FUND vs. PFF
FUND (Sprott Focus Trust, Inc.) is a stock, while PFF (iShares Preferred and Income Securities ETF) is Preferred Stock/Convertible Bonds fund tracking the ICE Exchange-Listed Preferred & Hybrid Securities Index. Over the past 10 years, FUND returned 12.47%/yr vs 3.23%/yr for PFF. At a 0.49 correlation, their price movements are largely independent.
Performance
FUND vs. PFF - Performance Comparison
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Returns By Period
In the year-to-date period, FUND achieves a 13.85% return, which is significantly higher than PFF's 1.64% return. Over the past 10 years, FUND has outperformed PFF with an annualized return of 12.47%, while PFF has yielded a comparatively lower 3.23% annualized return.
FUND
- 1D
- -1.39%
- 1M
- -3.98%
- YTD
- 13.85%
- 6M
- 14.11%
- 1Y
- 38.58%
- 3Y*
- 15.49%
- 5Y*
- 10.39%
- 10Y*
- 12.47%
PFF
- 1D
- -1.25%
- 1M
- -0.85%
- YTD
- 1.64%
- 6M
- 1.02%
- 1Y
- 7.50%
- 3Y*
- 6.76%
- 5Y*
- 1.08%
- 10Y*
- 3.23%
FUND vs. PFF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUND Sprott Focus Trust, Inc. | 13.85% | 27.57% | -1.08% | 6.94% | -1.16% | 36.20% | 2.44% | 36.27% | -19.56% | 22.23% |
PFF iShares Preferred and Income Securities ETF | 1.64% | 4.87% | 7.24% | 9.22% | -18.19% | 7.15% | 7.89% | 15.93% | -4.64% | 8.10% |
Correlation
The correlation between FUND and PFF is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2007 | 0.49 |
The correlation between FUND and PFF has been stable across timeframes, ranging from 0.49 to 0.56 - a consistent structural relationship.
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Return for Risk
FUND vs. PFF — Risk / Return Rank
FUND
PFF
FUND vs. PFF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Focus Trust, Inc. (FUND) and iShares Preferred and Income Securities ETF (PFF). 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.
| FUND | PFF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.18 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 1.43 | +2.33 |
| Martin ratioReturn relative to average drawdown | 16.56 | 4.32 | +12.24 |
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Drawdowns
FUND vs. PFF - Drawdown Comparison
The maximum FUND drawdown since its inception was -65.37%, roughly equal to the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for FUND and PFF.
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Drawdown Indicators
| FUND | PFF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.37% | -65.55% | +0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -5.28% | -5.04% |
Max Drawdown (3Y)Largest decline over 3 years | -18.25% | -10.63% | -7.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.67% | -21.05% | -3.62% |
Max Drawdown (10Y)Largest decline over 10 years | -43.32% | -34.10% | -9.22% |
Current DrawdownCurrent decline from peak | -6.87% | -2.35% | -4.52% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -5.75% | -6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 1.74% | +0.60% |
Volatility
FUND vs. PFF - Volatility Comparison
Sprott Focus Trust, Inc. (FUND) has a higher volatility of 6.49% compared to iShares Preferred and Income Securities ETF (PFF) at 2.42%. This indicates that FUND's price experiences larger fluctuations and is considered to be riskier than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUND | PFF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 2.42% | +4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 5.43% | +7.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 7.04% | +9.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.77% | 10.35% | +8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.76% | 12.68% | +7.08% |
Dividends
FUND vs. PFF - Dividend Comparison
FUND's dividend yield for the trailing twelve months is around 6.19%, more than PFF's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUND Sprott Focus Trust, Inc. | 6.19% | 6.65% | 8.27% | 6.22% | 6.72% | 8.79% | 7.93% | 6.30% | 11.92% | 6.59% | 5.76% | 7.59% |
PFF iShares Preferred and Income Securities ETF | 5.54% | 6.30% | 6.32% | 6.63% | 6.01% | 4.45% | 4.79% | 5.31% | 6.32% | 5.59% | 5.85% | 5.76% |
Frequently Asked Questions
FUND and PFF have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUND has higher volatility (6.49%) compared to PFF (2.42%). In terms of maximum drawdown, FUND dropped -65.37% vs PFF's -65.55%.
FUND currently has the higher Sharpe Ratio (2.41 vs 1.07), 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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