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FFC vs. PFFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFC vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFC achieves a 2.10% return, which is significantly higher than PFFA's 1.20% return.


FFC

1D
-0.12%
1M
0.27%
6M
0.33%
YTD
2.10%
1Y
6.79%
3Y*
13.41%
5Y*
0.12%
10Y*
4.44%
ALL TIME*
6.93%

PFFA

1D
0.44%
1M
-0.04%
6M
-0.75%
YTD
1.20%
1Y
6.02%
3Y*
11.42%
5Y*
5.57%
10Y*
ALL TIME*
7.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.53M$1.42M$1.82M
$15.74M$17.23M$20.45M

FFC vs. PFFA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
2.10%14.30%20.06%-0.28%-25.21%-0.81%15.93%38.76%-5.34%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
1.20%8.22%16.11%26.45%-20.91%23.53%-7.87%31.99%-7.29%

Correlation

The correlation between FFC and PFFA is 0.44, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.44

Correlation (3Y)
Balances recent behavior with more history.

0.51

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (All Time)
Calculated using the full available price history since May 16, 2018

0.49

The correlation between FFC and PFFA shifts across timeframes, from 0.44 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FFC vs. PFFA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FFC
FFC Risk / Return Rank: 6363
Overall Rank
FFC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FFC Sortino Ratio Rank: 6060
Sortino Ratio Rank
FFC Omega Ratio Rank: 6161
Omega Ratio Rank
FFC Calmar Ratio Rank: 6060
Calmar Ratio Rank
FFC Martin Ratio Rank: 6767
Martin Ratio Rank

PFFA
PFFA Risk / Return Rank: 2929
Overall Rank
PFFA Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 2929
Sortino Ratio Rank
PFFA Omega Ratio Rank: 2929
Omega Ratio Rank
PFFA Calmar Ratio Rank: 2828
Calmar Ratio Rank
PFFA Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FFC vs. PFFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


FFCPFFADifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.14

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

0.64

0.89

-0.24

Martin ratioReturn relative to average drawdown

2.39

2.56

-0.16

FFC vs. PFFA - Sharpe Ratio Comparison

The current FFC Sharpe Ratio is 0.69, which is comparable to the PFFA Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FFC and PFFA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FFC vs. PFFA - Drawdown Comparison

The maximum FFC drawdown since its inception was -77.72%, which is greater than PFFA's maximum drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for FFC and PFFA.


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Drawdown Indicators


FFCPFFADifference

Max Drawdown

Largest peak-to-trough decline

-77.72%

-70.52%

-7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-6.49%

-3.63%

Max Drawdown (3Y)

Largest decline over 3 years

-13.13%

-12.15%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-39.36%

-22.70%

-16.66%

Max Drawdown (10Y)

Largest decline over 10 years

-54.06%

Current Drawdown

Current decline from peak

-0.92%

-3.29%

+2.37%

Average Drawdown

Average peak-to-trough decline

-10.59%

-6.57%

-4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.25%

+0.46%

Volatility

FFC vs. PFFA - Volatility Comparison

Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) has a higher volatility of 2.63% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 2.32%. This indicates that FFC's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFCPFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.32%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

6.46%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

9.46%

7.62%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.34%

11.59%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.74%

31.55%

-8.81%

Dividends

FFC vs. PFFA - Dividend Comparison

FFC's dividend yield for the trailing twelve months is around 7.62%, less than PFFA's 9.98% yield.


PositionTTM20252024202320222021202020192018201720162015
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
7.62%7.08%6.97%7.54%9.11%7.03%6.18%6.27%8.21%7.29%8.62%8.14%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.98%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%0.00%0.00%0.00%

Frequently Asked Questions


FFC and PFFA have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFC has higher volatility (2.63%) compared to PFFA (2.32%). In terms of maximum drawdown, FFC dropped -77.72% vs PFFA's -70.52%.

PFFA currently has the higher Sharpe Ratio (0.76 vs 0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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