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FITBI vs. PFFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FITBI vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fifth Third Bancorp (FITBI) 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, FITBI achieves a 2.29% return, which is significantly lower than PFFA's 3.08% return.


FITBI

1D
0.08%
1M
1.26%
YTD
2.29%
6M
3.61%
1Y
8.93%
3Y*
9.22%
5Y*
5.40%
10Y*
4.85%

PFFA

1D
-0.70%
1M
-0.26%
YTD
3.08%
6M
4.03%
1Y
14.79%
3Y*
14.46%
5Y*
6.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FITBI vs. PFFA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FITBI
Fifth Third Bancorp
2.29%9.63%8.78%11.06%-5.97%1.32%8.07%17.73%-3.03%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
3.08%8.22%16.11%26.45%-20.91%23.53%-7.87%31.99%-7.10%

Correlation

The correlation between FITBI and PFFA is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since May 17, 2018

0.32

The correlation between FITBI and PFFA shifts across timeframes, from 0.25 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FITBI vs. PFFA — Risk / Return Rank

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

FITBI
FITBI Risk / Return Rank: 9191
Overall Rank
FITBI Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FITBI Sortino Ratio Rank: 8989
Sortino Ratio Rank
FITBI Omega Ratio Rank: 9090
Omega Ratio Rank
FITBI Calmar Ratio Rank: 9393
Calmar Ratio Rank
FITBI Martin Ratio Rank: 9292
Martin Ratio Rank

PFFA
PFFA Risk / Return Rank: 5656
Overall Rank
PFFA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 6363
Sortino Ratio Rank
PFFA Omega Ratio Rank: 6464
Omega Ratio Rank
PFFA Calmar Ratio Rank: 4545
Calmar Ratio Rank
PFFA Martin Ratio Rank: 4646
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.

FITBI vs. PFFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITBI) 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.


FITBIPFFADifference

Sharpe ratio

Return per unit of total volatility

2.20

2.12

+0.09

Sortino ratio

Return per unit of downside risk

3.07

3.00

+0.07

Omega ratio

Gain probability vs. loss probability

1.45

1.40

+0.05

Calmar ratio

Return relative to maximum drawdown

5.79

2.29

+3.50

Martin ratio

Return relative to average drawdown

15.06

7.79

+7.27

FITBI vs. PFFA - Sharpe Ratio Comparison

The current FITBI Sharpe Ratio is 2.20, which is comparable to the PFFA Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of FITBI 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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Sharpe Ratios by Period


FITBIPFFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.12

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.57

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.24

+0.25

Drawdowns

FITBI vs. PFFA - Drawdown Comparison

The maximum FITBI drawdown since its inception was -34.39%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for FITBI and PFFA.


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Drawdown Indicators


FITBIPFFADifference

Max Drawdown

Largest peak-to-trough decline

-34.39%

-70.52%

+36.13%

Max Drawdown (1Y)

Largest decline over 1 year

-1.55%

-6.49%

+4.94%

Max Drawdown (3Y)

Largest decline over 3 years

-5.47%

-12.15%

+6.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.16%

-22.70%

+3.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.39%

Current Drawdown

Current decline from peak

-0.08%

-1.50%

+1.42%

Average Drawdown

Average peak-to-trough decline

-3.11%

-6.65%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

1.90%

-1.31%

Volatility

FITBI vs. PFFA - Volatility Comparison

The current volatility for Fifth Third Bancorp (FITBI) is 0.60%, while Virtus InfraCap U.S. Preferred Stock ETF (PFFA) has a volatility of 1.87%. This indicates that FITBI experiences smaller price fluctuations and is considered to be less risky 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


FITBIPFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

1.87%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

5.68%

-3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

7.02%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.59%

11.51%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

31.84%

-16.85%

Dividends

FITBI vs. PFFA - Dividend Comparison

FITBI's dividend yield for the trailing twelve months is around 7.93%, less than PFFA's 9.62% yield.


PositionTTM20252024202320222021202020192018201720162015
FITBI
Fifth Third Bancorp
7.93%8.12%9.15%6.50%6.75%5.95%5.69%5.77%6.40%5.81%6.08%5.73%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.62%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


FITBI and PFFA have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFFA has higher volatility (1.87%) compared to FITBI (0.60%). In terms of maximum drawdown, FITBI dropped -34.39% vs PFFA's -70.52%.

FITBI currently has the higher Sharpe Ratio (2.20 vs 2.12), 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

Find the right allocation for FITBI and PFFA

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