EVPF vs. EPRF
EVPF (Eaton Vance Preferred Securities and Income ETF) and EPRF (Innovator S&P High Quality Preferred ETF) are both Preferred Stock funds. EVPF is actively managed, while EPRF is passively managed. Their 0.67 correlation means they have sometimes moved together and sometimes differently. EVPF charges 0.39%/yr vs 0.47%/yr for EPRF.
Performance
EVPF vs. EPRF - Performance Comparison
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Returns By Period
EVPF
- 1D
- 0.26%
- 1M
- -0.24%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
EPRF
- 1D
- 0.82%
- 1M
- 1.20%
- 6M
- -2.43%
- YTD
- -1.56%
- 1Y
- -1.06%
- 3Y*
- 3.18%
- 5Y*
- -2.02%
- 10Y*
- —
- ALL TIME*
- 1.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $163.32K | $138.74K | $176.01K | |
| $215.17K | $323.39K | $353.47K |
EVPF vs. EPRF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EVPF Eaton Vance Preferred Securities and Income ETF | 1.52% |
EPRF Innovator S&P High Quality Preferred ETF | -0.58% |
Correlation
The correlation between EVPF and EPRF is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 5, 2026 | 0.67 |
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Return for Risk
EVPF vs. EPRF — Risk / Return Rank
EVPF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EPRF
EVPF vs. EPRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Preferred Securities and Income ETF (EVPF) and Innovator S&P High Quality Preferred ETF (EPRF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EVPF | EPRF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.98 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.12 | — |
| Martin ratioReturn relative to average drawdown | — | -0.22 | — |
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Drawdowns
EVPF vs. EPRF - Drawdown Comparison
The maximum EVPF drawdown since its inception was -2.36%, smaller than the maximum EPRF drawdown of -26.82%. Use the drawdown chart below to compare losses from any high point for EVPF and EPRF.
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Drawdown Indicators
| EVPF | EPRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.36% | -26.82% | +24.46% |
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 DrawdownCurrent decline from peak | -0.49% | -10.30% | +9.81% |
Average DrawdownAverage peak-to-trough decline | -0.45% | -7.44% | +6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.84% | — |
Volatility
EVPF vs. EPRF - Volatility Comparison
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Volatility by Period
| EVPF | EPRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.07% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.57% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.77% | 7.49% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.77% | 11.86% | -8.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.77% | 13.39% | -9.62% |
EVPF vs. EPRF - Expense Ratio Comparison
EVPF has a 0.39% expense ratio, which is lower than EPRF's 0.47% expense ratio.
Dividends
EVPF vs. EPRF - Dividend Comparison
EVPF's dividend yield for the trailing twelve months is around 2.09%, less than EPRF's 6.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EPRF Innovator S&P High Quality Preferred ETF | 6.13% | 6.03% | 6.13% | 5.71% | 5.67% | 4.70% | 4.92% | 5.01% | 5.27% | 2.59% |
EVPF Eaton Vance Preferred Securities and Income ETF | 2.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVPF and EPRF have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EVPF is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EVPF is cheaper with a 0.39% expense ratio, compared with 0.47% for EPRF.
EPRF has the higher dividend yield at 6.13%, compared with 2.09% for EVPF.
They also come from different issuers: Eaton Vance and Innovator. Their fees differ too: 0.39% for EVPF and 0.47% for EPRF.
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