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GPRF vs. FPE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPRF vs. FPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) and First Trust Preferred Securities & Income ETF (FPE). The values are adjusted to include any dividend payments, if applicable.

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GPRF vs. FPE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GPRF achieves a -0.71% return, which is significantly higher than FPE's -1.22% return.


GPRF

1D
0.23%
1M
-2.45%
YTD
-0.71%
6M
-0.58%
1Y
4.94%
3Y*
5Y*
10Y*

FPE

1D
0.74%
1M
-2.57%
YTD
-1.22%
6M
0.25%
1Y
7.01%
3Y*
9.91%
5Y*
3.03%
10Y*
5.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPRF vs. FPE - Expense Ratio Comparison

GPRF has a 0.45% expense ratio, which is lower than FPE's 0.85% expense ratio.


Return for Risk

GPRF vs. FPE — Risk / Return Rank

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

GPRF
GPRF Risk / Return Rank: 5757
Overall Rank
GPRF Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GPRF Sortino Ratio Rank: 6262
Sortino Ratio Rank
GPRF Omega Ratio Rank: 6464
Omega Ratio Rank
GPRF Calmar Ratio Rank: 4141
Calmar Ratio Rank
GPRF Martin Ratio Rank: 5050
Martin Ratio Rank

FPE
FPE Risk / Return Rank: 7575
Overall Rank
FPE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FPE Sortino Ratio Rank: 7575
Sortino Ratio Rank
FPE Omega Ratio Rank: 8181
Omega Ratio Rank
FPE Calmar Ratio Rank: 7070
Calmar Ratio Rank
FPE Martin Ratio Rank: 7171
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.

GPRF vs. FPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) and First Trust Preferred Securities & Income ETF (FPE). 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.


GPRFFPEDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.32

-0.13

Sortino ratio

Return per unit of downside risk

1.64

1.82

-0.19

Omega ratio

Gain probability vs. loss probability

1.24

1.31

-0.06

Calmar ratio

Return relative to maximum drawdown

1.08

1.72

-0.64

Martin ratio

Return relative to average drawdown

4.94

6.99

-2.05

GPRF vs. FPE - Sharpe Ratio Comparison

The current GPRF Sharpe Ratio is 1.19, which is comparable to the FPE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of GPRF and FPE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GPRFFPEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.32

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.51

+0.66

Correlation

The correlation between GPRF and FPE is 0.65, 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.


Dividends

GPRF vs. FPE - Dividend Comparison

GPRF's dividend yield for the trailing twelve months is around 5.53%, less than FPE's 5.95% yield.


TTM20252024202320222021202020192018201720162015
GPRF
Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF
5.53%5.38%2.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FPE
First Trust Preferred Securities & Income ETF
5.95%5.81%5.68%6.03%5.67%4.48%4.88%5.32%6.14%5.39%5.97%5.49%

Drawdowns

GPRF vs. FPE - Drawdown Comparison

The maximum GPRF drawdown since its inception was -4.36%, smaller than the maximum FPE drawdown of -33.35%. Use the drawdown chart below to compare losses from any high point for GPRF and FPE.


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Drawdown Indicators


GPRFFPEDifference

Max Drawdown

Largest peak-to-trough decline

-4.36%

-33.35%

+28.99%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-4.08%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.65%

Max Drawdown (10Y)

Largest decline over 10 years

-33.35%

Current Drawdown

Current decline from peak

-2.78%

-2.99%

+0.21%

Average Drawdown

Average peak-to-trough decline

-0.88%

-3.36%

+2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.00%

-0.08%

Volatility

GPRF vs. FPE - Volatility Comparison

Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) and First Trust Preferred Securities & Income ETF (FPE) have volatilities of 2.34% and 2.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPRFFPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

2.24%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

3.13%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

5.33%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.03%

6.59%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.03%

10.16%

-6.13%