FDHY vs. PFFR
Compare and contrast key facts about Fidelity High Yield Factor ETF (FDHY) and InfraCap REIT Preferred ETF (PFFR).
FDHY and PFFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDHY is an actively managed fund by Fidelity. It was launched on Jun 12, 2018. PFFR is a passively managed fund by Virtus Investment Partners that tracks the performance of the Indxx REIT Preferred Stock Index. It was launched on Feb 7, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDHY or PFFR.
Key characteristics
| FDHY | PFFR | |
|---|---|---|
| YTD Return | 7.92% | 11.76% |
| 1Y Return | 13.54% | 22.80% |
| 3Y Return (Ann) | 2.12% | 0.66% |
| 5Y Return (Ann) | 4.64% | 2.25% |
| Sharpe Ratio | 2.89 | 2.70 |
| Sortino Ratio | 4.67 | 3.88 |
| Omega Ratio | 1.57 | 1.52 |
| Calmar Ratio | 1.95 | 1.29 |
| Martin Ratio | 23.79 | 14.85 |
| Ulcer Index | 0.57% | 1.58% |
| Daily Std Dev | 4.69% | 8.70% |
| Max Drawdown | -20.01% | -53.02% |
| Current Drawdown | -0.11% | -2.10% |
Correlation
The correlation between FDHY and PFFR is 0.43, 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.
Performance
FDHY vs. PFFR - Performance Comparison
In the year-to-date period, FDHY achieves a 7.92% return, which is significantly lower than PFFR's 11.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDHY vs. PFFR - Expense Ratio Comparison
Both FDHY and PFFR have an expense ratio of 0.45%.
Risk-Adjusted Performance
FDHY vs. PFFR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity High Yield Factor ETF (FDHY) 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.
Dividends
FDHY vs. PFFR - Dividend Comparison
FDHY's dividend yield for the trailing twelve months is around 6.40%, less than PFFR's 7.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FDHY Fidelity High Yield Factor ETF | 6.40% | 6.26% | 5.34% | 6.09% | 5.78% | 4.94% | 3.07% | 0.00% |
PFFR InfraCap REIT Preferred ETF | 7.37% | 7.72% | 9.65% | 6.08% | 6.11% | 5.77% | 6.48% | 5.12% |
Drawdowns
FDHY vs. PFFR - Drawdown Comparison
The maximum FDHY drawdown since its inception was -20.01%, smaller than the maximum PFFR drawdown of -53.02%. Use the drawdown chart below to compare losses from any high point for FDHY and PFFR. For additional features, visit the drawdowns tool.
Volatility
FDHY vs. PFFR - Volatility Comparison
The current volatility for Fidelity High Yield Factor ETF (FDHY) is 1.07%, while InfraCap REIT Preferred ETF (PFFR) has a volatility of 1.74%. This indicates that FDHY experiences smaller price fluctuations and is considered to be less risky than PFFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.