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BCD vs. PFFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BCDPFFA
YTD Return2.06%4.62%
1Y Return-0.74%26.96%
3Y Return (Ann)11.32%5.27%
5Y Return (Ann)9.47%6.26%
Sharpe Ratio-0.032.37
Daily Std Dev12.20%11.82%
Max Drawdown-29.79%-70.52%
Current Drawdown-18.76%0.00%

Correlation

0.21
-1.001.00

The correlation between BCD and PFFA is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BCD vs. PFFA - Performance Comparison

In the year-to-date period, BCD achieves a 2.06% return, which is significantly lower than PFFA's 4.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%OctoberNovemberDecember2024FebruaryMarch
44.24%
46.02%
BCD
PFFA

Compare stocks, funds, or ETFs


abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF

Virtus InfraCap U.S. Preferred Stock ETF

BCD vs. PFFA - Expense Ratio Comparison

BCD has a 0.29% expense ratio, which is lower than PFFA's 1.47% expense ratio.

PFFA
Virtus InfraCap U.S. Preferred Stock ETF
0.50%1.00%1.50%2.00%1.47%

Risk-Adjusted Performance

BCD vs. PFFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
-0.03
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
2.37

BCD vs. PFFA - Sharpe Ratio Comparison

The current BCD Sharpe Ratio is -0.03, which is lower than the PFFA Sharpe Ratio of 2.37. The chart below compares the 12-month rolling Sharpe Ratio of BCD and PFFA.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
-0.03
2.37
BCD
PFFA

Dividends

BCD vs. PFFA - Dividend Comparison

BCD's dividend yield for the trailing twelve months is around 4.42%, less than PFFA's 9.40% yield.


TTM2023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
4.42%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.40%9.56%10.75%7.64%8.54%10.02%5.15%0.00%

Drawdowns

BCD vs. PFFA - Drawdown Comparison

The maximum BCD drawdown since its inception was -29.79%, smaller than the maximum PFFA drawdown of -70.52%. The drawdown chart below compares losses from any high point along the way for BCD and PFFA


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-18.76%
0
BCD
PFFA

Volatility

BCD vs. PFFA - Volatility Comparison

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a higher volatility of 2.25% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 1.87%. This indicates that BCD's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
2.25%
1.87%
BCD
PFFA