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PFF vs. EVPF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFF vs. EVPF - Performance Comparison

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

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Returns By Period


PFF

1D
-0.67%
1M
0.34%
YTD
2.93%
6M
3.41%
1Y
9.35%
3Y*
6.70%
5Y*
1.50%
10Y*
3.30%

EVPF

1D
0.00%
1M
0.75%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFF vs. EVPF - Yearly Performance Comparison


Correlation

The correlation between PFF and EVPF is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 6, 2026

0.77

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Return for Risk

PFF vs. EVPF — Risk / Return Rank

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

PFF
PFF Risk / Return Rank: 3636
Overall Rank
PFF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 3838
Sortino Ratio Rank
PFF Omega Ratio Rank: 3535
Omega Ratio Rank
PFF Calmar Ratio Rank: 3535
Calmar Ratio Rank
PFF Martin Ratio Rank: 3535
Martin Ratio Rank

EVPF
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.

PFF vs. EVPF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Preferred and Income Securities ETF (PFF) and Eaton Vance Preferred Securities and Income ETF (EVPF). 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.


PFFEVPFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.78

Martin ratioReturn relative to average drawdown

5.51

PFF vs. EVPF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PFFEVPFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

1.13

-0.92

Drawdowns

PFF vs. EVPF - Drawdown Comparison

The maximum PFF drawdown since its inception was -65.55%, which is greater than EVPF's maximum drawdown of -2.36%. Use the drawdown chart below to compare losses from any high point for PFF and EVPF.


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Drawdown Indicators


PFFEVPFDifference

Max Drawdown

Largest peak-to-trough decline

-65.55%

-2.36%

-63.19%

Max Drawdown (1Y)

Largest decline over 1 year

-5.28%

Max Drawdown (3Y)

Largest decline over 3 years

-10.63%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

-1.11%

-0.17%

-0.94%

Average Drawdown

Average peak-to-trough decline

-5.77%

-0.52%

-5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

Volatility

PFF vs. EVPF - Volatility Comparison


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Volatility by Period


PFFEVPFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

Volatility (6M)

Calculated over the trailing 6-month period

5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

6.75%

4.31%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.30%

4.31%

+5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.66%

4.31%

+8.35%

PFF vs. EVPF - Expense Ratio Comparison

PFF has a 0.46% expense ratio, which is higher than EVPF's 0.39% expense ratio.


Dividends

PFF vs. EVPF - Dividend Comparison

PFF's dividend yield for the trailing twelve months is around 5.47%, more than EVPF's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
EVPF
Eaton Vance Preferred Securities and Income ETF
1.08%0.00%0.00%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
5.47%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%

Frequently Asked Questions


PFF and EVPF have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EVPF is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EVPF is cheaper with a 0.39% expense ratio, compared with 0.46% for PFF.

PFF has the higher dividend yield at 5.47%, compared with 1.08% for EVPF.

They also come from different issuers: iShares and Eaton Vance. Their fees differ too: 0.46% for PFF and 0.39% for EVPF.

Portfolio Optimizer

Find the right allocation for PFF and EVPF

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