Correlation
The correlation between GYLD and PFF is 0.54, 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.
GYLD vs. PFF
Compare and contrast key facts about Arrow Dow Jones Global Yield ETF (GYLD) and iShares Preferred and Income Securities ETF (PFF).
GYLD and PFF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GYLD is a passively managed fund by Arrow Funds that tracks the performance of the DJ Brookfield Global Infrastructure Composite Yield. It was launched on May 8, 2012. PFF is a passively managed fund by iShares that tracks the performance of the S&P U.S. Preferred Stock Index. It was launched on Mar 30, 2007. Both GYLD and PFF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GYLD or PFF.
Performance
GYLD vs. PFF - Performance Comparison
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Key characteristics
GYLD:
0.93
PFF:
0.26
GYLD:
1.35
PFF:
0.42
GYLD:
1.19
PFF:
1.05
GYLD:
1.38
PFF:
0.22
GYLD:
3.95
PFF:
0.61
GYLD:
2.87%
PFF:
3.84%
GYLD:
11.12%
PFF:
9.20%
GYLD:
-54.12%
PFF:
-65.55%
GYLD:
-0.69%
PFF:
-6.30%
Returns By Period
In the year-to-date period, GYLD achieves a 9.76% return, which is significantly higher than PFF's -1.67% return. Over the past 10 years, GYLD has underperformed PFF with an annualized return of 1.26%, while PFF has yielded a comparatively higher 2.92% annualized return.
GYLD
9.76%
4.83%
4.45%
10.29%
5.87%
10.43%
1.26%
PFF
-1.67%
0.75%
-5.19%
2.39%
1.64%
2.62%
2.92%
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GYLD vs. PFF - Expense Ratio Comparison
GYLD has a 0.75% expense ratio, which is higher than PFF's 0.46% expense ratio.
Risk-Adjusted Performance
GYLD vs. PFF — Risk-Adjusted Performance Rank
GYLD
PFF
GYLD vs. PFF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Dow Jones Global Yield ETF (GYLD) 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.
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Dividends
GYLD vs. PFF - Dividend Comparison
GYLD's dividend yield for the trailing twelve months is around 11.92%, more than PFF's 6.67% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GYLD Arrow Dow Jones Global Yield ETF | 11.92% | 12.89% | 7.13% | 4.64% | 5.50% | 7.42% | 7.81% | 8.17% | 6.78% | 7.29% | 10.35% | 7.94% |
PFF iShares Preferred and Income Securities ETF | 6.67% | 6.31% | 6.63% | 5.55% | 4.45% | 4.79% | 5.31% | 6.31% | 5.59% | 5.85% | 5.77% | 6.32% |
Drawdowns
GYLD vs. PFF - Drawdown Comparison
The maximum GYLD drawdown since its inception was -54.12%, smaller than the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for GYLD and PFF.
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Volatility
GYLD vs. PFF - Volatility Comparison
Arrow Dow Jones Global Yield ETF (GYLD) has a higher volatility of 3.87% compared to iShares Preferred and Income Securities ETF (PFF) at 2.41%. This indicates that GYLD'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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