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GPRF vs. PGF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPRF vs. PGF - 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 Invesco Financial Preferred ETF (PGF). The values are adjusted to include any dividend payments, if applicable.

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GPRF vs. PGF - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GPRF achieves a -0.71% return, which is significantly higher than PGF's -1.24% return.


GPRF

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

PGF

1D
0.16%
1M
-3.40%
YTD
-1.24%
6M
-2.95%
1Y
2.50%
3Y*
4.48%
5Y*
-0.61%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GPRF vs. PGF - Expense Ratio Comparison

GPRF has a 0.45% expense ratio, which is lower than PGF's 0.62% expense ratio.


Return for Risk

GPRF vs. PGF — 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

PGF
PGF Risk / Return Rank: 2020
Overall Rank
PGF Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PGF Sortino Ratio Rank: 2020
Sortino Ratio Rank
PGF Omega Ratio Rank: 1919
Omega Ratio Rank
PGF Calmar Ratio Rank: 2121
Calmar Ratio Rank
PGF Martin Ratio Rank: 1919
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. PGF - 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 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.


GPRFPGFDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.33

+0.86

Sortino ratio

Return per unit of downside risk

1.64

0.50

+1.14

Omega ratio

Gain probability vs. loss probability

1.24

1.06

+0.18

Calmar ratio

Return relative to maximum drawdown

1.08

0.41

+0.67

Martin ratio

Return relative to average drawdown

4.94

0.93

+4.01

GPRF vs. PGF - Sharpe Ratio Comparison

The current GPRF Sharpe Ratio is 1.19, which is higher than the PGF Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of GPRF and PGF, 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


GPRFPGFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.33

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.15

+1.02

Correlation

The correlation between GPRF and PGF is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GPRF vs. PGF - Dividend Comparison

GPRF's dividend yield for the trailing twelve months is around 5.53%, less than PGF's 6.39% 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%
PGF
Invesco Financial Preferred ETF
6.39%6.30%6.24%6.15%5.95%4.68%4.91%5.14%5.73%5.32%5.92%5.68%

Drawdowns

GPRF vs. PGF - Drawdown Comparison

The maximum GPRF drawdown since its inception was -4.36%, smaller than the maximum PGF drawdown of -75.69%. Use the drawdown chart below to compare losses from any high point for GPRF and PGF.


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Drawdown Indicators


GPRFPGFDifference

Max Drawdown

Largest peak-to-trough decline

-4.36%

-75.69%

+71.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-4.69%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

Max Drawdown (10Y)

Largest decline over 10 years

-28.92%

Current Drawdown

Current decline from peak

-2.78%

-6.26%

+3.48%

Average Drawdown

Average peak-to-trough decline

-0.88%

-7.03%

+6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.07%

-1.15%

Volatility

GPRF vs. PGF - Volatility Comparison

Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) and Invesco Financial Preferred ETF (PGF) have volatilities of 2.34% and 2.26%, 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


GPRFPGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

2.26%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

4.39%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

7.69%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.03%

11.35%

-7.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.03%

11.99%

-7.96%