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FFC vs. PGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFC vs. PGX - Performance Comparison

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

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FFC vs. PGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
-3.68%14.30%20.06%-0.28%-25.21%-0.81%15.93%38.76%-11.89%16.63%
PGX
Invesco Preferred ETF
-0.88%3.48%6.53%9.48%-21.16%3.15%7.09%17.09%-4.01%10.48%

Returns By Period

In the year-to-date period, FFC achieves a -3.68% return, which is significantly lower than PGX's -0.88% return. Over the past 10 years, FFC has outperformed PGX with an annualized return of 4.77%, while PGX has yielded a comparatively lower 2.68% annualized return.


FFC

1D
0.77%
1M
-5.18%
YTD
-3.68%
6M
-3.62%
1Y
5.37%
3Y*
12.00%
5Y*
-0.87%
10Y*
4.77%

PGX

1D
0.83%
1M
-3.11%
YTD
-0.88%
6M
-3.59%
1Y
3.48%
3Y*
4.70%
5Y*
-0.47%
10Y*
2.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FFC vs. PGX — Risk / Return Rank

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

FFC
FFC Risk / Return Rank: 5252
Overall Rank
FFC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FFC Sortino Ratio Rank: 4444
Sortino Ratio Rank
FFC Omega Ratio Rank: 4949
Omega Ratio Rank
FFC Calmar Ratio Rank: 5353
Calmar Ratio Rank
FFC Martin Ratio Rank: 5959
Martin Ratio Rank

PGX
PGX Risk / Return Rank: 2525
Overall Rank
PGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PGX Sortino Ratio Rank: 2424
Sortino Ratio Rank
PGX Omega Ratio Rank: 2323
Omega Ratio Rank
PGX Calmar Ratio Rank: 3030
Calmar Ratio Rank
PGX Martin Ratio Rank: 2424
Martin Ratio Rank
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.

FFC vs. PGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and Invesco Preferred ETF (PGX). 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.


FFCPGXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.49

-0.07

Sortino ratio

Return per unit of downside risk

0.61

0.73

-0.12

Omega ratio

Gain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratio

Return relative to maximum drawdown

0.54

0.77

-0.24

Martin ratio

Return relative to average drawdown

1.96

1.78

+0.18

FFC vs. PGX - Sharpe Ratio Comparison

The current FFC Sharpe Ratio is 0.42, which is comparable to the PGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FFC and PGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFCPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.49

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.04

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.21

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.14

+0.11

Correlation

The correlation between FFC and PGX is 0.42, 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.


Dividends

FFC vs. PGX - Dividend Comparison

FFC's dividend yield for the trailing twelve months is around 7.65%, more than PGX's 6.20% yield.


TTM20252024202320222021202020192018201720162015
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
7.65%7.08%6.97%7.54%9.11%7.03%6.18%6.27%8.21%7.29%8.62%8.14%
PGX
Invesco Preferred ETF
6.20%6.03%5.95%6.42%6.29%4.82%4.89%4.85%6.09%5.66%6.02%5.84%

Drawdowns

FFC vs. PGX - Drawdown Comparison

The maximum FFC drawdown since its inception was -77.72%, which is greater than PGX's maximum drawdown of -66.44%. Use the drawdown chart below to compare losses from any high point for FFC and PGX.


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Drawdown Indicators


FFCPGXDifference

Max Drawdown

Largest peak-to-trough decline

-77.72%

-66.44%

-11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-4.98%

-5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-39.57%

-24.67%

-14.90%

Max Drawdown (10Y)

Largest decline over 10 years

-54.06%

-34.10%

-19.96%

Current Drawdown

Current decline from peak

-6.53%

-5.97%

-0.56%

Average Drawdown

Average peak-to-trough decline

-10.70%

-8.17%

-2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.16%

+0.64%

Volatility

FFC vs. PGX - Volatility Comparison

Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) has a higher volatility of 5.88% compared to Invesco Preferred ETF (PGX) at 2.48%. This indicates that FFC's price experiences larger fluctuations and is considered to be riskier than PGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFCPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

2.48%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

4.27%

+3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

7.14%

+5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

11.07%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.74%

13.00%

+9.74%