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BRIIX vs. PFFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRIIX and PFFR is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

BRIIX vs. PFFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Real Estate Income Fund (BRIIX) and InfraCap REIT Preferred ETF (PFFR). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
84.15%
18.41%
BRIIX
PFFR

Key characteristics

Sharpe Ratio

BRIIX:

1.27

PFFR:

0.94

Sortino Ratio

BRIIX:

1.71

PFFR:

1.34

Omega Ratio

BRIIX:

1.24

PFFR:

1.17

Calmar Ratio

BRIIX:

1.04

PFFR:

0.75

Martin Ratio

BRIIX:

4.93

PFFR:

2.22

Ulcer Index

BRIIX:

4.55%

PFFR:

3.78%

Daily Std Dev

BRIIX:

17.77%

PFFR:

8.98%

Max Drawdown

BRIIX:

-37.06%

PFFR:

-53.02%

Current Drawdown

BRIIX:

-6.95%

PFFR:

-6.31%

Returns By Period

In the year-to-date period, BRIIX achieves a -1.64% return, which is significantly lower than PFFR's -0.15% return.


BRIIX

YTD

-1.64%

1M

6.75%

6M

-0.05%

1Y

19.80%

5Y*

11.13%

10Y*

N/A

PFFR

YTD

-0.15%

1M

2.82%

6M

-4.59%

1Y

6.87%

5Y*

5.64%

10Y*

N/A

*Annualized

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BRIIX vs. PFFR - Expense Ratio Comparison

BRIIX has a 1.08% expense ratio, which is higher than PFFR's 0.45% expense ratio.


Expense ratio chart for BRIIX: current value is 1.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BRIIX: 1.08%
Expense ratio chart for PFFR: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFFR: 0.45%

Risk-Adjusted Performance

BRIIX vs. PFFR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRIIX
The Risk-Adjusted Performance Rank of BRIIX is 8181
Overall Rank
The Sharpe Ratio Rank of BRIIX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BRIIX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BRIIX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BRIIX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BRIIX is 8383
Martin Ratio Rank

PFFR
The Risk-Adjusted Performance Rank of PFFR is 6868
Overall Rank
The Sharpe Ratio Rank of PFFR is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFR is 7373
Sortino Ratio Rank
The Omega Ratio Rank of PFFR is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PFFR is 6969
Calmar Ratio Rank
The Martin Ratio Rank of PFFR is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRIIX vs. PFFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Real Estate Income Fund (BRIIX) and InfraCap REIT Preferred ETF (PFFR). 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.


The chart of Sharpe ratio for BRIIX, currently valued at 1.27, compared to the broader market-2.00-1.000.001.002.003.00
BRIIX: 1.27
PFFR: 0.94
The chart of Sortino ratio for BRIIX, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.00
BRIIX: 1.71
PFFR: 1.34
The chart of Omega ratio for BRIIX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.00
BRIIX: 1.24
PFFR: 1.17
The chart of Calmar ratio for BRIIX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.00
BRIIX: 1.04
PFFR: 0.75
The chart of Martin ratio for BRIIX, currently valued at 4.93, compared to the broader market0.0010.0020.0030.0040.00
BRIIX: 4.93
PFFR: 2.22

The current BRIIX Sharpe Ratio is 1.27, which is higher than the PFFR Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of BRIIX and PFFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
1.27
0.94
BRIIX
PFFR

Dividends

BRIIX vs. PFFR - Dividend Comparison

BRIIX's dividend yield for the trailing twelve months is around 1.40%, less than PFFR's 8.00% yield.


TTM20242023202220212020201920182017
BRIIX
Baron Real Estate Income Fund
1.40%1.41%1.94%2.00%1.42%0.77%1.12%2.97%0.00%
PFFR
InfraCap REIT Preferred ETF
8.00%7.78%7.72%9.65%6.08%6.11%5.77%6.48%5.12%

Drawdowns

BRIIX vs. PFFR - Drawdown Comparison

The maximum BRIIX drawdown since its inception was -37.06%, smaller than the maximum PFFR drawdown of -53.02%. Use the drawdown chart below to compare losses from any high point for BRIIX and PFFR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.95%
-6.31%
BRIIX
PFFR

Volatility

BRIIX vs. PFFR - Volatility Comparison

Baron Real Estate Income Fund (BRIIX) has a higher volatility of 10.27% compared to InfraCap REIT Preferred ETF (PFFR) at 4.41%. This indicates that BRIIX's price experiences larger fluctuations and is considered to be riskier than PFFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
10.27%
4.41%
BRIIX
PFFR