PortfoliosLab logo
FPFD vs. PFFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPFD and PFFA 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FPFD vs. PFFA - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
1.03%
19.16%
FPFD
PFFA

Key characteristics

Sharpe Ratio

FPFD:

1.14

PFFA:

1.10

Sortino Ratio

FPFD:

1.60

PFFA:

1.48

Omega Ratio

FPFD:

1.21

PFFA:

1.22

Calmar Ratio

FPFD:

0.75

PFFA:

0.95

Martin Ratio

FPFD:

3.07

PFFA:

3.86

Ulcer Index

FPFD:

1.62%

PFFA:

2.98%

Daily Std Dev

FPFD:

4.36%

PFFA:

10.48%

Max Drawdown

FPFD:

-20.83%

PFFA:

-70.52%

Current Drawdown

FPFD:

-3.21%

PFFA:

-5.76%

Returns By Period

In the year-to-date period, FPFD achieves a -0.60% return, which is significantly higher than PFFA's -2.29% return.


FPFD

YTD

-0.60%

1M

-1.42%

6M

-1.42%

1Y

5.08%

5Y*

N/A

10Y*

N/A

PFFA

YTD

-2.29%

1M

-1.28%

6M

-3.40%

1Y

10.59%

5Y*

14.65%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FPFD vs. PFFA - Expense Ratio Comparison

FPFD has a 0.59% expense ratio, which is lower than PFFA's 1.47% expense ratio.


Expense ratio chart for PFFA: current value is 1.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFFA: 1.47%
Expense ratio chart for FPFD: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FPFD: 0.59%

Risk-Adjusted Performance

FPFD vs. PFFA — Risk-Adjusted Performance Rank

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

FPFD
The Risk-Adjusted Performance Rank of FPFD is 7979
Overall Rank
The Sharpe Ratio Rank of FPFD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FPFD is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FPFD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FPFD is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FPFD is 7272
Martin Ratio Rank

PFFA
The Risk-Adjusted Performance Rank of PFFA is 8080
Overall Rank
The Sharpe Ratio Rank of PFFA is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFA is 7979
Sortino Ratio Rank
The Omega Ratio Rank of PFFA is 8282
Omega Ratio Rank
The Calmar Ratio Rank of PFFA is 8080
Calmar Ratio Rank
The Martin Ratio Rank of PFFA is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FPFD vs. PFFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Preferred Securities & Income ETF (FPFD) 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.


The chart of Sharpe ratio for FPFD, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.00
FPFD: 1.14
PFFA: 1.10
The chart of Sortino ratio for FPFD, currently valued at 1.60, compared to the broader market-2.000.002.004.006.008.00
FPFD: 1.60
PFFA: 1.48
The chart of Omega ratio for FPFD, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
FPFD: 1.21
PFFA: 1.22
The chart of Calmar ratio for FPFD, currently valued at 0.75, compared to the broader market0.002.004.006.008.0010.00
FPFD: 0.75
PFFA: 0.95
The chart of Martin ratio for FPFD, currently valued at 3.07, compared to the broader market0.0020.0040.0060.00
FPFD: 3.07
PFFA: 3.86

The current FPFD Sharpe Ratio is 1.14, which is comparable to the PFFA Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FPFD and PFFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
1.14
1.10
FPFD
PFFA

Dividends

FPFD vs. PFFA - Dividend Comparison

FPFD's dividend yield for the trailing twelve months is around 5.08%, less than PFFA's 9.74% yield.


TTM2024202320222021202020192018
FPFD
Fidelity Preferred Securities & Income ETF
5.08%4.89%5.09%5.22%1.59%0.00%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.74%9.18%9.56%10.75%7.64%8.54%10.02%5.15%

Drawdowns

FPFD vs. PFFA - Drawdown Comparison

The maximum FPFD drawdown since its inception was -20.83%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for FPFD and PFFA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-3.21%
-5.76%
FPFD
PFFA

Volatility

FPFD vs. PFFA - Volatility Comparison

The current volatility for Fidelity Preferred Securities & Income ETF (FPFD) is 2.21%, while Virtus InfraCap U.S. Preferred Stock ETF (PFFA) has a volatility of 7.47%. This indicates that FPFD 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%December2025FebruaryMarchAprilMay
2.21%
7.47%
FPFD
PFFA