PFF vs. EVPF
PFF (iShares Preferred and Income Securities ETF) and EVPF (Eaton Vance Preferred Securities and Income ETF) are both Preferred Stock/Convertible Bonds funds. PFF is passively managed, while EVPF is actively managed. A 0.77 correlation means they provide meaningful diversification when combined. PFF charges 0.46%/yr vs 0.39%/yr for EVPF.
Performance
PFF vs. EVPF - Performance Comparison
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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*
- —
PFF vs. EVPF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
PFF iShares Preferred and Income Securities ETF | 1.17% |
EVPF Eaton Vance Preferred Securities and Income ETF | 1.16% |
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
PFF
EVPF
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.
| PFF | EVPF | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFF | EVPF | Difference | |
|---|---|---|---|
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
| PFF | EVPF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.11% | -0.17% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -0.52% | -5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | — | — |
Volatility
PFF vs. EVPF - Volatility Comparison
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Volatility by Period
| PFF | EVPF | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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