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BCD vs. PFFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCD vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCD achieves a 16.41% return, which is significantly higher than PFFA's 1.20% return.


BCD

1D
-0.06%
1M
5.50%
6M
7.33%
YTD
16.41%
1Y
28.51%
3Y*
10.83%
5Y*
10.65%
10Y*
ALL TIME*
8.82%

PFFA

1D
0.44%
1M
-0.04%
6M
-0.75%
YTD
1.20%
1Y
6.02%
3Y*
11.42%
5Y*
5.57%
10Y*
ALL TIME*
7.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.39M$1.55M$2.26M
$15.74M$17.23M$20.45M

BCD vs. PFFA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
16.41%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-12.97%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
1.20%8.22%16.11%26.45%-20.91%23.53%-7.87%31.99%-7.29%

Correlation

The correlation between BCD and PFFA is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (All Time)
Calculated using the full available price history since May 16, 2018

0.17

The correlation between BCD and PFFA shifts across timeframes, from -0.01 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BCD vs. PFFA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCD
BCD Risk / Return Rank: 7575
Overall Rank
BCD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 8181
Sortino Ratio Rank
BCD Omega Ratio Rank: 8383
Omega Ratio Rank
BCD Calmar Ratio Rank: 6464
Calmar Ratio Rank
BCD Martin Ratio Rank: 6161
Martin Ratio Rank

PFFA
PFFA Risk / Return Rank: 2929
Overall Rank
PFFA Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 2929
Sortino Ratio Rank
PFFA Omega Ratio Rank: 2929
Omega Ratio Rank
PFFA Calmar Ratio Rank: 2828
Calmar Ratio Rank
PFFA Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCD vs. PFFA - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BCDPFFADifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.35

1.14

+0.22

Calmar ratioReturn relative to maximum drawdown

2.22

0.89

+1.33

Martin ratioReturn relative to average drawdown

7.25

2.56

+4.70

BCD vs. PFFA - Sharpe Ratio Comparison

The current BCD Sharpe Ratio is 1.98, which is higher than the PFFA Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of BCD and PFFA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCD vs. PFFA - Drawdown Comparison

The maximum BCD drawdown since its inception was -29.81%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for BCD and PFFA.


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Drawdown Indicators


BCDPFFADifference

Max Drawdown

Largest peak-to-trough decline

-29.81%

-70.52%

+40.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-6.49%

-6.21%

Max Drawdown (3Y)

Largest decline over 3 years

-12.70%

-12.15%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

-22.70%

-0.33%

Current Drawdown

Current decline from peak

-6.83%

-3.29%

-3.54%

Average Drawdown

Average peak-to-trough decline

-9.83%

-6.57%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

2.25%

+1.63%

Volatility

BCD vs. PFFA - Volatility Comparison

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a higher volatility of 3.93% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 2.32%. 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.


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Volatility by Period


BCDPFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

2.32%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

6.46%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.22%

7.62%

+6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

11.59%

+3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

31.55%

-17.64%

BCD vs. PFFA - Expense Ratio Comparison

BCD has a 0.30% expense ratio, which is lower than PFFA's 1.47% expense ratio.


Dividends

BCD vs. PFFA - Dividend Comparison

BCD's dividend yield for the trailing twelve months is around 14.79%, more than PFFA's 9.98% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.79%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.98%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%0.00%

Frequently Asked Questions


BCD and PFFA have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCD has higher volatility (3.93%) compared to PFFA (2.32%). In terms of maximum drawdown, BCD dropped -29.81% vs PFFA's -70.52%.

On 5-year performance, BCD leads with 10.65% vs 5.57% for PFFA. On fees, BCD is cheaper at 0.30% per year. On volatility, PFFA has been the lower-risk option at 2.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BCD has performed better with a 10.65% return vs 5.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BCD is cheaper with a 0.30% expense ratio, compared with 1.47% for PFFA.

BCD has the higher dividend yield at 14.79%, compared with 9.98% for PFFA.

BCD is categorized as Commodities, while PFFA is Preferred Stock. They also come from different issuers: Aberdeen and Virtus. Their fees differ too: 0.30% for BCD and 1.47% for PFFA.

BCD currently has the higher Sharpe Ratio (1.98 vs 0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BCD and PFFA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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