FSCO vs. PFFA
FSCO (FS Credit Opportunities Corp.) is a stock, while PFFA (Virtus InfraCap U.S. Preferred Stock ETF) is Preferred Stock/Convertible Bonds fund actively managed by Virtus Investment Partners. Over the past 3 years, FSCO returned 14.91%/yr vs 14.42%/yr for PFFA. At a 0.22 correlation, their price movements are largely independent.
Performance
FSCO vs. PFFA - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -17.20% return, which is significantly lower than PFFA's 3.08% return.
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
PFFA
- 1D
- 0.19%
- 1M
- 0.57%
- YTD
- 3.08%
- 6M
- 2.32%
- 1Y
- 12.37%
- 3Y*
- 14.42%
- 5Y*
- 6.42%
- 10Y*
- —
FSCO vs. PFFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 3.08% | 8.22% | 16.11% | 26.45% | -6.50% |
Correlation
The correlation between FSCO and PFFA is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.22 |
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Return for Risk
FSCO vs. PFFA — Risk / Return Rank
FSCO
PFFA
FSCO vs. PFFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) 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.
| FSCO | PFFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.33 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 1.95 | -2.59 |
| Martin ratioReturn relative to average drawdown | -1.26 | 6.47 | -7.73 |
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Drawdowns
FSCO vs. PFFA - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for FSCO and PFFA.
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Drawdown Indicators
| FSCO | PFFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -70.52% | +34.99% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -6.49% | -29.04% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -12.15% | -23.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.70% | — |
Current DrawdownCurrent decline from peak | -27.71% | -1.50% | -26.21% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -6.62% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 1.95% | +15.98% |
Volatility
FSCO vs. PFFA - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 6.04% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 2.17%. This indicates that FSCO'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
| FSCO | PFFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 2.17% | +3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 5.89% | +16.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 7.13% | +20.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 11.53% | +16.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 31.76% | -3.58% |
Dividends
FSCO vs. PFFA - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.92%, more than PFFA's 9.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 8.82% | 9.47% | 9.18% | 9.56% | 10.75% | 7.64% | 8.54% | 10.02% | 5.15% |
Frequently Asked Questions
FSCO and PFFA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.04%) compared to PFFA (2.17%). In terms of maximum drawdown, FSCO dropped -35.53% vs PFFA's -70.52%.
PFFA currently has the higher Sharpe Ratio (1.77 vs -0.83), 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.
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