EPRF vs. GPRF
Compare and contrast key facts about Innovator S&P High Quality Preferred ETF (EPRF) and Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF).
EPRF and GPRF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPRF is a passively managed fund by Innovator that tracks the performance of the S&P U.S. High Quality Preferred Stock Index. It was launched on May 24, 2016. GPRF is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Goldman Sachs US Preferred Stock and Hybrids Index. It was launched on Jul 30, 2024. Both EPRF and GPRF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EPRF vs. GPRF - Performance Comparison
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EPRF vs. GPRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EPRF Innovator S&P High Quality Preferred ETF | -4.28% | 2.69% | -0.19% |
GPRF Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF | -0.71% | 6.17% | 2.34% |
Returns By Period
In the year-to-date period, EPRF achieves a -4.28% return, which is significantly lower than GPRF's -0.71% return.
EPRF
- 1D
- 0.12%
- 1M
- -3.39%
- YTD
- -4.28%
- 6M
- -6.59%
- 1Y
- -0.37%
- 3Y*
- 2.18%
- 5Y*
- -2.07%
- 10Y*
- —
GPRF
- 1D
- 0.23%
- 1M
- -2.45%
- YTD
- -0.71%
- 6M
- -0.58%
- 1Y
- 4.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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EPRF vs. GPRF - Expense Ratio Comparison
EPRF has a 0.47% expense ratio, which is higher than GPRF's 0.45% expense ratio.
Return for Risk
EPRF vs. GPRF — Risk / Return Rank
EPRF
GPRF
EPRF vs. GPRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator S&P High Quality Preferred ETF (EPRF) and Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF). 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.
| EPRF | GPRF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | 1.19 | -1.23 |
Sortino ratioReturn per unit of downside risk | 0.00 | 1.64 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.24 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | 1.08 | -1.16 |
Martin ratioReturn relative to average drawdown | -0.20 | 4.94 | -5.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPRF | GPRF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 1.19 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 1.17 | -1.10 |
Correlation
The correlation between EPRF and GPRF is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EPRF vs. GPRF - Dividend Comparison
EPRF's dividend yield for the trailing twelve months is around 6.30%, more than GPRF's 5.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPRF Innovator S&P High Quality Preferred ETF | 6.30% | 6.03% | 6.13% | 5.71% | 5.67% | 4.70% | 4.92% | 5.01% | 5.27% | 2.59% |
GPRF Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF | 5.53% | 5.38% | 2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EPRF vs. GPRF - Drawdown Comparison
The maximum EPRF drawdown since its inception was -26.82%, which is greater than GPRF's maximum drawdown of -4.36%. Use the drawdown chart below to compare losses from any high point for EPRF and GPRF.
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Drawdown Indicators
| EPRF | GPRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.82% | -4.36% | -22.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.59% | -4.20% | -4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -25.23% | — | — |
Current DrawdownCurrent decline from peak | -12.78% | -2.78% | -10.00% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -0.88% | -6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 0.92% | +2.33% |
Volatility
EPRF vs. GPRF - Volatility Comparison
Innovator S&P High Quality Preferred ETF (EPRF) and Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) have volatilities of 2.42% and 2.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPRF | GPRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 2.34% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 5.27% | 3.11% | +2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.88% | 4.18% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.73% | 4.03% | +7.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.57% | 4.03% | +9.54% |