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EPRF vs. QPFF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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EPRF vs. QPFF - Yearly Performance Comparison


Returns By Period


EPRF

1D
0.12%
1M
-3.39%
YTD
-4.28%
6M
-6.59%
1Y
-0.37%
3Y*
2.18%
5Y*
-2.07%
10Y*

QPFF

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

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EPRF vs. QPFF - Expense Ratio Comparison

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


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: 1010
Overall Rank
EPRF Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EPRF Sortino Ratio Rank: 1010
Sortino Ratio Rank
EPRF Omega Ratio Rank: 1010
Omega Ratio Rank
EPRF Calmar Ratio Rank: 1111
Calmar Ratio Rank
EPRF Martin Ratio Rank: 1010
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 ratio

Return per unit of total volatility

-0.04

Sortino ratio

Return per unit of downside risk

0.00

Omega ratio

Gain probability vs. loss probability

1.00

Calmar ratio

Return relative to maximum drawdown

-0.08

Martin ratio

Return relative to average drawdown

-0.20

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

-0.04

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

Dividends

EPRF vs. QPFF - Dividend Comparison

EPRF's dividend yield for the trailing twelve months is around 6.30%, while QPFF has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
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%
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%

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 (5Y)

Largest decline over 5 years

-25.23%

Current Drawdown

Current decline from peak

-12.78%

0.00%

-12.78%

Average Drawdown

Average peak-to-trough decline

-7.31%

0.00%

-7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

Volatility

EPRF vs. QPFF - Volatility Comparison


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Volatility by Period


EPRFQPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

Volatility (6M)

Calculated over the trailing 6-month period

5.27%

Volatility (1Y)

Calculated over the trailing 1-year period

8.88%

0.00%

+8.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.73%

0.00%

+11.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.57%

0.00%

+13.57%