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FPEI vs. PGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPEI vs. PGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Institutional Preferred Securities & Income ETF (FPEI) and Invesco Financial Preferred ETF (PGF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FPEI achieves a 1.66% return, which is significantly higher than PGF's -0.02% return.


FPEI

1D
-0.05%
1M
0.83%
YTD
1.66%
6M
2.14%
1Y
9.00%
3Y*
10.72%
5Y*
4.26%
10Y*

PGF

1D
-0.07%
1M
-1.26%
YTD
-0.02%
6M
0.34%
1Y
5.38%
3Y*
4.01%
5Y*
-0.72%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPEI vs. PGF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPEI
First Trust Institutional Preferred Securities & Income ETF
1.66%9.82%10.94%6.29%-8.19%4.63%7.08%15.86%-4.29%2.23%
PGF
Invesco Financial Preferred ETF
-0.02%3.40%6.01%7.73%-19.22%2.65%7.23%14.55%-2.82%1.54%

Correlation

The correlation between FPEI and PGF is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.50

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

0.52

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2017

0.43

The correlation between FPEI and PGF has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

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Return for Risk

FPEI vs. PGF — Risk / Return Rank

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

FPEI
FPEI Risk / Return Rank: 7373
Overall Rank
FPEI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FPEI Sortino Ratio Rank: 8686
Sortino Ratio Rank
FPEI Omega Ratio Rank: 8989
Omega Ratio Rank
FPEI Calmar Ratio Rank: 4949
Calmar Ratio Rank
FPEI Martin Ratio Rank: 6666
Martin Ratio Rank

PGF
PGF Risk / Return Rank: 2323
Overall Rank
PGF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PGF Sortino Ratio Rank: 2424
Sortino Ratio Rank
PGF Omega Ratio Rank: 2323
Omega Ratio Rank
PGF Calmar Ratio Rank: 2424
Calmar Ratio Rank
PGF Martin Ratio Rank: 2020
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.

FPEI vs. PGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Institutional Preferred Securities & Income ETF (FPEI) and Invesco Financial Preferred ETF (PGF). 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.


FPEIPGFDifference

Sharpe ratio

Return per unit of total volatility

2.45

0.86

+1.59

Sortino ratio

Return per unit of downside risk

3.90

1.29

+2.61

Omega ratio

Gain probability vs. loss probability

1.57

1.15

+0.42

Calmar ratio

Return relative to maximum drawdown

2.48

1.12

+1.36

Martin ratio

Return relative to average drawdown

12.37

2.39

+9.98

FPEI vs. PGF - Sharpe Ratio Comparison

The current FPEI Sharpe Ratio is 2.45, which is higher than the PGF Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FPEI and PGF, 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


FPEIPGFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

0.86

+1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

-0.06

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.15

+0.42

Drawdowns

FPEI vs. PGF - Drawdown Comparison

The maximum FPEI drawdown since its inception was -27.51%, smaller than the maximum PGF drawdown of -75.69%. Use the drawdown chart below to compare losses from any high point for FPEI and PGF.


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Drawdown Indicators


FPEIPGFDifference

Max Drawdown

Largest peak-to-trough decline

-27.51%

-75.69%

+48.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-4.69%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-4.26%

-10.87%

+6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

-23.41%

+6.95%

Max Drawdown (10Y)

Largest decline over 10 years

-28.92%

Current Drawdown

Current decline from peak

-0.05%

-5.10%

+5.05%

Average Drawdown

Average peak-to-trough decline

-3.06%

-7.01%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.19%

-1.46%

Volatility

FPEI vs. PGF - Volatility Comparison

The current volatility for First Trust Institutional Preferred Securities & Income ETF (FPEI) is 0.97%, while Invesco Financial Preferred ETF (PGF) has a volatility of 1.48%. This indicates that FPEI experiences smaller price fluctuations and is considered to be less risky than PGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPEIPGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

1.48%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

4.06%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

6.27%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

11.36%

-5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.86%

12.01%

-3.15%

FPEI vs. PGF - Expense Ratio Comparison

FPEI has a 0.85% expense ratio, which is higher than PGF's 0.62% expense ratio.


Dividends

FPEI vs. PGF - Dividend Comparison

FPEI's dividend yield for the trailing twelve months is around 5.72%, less than PGF's 6.31% yield.


PositionTTM20252024202320222021202020192018201720162015
FPEI
First Trust Institutional Preferred Securities & Income ETF
5.72%5.62%5.55%5.76%5.20%4.46%4.90%5.02%5.81%1.50%0.00%0.00%
PGF
Invesco Financial Preferred ETF
6.31%6.30%6.24%6.15%5.95%4.68%4.91%5.14%5.73%5.32%5.92%5.68%

Frequently Asked Questions


FPEI and PGF have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PGF has higher volatility (1.48%) compared to FPEI (0.97%). In terms of maximum drawdown, FPEI dropped -27.51% vs PGF's -75.69%.

On 5-year performance, FPEI leads with 4.26% vs -0.72% for PGF. On fees, PGF is cheaper at 0.62% per year. On volatility, FPEI has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FPEI has performed better with a 4.26% return vs -0.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PGF is cheaper with a 0.62% expense ratio, compared with 0.85% for FPEI.

PGF has the higher dividend yield at 6.31%, compared with 5.72% for FPEI.

They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.85% for FPEI and 0.62% for PGF.

FPEI currently has the higher Sharpe Ratio (2.45 vs 0.86), 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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