PortfoliosLab logoPortfoliosLab logo
IPPP vs. PFXF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPPP vs. PFXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Preferred-Plus ETF (IPPP) and VanEck Vectors Preferred Securities ex Financials ETF (PFXF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IPPP vs. PFXF - Yearly Performance Comparison


Returns By Period


IPPP

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

PFXF

1D
1.15%
1M
-3.86%
YTD
0.10%
6M
2.11%
1Y
12.25%
3Y*
7.58%
5Y*
3.30%
10Y*
4.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IPPP vs. PFXF - Expense Ratio Comparison

IPPP has a 1.27% expense ratio, which is higher than PFXF's 0.41% expense ratio.


Return for Risk

IPPP vs. PFXF — Risk / Return Rank

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

IPPP

PFXF
PFXF Risk / Return Rank: 6666
Overall Rank
PFXF Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PFXF Sortino Ratio Rank: 6767
Sortino Ratio Rank
PFXF Omega Ratio Rank: 6262
Omega Ratio Rank
PFXF Calmar Ratio Rank: 6868
Calmar Ratio Rank
PFXF Martin Ratio Rank: 6363
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.

IPPP vs. PFXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Preferred-Plus ETF (IPPP) and VanEck Vectors Preferred Securities ex Financials ETF (PFXF). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IPPP vs. PFXF - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


IPPPPFXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Dividends

IPPP vs. PFXF - Dividend Comparison

IPPP has not paid dividends to shareholders, while PFXF's dividend yield for the trailing twelve months is around 6.96%.


TTM20252024202320222021202020192018201720162015
IPPP
Preferred-Plus ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
6.96%6.72%7.82%7.88%6.74%4.66%5.19%5.35%6.56%5.93%5.81%5.99%

Drawdowns

IPPP vs. PFXF - Drawdown Comparison

The maximum IPPP drawdown since its inception was 0.00%, smaller than the maximum PFXF drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for IPPP and PFXF.


Loading graphics...

Drawdown Indicators


IPPPPFXFDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-35.49%

+35.49%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

Current Drawdown

Current decline from peak

0.00%

-4.75%

+4.75%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.94%

+3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

Volatility

IPPP vs. PFXF - Volatility Comparison


Loading graphics...

Volatility by Period


IPPPPFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

10.83%

-10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

10.81%

-10.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

13.16%

-13.16%