PortfoliosLab logo
CNREX vs. PFFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CNREX and PFFR is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

CNREX vs. PFFR - Performance Comparison

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

Loading data...

Key characteristics

Daily Std Dev

CNREX:

15.60%

PFFR:

2.56%

Max Drawdown

CNREX:

-0.70%

PFFR:

-0.13%

Current Drawdown

CNREX:

0.00%

PFFR:

-0.13%

Returns By Period


CNREX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PFFR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CNREX vs. PFFR - Expense Ratio Comparison

CNREX has a 2.44% expense ratio, which is higher than PFFR's 0.45% expense ratio.


Risk-Adjusted Performance

CNREX vs. PFFR — Risk-Adjusted Performance Rank

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

CNREX
The Risk-Adjusted Performance Rank of CNREX is 3232
Overall Rank
The Sharpe Ratio Rank of CNREX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of CNREX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of CNREX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of CNREX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of CNREX is 3131
Martin Ratio Rank

PFFR
The Risk-Adjusted Performance Rank of PFFR is 6969
Overall Rank
The Sharpe Ratio Rank of PFFR is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFR is 7272
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 5757
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.

CNREX vs. PFFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Commonwealth Real Estate Securities Fund (CNREX) 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.



Loading data...

Dividends

CNREX vs. PFFR - Dividend Comparison

CNREX's dividend yield for the trailing twelve months is around 0.03%, while PFFR has not paid dividends to shareholders.


TTM2024202320222021202020192018
CNREX
Commonwealth Real Estate Securities Fund
0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFFR
InfraCap REIT Preferred ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CNREX vs. PFFR - Drawdown Comparison

The maximum CNREX drawdown since its inception was -0.70%, which is greater than PFFR's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for CNREX and PFFR. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CNREX vs. PFFR - Volatility Comparison


Loading data...