Jun 6, 2019	-2.05% Dec 6, 2024 - Feb 5, 2025
#5	-24.83% Nov 25, 2024 - Apr 8, 2025	-1.75% Sep 19, 2024 - Dec 6, 2024
#6	-18.96% Mar 20, 2015 - Feb 13, 2017	-0.94% Jun 30, 2025 - Aug 1, 2025
#7	-9.57% Mar 1, 2017 - Sep 27, 2017	-0.91% Oct 27, 2025 - Nov 26, 2025
#8	-9.51% Jun 8, 2021 - Aug 6, 2021	-0.80% Feb 5, 2025 - Feb 21, 2025
#9	-9.20% Dec 31, 2013 - Jun 27, 2014	-0.68% Jun 4, 2025 - Jun 12, 2025
#10	-7.77% Jul 3, 2014 - Oct 30, 2014	-0.59% Oct 2, 2025 - Oct 15, 2025
#11	-7.39% Mar 15, 2021 - Apr 28, 2021	-0.55% Aug 13, 2025 - Aug 22, 2025
#12	-7.29% Feb 20, 2007 - Apr 24, 2007	-0.54% Nov 28, 2025 - Dec 18, 2025
#13	-7.16% Jul 12, 2019 - Dec 20, 2019	-0.52% Sep 16, 2025 - Oct 1, 2025
#14	-6.41% Jan 20, 2021 - Feb 4, 2021	-0.51% Aug 23, 2024 - Sep 4, 2024
#15	-5.73% Aug 27, 2021 - Sep 27, 2021	-0.41% Aug 2, 2024 - Aug 13, 2024

Correlation

Correlation between PFI and SIFI is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2006 - 2026)

PFI vs SIFI dividend yield comparison.

Year	PFI	SIFI
2026	0.26%	2.00%
2025	0.68%	6.57%
2024	2.77%	5.87%
2023	1.85%	5.71%
2022	1.93%	3.88%
2021	1.28%	0.86%
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%