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INCM vs. PFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INCM and PFF is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

INCM vs. PFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Income Focus ETF (INCM) and iShares Preferred and Income Securities ETF (PFF). The values are adjusted to include any dividend payments, if applicable.

6.00%8.00%10.00%12.00%14.00%16.00%18.00%December2025FebruaryMarchAprilMay
15.83%
10.65%
INCM
PFF

Key characteristics

Sharpe Ratio

INCM:

1.09

PFF:

0.46

Sortino Ratio

INCM:

1.58

PFF:

0.72

Omega Ratio

INCM:

1.24

PFF:

1.09

Calmar Ratio

INCM:

1.17

PFF:

0.40

Martin Ratio

INCM:

5.17

PFF:

1.24

Ulcer Index

INCM:

1.77%

PFF:

3.44%

Daily Std Dev

INCM:

8.39%

PFF:

9.23%

Max Drawdown

INCM:

-7.84%

PFF:

-65.55%

Current Drawdown

INCM:

-1.92%

PFF:

-6.58%

Returns By Period

In the year-to-date period, INCM achieves a 2.54% return, which is significantly higher than PFF's -1.97% return.


INCM

YTD

2.54%

1M

4.04%

6M

1.23%

1Y

8.11%

5Y*

N/A

10Y*

N/A

PFF

YTD

-1.97%

1M

3.04%

6M

-4.28%

1Y

1.84%

5Y*

3.26%

10Y*

3.04%

*Annualized

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INCM vs. PFF - Expense Ratio Comparison

INCM has a 0.38% expense ratio, which is lower than PFF's 0.46% expense ratio.


Expense ratio chart for PFF: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFF: 0.46%
Expense ratio chart for INCM: current value is 0.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INCM: 0.38%

Risk-Adjusted Performance

INCM vs. PFF — Risk-Adjusted Performance Rank

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

INCM
The Risk-Adjusted Performance Rank of INCM is 8282
Overall Rank
The Sharpe Ratio Rank of INCM is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of INCM is 8080
Sortino Ratio Rank
The Omega Ratio Rank of INCM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of INCM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of INCM is 8383
Martin Ratio Rank

PFF
The Risk-Adjusted Performance Rank of PFF is 4343
Overall Rank
The Sharpe Ratio Rank of PFF is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of PFF is 4343
Sortino Ratio Rank
The Omega Ratio Rank of PFF is 3838
Omega Ratio Rank
The Calmar Ratio Rank of PFF is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PFF is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INCM vs. PFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Income Focus ETF (INCM) 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.


The chart of Sharpe ratio for INCM, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.00
INCM: 1.09
PFF: 0.46
The chart of Sortino ratio for INCM, currently valued at 1.58, compared to the broader market-2.000.002.004.006.008.00
INCM: 1.58
PFF: 0.72
The chart of Omega ratio for INCM, currently valued at 1.24, compared to the broader market0.501.001.502.002.50
INCM: 1.24
PFF: 1.09
The chart of Calmar ratio for INCM, currently valued at 1.17, compared to the broader market0.002.004.006.008.0010.0012.00
INCM: 1.17
PFF: 0.40
The chart of Martin ratio for INCM, currently valued at 5.17, compared to the broader market0.0020.0040.0060.00
INCM: 5.17
PFF: 1.24

The current INCM Sharpe Ratio is 1.09, which is higher than the PFF Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of INCM and PFF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
1.09
0.46
INCM
PFF

Dividends

INCM vs. PFF - Dividend Comparison

INCM's dividend yield for the trailing twelve months is around 5.47%, less than PFF's 6.69% yield.


TTM20242023202220212020201920182017201620152014
INCM
Franklin Income Focus ETF
5.47%5.07%3.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF
6.69%6.31%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%

Drawdowns

INCM vs. PFF - Drawdown Comparison

The maximum INCM drawdown since its inception was -7.84%, smaller than the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for INCM and PFF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-1.92%
-6.58%
INCM
PFF

Volatility

INCM vs. PFF - Volatility Comparison

Franklin Income Focus ETF (INCM) has a higher volatility of 6.39% compared to iShares Preferred and Income Securities ETF (PFF) at 5.40%. This indicates that INCM'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.


1.00%2.00%3.00%4.00%5.00%6.00%December2025FebruaryMarchAprilMay
6.39%
5.40%
INCM
PFF