LFT vs. PFFV
LFT (Lument Finance Trust, Inc.) is a stock, while PFFV (Global X Variable Rate Preferred ETF) is Preferred Stock/Convertible Bonds fund tracking the ICE U.S. Variable Rate Preferred Securities Index. Over the past 5 years, LFT returned -15.63%/yr vs 2.11%/yr for PFFV. At a 0.15 correlation, their price movements are largely independent.
Performance
LFT vs. PFFV - Performance Comparison
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Returns By Period
In the year-to-date period, LFT achieves a -28.81% return, which is significantly lower than PFFV's 3.03% return.
LFT
- 1D
- -0.03%
- 1M
- -5.59%
- 6M
- -30.29%
- YTD
- -28.81%
- 1Y
- -51.26%
- 3Y*
- -11.24%
- 5Y*
- -15.63%
- 10Y*
- -4.52%
PFFV
- 1D
- 0.00%
- 1M
- 0.15%
- 6M
- 1.43%
- YTD
- 3.03%
- 1Y
- 3.92%
- 3Y*
- 7.13%
- 5Y*
- 2.11%
- 10Y*
- —
LFT vs. PFFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LFT Lument Finance Trust, Inc. | -28.81% | -39.33% | 29.40% | 38.64% | -45.07% | 28.63% | 36.42% |
PFFV Global X Variable Rate Preferred ETF | 3.03% | 2.08% | 9.45% | 10.64% | -13.81% | 6.35% | 13.36% |
Correlation
The correlation between LFT and PFFV is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2020 | 0.15 |
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Return for Risk
LFT vs. PFFV — Risk / Return Rank
LFT
PFFV
LFT vs. PFFV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lument Finance Trust, Inc. (LFT) and Global X Variable Rate Preferred ETF (PFFV). 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.
| LFT | PFFV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.17 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 1.22 | -2.12 |
| Martin ratioReturn relative to average drawdown | -1.36 | 3.38 | -4.73 |
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Drawdowns
LFT vs. PFFV - Drawdown Comparison
The maximum LFT drawdown since its inception was -81.57%, which is greater than PFFV's maximum drawdown of -18.96%. Use the drawdown chart below to compare losses from any high point for LFT and PFFV.
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Drawdown Indicators
| LFT | PFFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.57% | -18.96% | -62.61% |
Max Drawdown (1Y)Largest decline over 1 year | -56.93% | -3.23% | -53.70% |
Max Drawdown (3Y)Largest decline over 3 years | -61.18% | -6.07% | -55.11% |
Max Drawdown (5Y)Largest decline over 5 years | -61.18% | -18.96% | -42.22% |
Max Drawdown (10Y)Largest decline over 10 years | -77.00% | — | — |
Current DrawdownCurrent decline from peak | -62.29% | -0.21% | -62.08% |
Average DrawdownAverage peak-to-trough decline | -33.15% | -4.11% | -29.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.81% | 1.16% | +36.65% |
Volatility
LFT vs. PFFV - Volatility Comparison
Lument Finance Trust, Inc. (LFT) has a higher volatility of 10.20% compared to Global X Variable Rate Preferred ETF (PFFV) at 1.46%. This indicates that LFT's price experiences larger fluctuations and is considered to be riskier than PFFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFT | PFFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 1.46% | +8.74% |
Volatility (6M)Calculated over the trailing 6-month period | 32.65% | 3.07% | +29.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.19% | 4.09% | +43.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.39% | 8.86% | +26.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.54% | 8.62% | +32.92% |
Dividends
LFT vs. PFFV - Dividend Comparison
LFT's dividend yield for the trailing twelve months is around 17.15%, more than PFFV's 8.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LFT Lument Finance Trust, Inc. | 17.15% | 15.60% | 15.50% | 11.16% | 12.63% | 9.38% | 11.16% | 9.13% | 9.79% | 13.75% | 41.20% | 24.73% |
PFFV Global X Variable Rate Preferred ETF | 8.12% | 8.26% | 7.33% | 7.17% | 6.60% | 5.23% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LFT and PFFV have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LFT has higher volatility (10.20%) compared to PFFV (1.46%). In terms of maximum drawdown, LFT dropped -81.57% vs PFFV's -18.96%.
PFFV currently has the higher Sharpe Ratio (0.96 vs -1.09), 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.
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