PortfoliosLab logoPortfoliosLab logo
JPSE vs. PFFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPSE vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JPSE achieves a 18.80% return, which is significantly higher than PFFA's 1.20% return.


JPSE

1D
-0.26%
1M
-0.80%
6M
12.05%
YTD
18.80%
1Y
33.48%
3Y*
13.22%
5Y*
8.12%
10Y*
ALL TIME*
10.72%

PFFA

1D
0.44%
1M
-0.04%
6M
-0.75%
YTD
1.20%
1Y
6.02%
3Y*
11.42%
5Y*
5.57%
10Y*
ALL TIME*
7.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.01M$1.54M$1.87M
$15.74M$17.23M$20.45M

JPSE vs. PFFA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JPSE
JPMorgan Diversified Return U.S. Small Cap Equity ETF
18.80%8.77%8.07%15.87%-14.40%29.31%12.49%22.95%-10.38%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
1.20%8.22%16.11%26.45%-20.91%23.53%-7.87%31.99%-7.29%

Correlation

The correlation between JPSE and PFFA is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.55

Correlation (3Y)
Balances recent behavior with more history.

0.51

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.57

Correlation (All Time)
Calculated using the full available price history since May 16, 2018

0.55

The correlation between JPSE and PFFA has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

JPSE vs. PFFA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JPSE
JPSE Risk / Return Rank: 8787
Overall Rank
JPSE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
JPSE Sortino Ratio Rank: 8787
Sortino Ratio Rank
JPSE Omega Ratio Rank: 8282
Omega Ratio Rank
JPSE Calmar Ratio Rank: 9090
Calmar Ratio Rank
JPSE Martin Ratio Rank: 9090
Martin Ratio Rank

PFFA
PFFA Risk / Return Rank: 2929
Overall Rank
PFFA Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 2929
Sortino Ratio Rank
PFFA Omega Ratio Rank: 2929
Omega Ratio Rank
PFFA Calmar Ratio Rank: 2828
Calmar Ratio Rank
PFFA Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JPSE vs. PFFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JPSEPFFADifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.35

1.14

+0.21

Calmar ratioReturn relative to maximum drawdown

3.92

0.89

+3.04

Martin ratioReturn relative to average drawdown

14.34

2.56

+11.79

JPSE vs. PFFA - Sharpe Ratio Comparison

The current JPSE Sharpe Ratio is 2.00, which is higher than the PFFA Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of JPSE and PFFA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JPSE vs. PFFA - Drawdown Comparison

The maximum JPSE drawdown since its inception was -43.02%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for JPSE and PFFA.


Loading charts...

Drawdown Indicators


JPSEPFFADifference

Max Drawdown

Largest peak-to-trough decline

-43.02%

-70.52%

+27.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.00%

-6.49%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-25.49%

-12.15%

-13.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-22.70%

-2.86%

Current Drawdown

Current decline from peak

-1.56%

-3.29%

+1.73%

Average Drawdown

Average peak-to-trough decline

-7.31%

-6.57%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.25%

-0.06%

Volatility

JPSE vs. PFFA - Volatility Comparison

JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) has a higher volatility of 2.92% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 2.32%. This indicates that JPSE's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JPSEPFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.32%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

6.46%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.76%

7.62%

+8.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

11.59%

+8.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.69%

31.55%

-9.86%

JPSE vs. PFFA - Expense Ratio Comparison

JPSE has a 0.29% expense ratio, which is lower than PFFA's 1.47% expense ratio.


Dividends

JPSE vs. PFFA - Dividend Comparison

JPSE's dividend yield for the trailing twelve months is around 1.33%, less than PFFA's 9.98% yield.


PositionTTM2025202420232022202120202019201820172016
JPSE
JPMorgan Diversified Return U.S. Small Cap Equity ETF
1.33%1.62%1.66%1.76%1.55%1.24%1.32%1.23%1.18%0.74%0.14%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.98%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%0.00%0.00%

Frequently Asked Questions


JPSE and PFFA have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPSE has higher volatility (2.92%) compared to PFFA (2.32%). In terms of maximum drawdown, JPSE dropped -43.02% vs PFFA's -70.52%.

On 5-year performance, JPSE leads with 8.12% vs 5.57% for PFFA. On fees, JPSE is cheaper at 0.29% per year. On volatility, PFFA has been the lower-risk option at 2.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JPSE has performed better with a 8.12% return vs 5.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JPSE is cheaper with a 0.29% expense ratio, compared with 1.47% for PFFA.

PFFA has the higher dividend yield at 9.98%, compared with 1.33% for JPSE.

JPSE is categorized as Small Cap Growth Equities, while PFFA is Preferred Stock. They also come from different issuers: JPMorgan and Virtus. Their fees differ too: 0.29% for JPSE and 1.47% for PFFA.

JPSE currently has the higher Sharpe Ratio (2.00 vs 0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for JPSE and PFFA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer