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EPRF vs. QPFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPRF vs. QPFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator S&P High Quality Preferred ETF (EPRF) and American Century Quality Preferred ETF (QPFF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EPRF

1D
-0.41%
1M
-1.18%
YTD
-2.39%
6M
-2.28%
1Y
2.04%
3Y*
2.39%
5Y*
-1.97%
10Y*

QPFF

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPRF vs. QPFF - Yearly Performance Comparison


EPRF vs. QPFF - Sectors Allocation Comparison


Sectors
EPRF
QPFF

Financial Services

55.9%
51.6%

Real Estate

7.6%
4.1%

Basic Materials

-

0.3%

Communication Services

-

3.6%

Consumer Cyclical

-

2.1%

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

1.2%

Technology

-

-

Utilities

-

5.5%

Financial Services

EPRF
55.9%
QPFF
51.6%

Real Estate

EPRF
7.6%
QPFF
4.1%

Basic Materials

EPRF

-

QPFF
0.3%

Communication Services

EPRF

-

QPFF
3.6%

Consumer Cyclical

EPRF

-

QPFF
2.1%

Consumer Defensive

EPRF

-

QPFF

-

Energy

EPRF

-

QPFF

-

Healthcare

EPRF

-

QPFF

-

Industrials

EPRF

-

QPFF
1.2%

Technology

EPRF

-

QPFF

-

Utilities

EPRF

-

QPFF
5.5%

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Return for Risk

EPRF vs. QPFF — Risk / Return Rank

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

EPRF
EPRF Risk / Return Rank: 1212
Overall Rank
EPRF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EPRF Sortino Ratio Rank: 1111
Sortino Ratio Rank
EPRF Omega Ratio Rank: 1111
Omega Ratio Rank
EPRF Calmar Ratio Rank: 1111
Calmar Ratio Rank
EPRF Martin Ratio Rank: 1111
Martin Ratio Rank

QPFF
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPRF vs. QPFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator S&P High Quality Preferred ETF (EPRF) and American Century Quality Preferred ETF (QPFF). 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.


EPRFQPFFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.24

Martin ratioReturn relative to average drawdown

0.51

EPRF vs. QPFF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EPRFQPFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

Drawdowns

EPRF vs. QPFF - Drawdown Comparison

The maximum EPRF drawdown since its inception was -26.82%, which is greater than QPFF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EPRF and QPFF.


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Drawdown Indicators


EPRFQPFFDifference

Max Drawdown

Largest peak-to-trough decline

-26.82%

0.00%

-26.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.59%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.23%

Current Drawdown

Current decline from peak

-11.06%

0.00%

-11.06%

Average Drawdown

Average peak-to-trough decline

-7.37%

0.00%

-7.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

Volatility

EPRF vs. QPFF - Volatility Comparison


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Volatility by Period


EPRFQPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.14%

Volatility (6M)

Calculated over the trailing 6-month period

5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

7.55%

0.00%

+7.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.81%

0.00%

+11.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.49%

0.00%

+13.49%

EPRF vs. QPFF - Expense Ratio Comparison

EPRF has a 0.47% expense ratio, which is higher than QPFF's 0.33% expense ratio.


Dividends

EPRF vs. QPFF - Dividend Comparison

EPRF's dividend yield for the trailing twelve months is around 6.18%, while QPFF has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EPRF
Innovator S&P High Quality Preferred ETF
6.18%6.03%6.13%5.71%5.67%4.70%4.92%5.01%5.27%2.59%
QPFF
American Century Quality Preferred ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, QPFF is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QPFF is cheaper with a 0.33% expense ratio, compared with 0.47% for EPRF.

EPRF has the higher dividend yield at 6.18%, compared with 0.00% for QPFF.

They also come from different issuers: Innovator and American Century. Their fees differ too: 0.47% for EPRF and 0.33% for QPFF.

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