Compare Performance
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FOCIX Fairholme Focused Income Fund | High Yield Bonds | 33.30% |
PFFR InfraCap REIT Preferred ETF | Preferred Stock/Convertible Bonds, REIT | 33.40% |
RQI Cohen & Steers Quality Income Realty Fund | Financial Services | 33.30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Compare Performance, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
The earliest data available for this chart is Feb 8, 2017, corresponding to the inception date of PFFR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Compare Performance | 1.81% | 7.93% | -1.66% | 13.03% | 10.27% | N/A |
| Portfolio components: | ||||||
FOCIX Fairholme Focused Income Fund | 2.02% | 5.27% | 3.34% | 10.60% | 10.30% | 5.42% |
RQI Cohen & Steers Quality Income Realty Fund | 3.08% | 13.59% | -4.93% | 18.60% | 13.15% | 8.85% |
PFFR InfraCap REIT Preferred ETF | 0.28% | 5.34% | -3.88% | 8.09% | 5.56% | N/A |
Monthly Returns
The table below presents the monthly returns of Compare Performance, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.24% | 2.10% | -2.26% | -1.89% | 0.72% | 1.81% | |||||||
| 2024 | 0.09% | 1.05% | 1.71% | -4.41% | 2.85% | 1.35% | 4.14% | 4.16% | 3.33% | -1.35% | 4.24% | -6.35% | 10.62% |
| 2023 | 13.03% | -3.70% | -4.13% | 0.68% | -2.67% | 5.13% | 2.18% | -1.44% | -3.54% | -3.58% | 9.96% | 5.74% | 17.07% |
| 2022 | -3.09% | -2.14% | 3.11% | -5.56% | 0.48% | -7.17% | 9.80% | -3.23% | -13.65% | 5.34% | 5.40% | -5.35% | -16.93% |
| 2021 | -0.63% | 2.73% | 5.06% | 4.61% | 1.70% | 0.54% | 0.69% | 0.61% | -2.84% | 4.77% | -2.73% | 6.21% | 22.24% |
| 2020 | -1.16% | -5.10% | -20.39% | 9.75% | 3.82% | 0.98% | 2.18% | 3.23% | -1.61% | -2.89% | 12.06% | 1.61% | -1.40% |
| 2019 | 9.23% | 1.13% | 3.98% | 1.57% | 1.54% | 1.27% | 1.73% | 2.94% | 2.50% | -0.80% | -2.12% | 1.38% | 26.75% |
| 2018 | -3.51% | -1.85% | 1.23% | 0.19% | 1.79% | 1.72% | 0.99% | 1.70% | -2.22% | -4.52% | 1.06% | -4.91% | -8.37% |
| 2017 | 0.72% | -3.46% | 3.12% | -2.19% | 1.11% | 3.12% | -0.92% | 0.76% | -1.56% | -0.22% | 0.10% | 0.39% |
Expense Ratio
Compare Performance has a high expense ratio of 1.22%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 79, Compare Performance is among the top 21% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FOCIX Fairholme Focused Income Fund | 1.17 | 1.67 | 1.24 | 1.43 | 5.14 |
RQI Cohen & Steers Quality Income Realty Fund | 0.89 | 1.24 | 1.17 | 0.71 | 2.51 |
PFFR InfraCap REIT Preferred ETF | 0.92 | 1.03 | 1.13 | 0.56 | 1.62 |
Dividends
Dividend yield
Compare Performance provided a 6.02% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.02% | 6.03% | 6.13% | 7.44% | 4.16% | 4.84% | 5.10% | 6.77% | 5.94% | 4.21% | 4.20% | 2.86% |
| Portfolio components: | ||||||||||||
FOCIX Fairholme Focused Income Fund | 2.27% | 2.47% | 2.81% | 2.24% | 1.12% | 0.65% | 2.74% | 4.57% | 5.12% | 4.78% | 4.77% | 2.34% |
RQI Cohen & Steers Quality Income Realty Fund | 7.81% | 7.84% | 7.84% | 10.41% | 5.27% | 7.74% | 6.79% | 9.27% | 7.59% | 7.86% | 7.86% | 6.23% |
PFFR InfraCap REIT Preferred ETF | 7.97% | 7.78% | 7.72% | 9.65% | 6.08% | 6.11% | 5.77% | 6.48% | 5.12% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Compare Performance. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Compare Performance was 41.04%, occurring on Mar 18, 2020. Recovery took 236 trading sessions.
The current Compare Performance drawdown is 4.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.04% | Oct 22, 2019 | 102 | Mar 18, 2020 | 236 | Feb 24, 2021 | 338 |
| -21.62% | Jan 5, 2022 | 185 | Sep 29, 2022 | 446 | Jul 11, 2024 | 631 |
| -12.3% | Oct 16, 2017 | 300 | Dec 24, 2018 | 51 | Mar 11, 2019 | 351 |
| -11.66% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -4.9% | Nov 4, 2021 | 19 | Dec 1, 2021 | 17 | Dec 27, 2021 | 36 |
Volatility
Volatility Chart
The current Compare Performance volatility is 4.03%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | PFFR | FOCIX | RQI | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.38 | 0.48 | 0.55 | 0.60 |
| PFFR | 0.38 | 1.00 | 0.26 | 0.41 | 0.60 |
| FOCIX | 0.48 | 0.26 | 1.00 | 0.41 | 0.61 |
| RQI | 0.55 | 0.41 | 0.41 | 1.00 | 0.92 |
| Portfolio | 0.60 | 0.60 | 0.61 | 0.92 | 1.00 |