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PFF vs. PFFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFF and PFFA is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

PFF vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Preferred and Income Securities ETF (PFF) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
24.12%
63.12%
PFF
PFFA

Key characteristics

Sharpe Ratio

PFF:

1.05

PFFA:

2.28

Sortino Ratio

PFF:

1.47

PFFA:

3.12

Omega Ratio

PFF:

1.19

PFFA:

1.43

Calmar Ratio

PFF:

0.73

PFFA:

3.82

Martin Ratio

PFF:

4.93

PFFA:

15.85

Ulcer Index

PFF:

1.67%

PFFA:

1.20%

Daily Std Dev

PFF:

7.85%

PFFA:

8.32%

Max Drawdown

PFF:

-65.55%

PFFA:

-70.52%

Current Drawdown

PFF:

-4.07%

PFFA:

-2.97%

Returns By Period

In the year-to-date period, PFF achieves a 7.96% return, which is significantly lower than PFFA's 16.84% return.


PFF

YTD

7.96%

1M

-1.13%

6M

3.92%

1Y

7.96%

5Y*

2.20%

10Y*

3.52%

PFFA

YTD

16.84%

1M

-0.41%

6M

9.05%

1Y

18.79%

5Y*

6.07%

10Y*

N/A

Compare stocks, funds, or ETFs

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


PFF vs. PFFA - Expense Ratio Comparison

PFF has a 0.46% expense ratio, which is lower than PFFA's 1.47% expense ratio.


PFFA
Virtus InfraCap U.S. Preferred Stock ETF
Expense ratio chart for PFFA: current value at 1.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.47%
Expense ratio chart for PFF: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

PFF vs. PFFA - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for PFF, currently valued at 1.05, compared to the broader market0.002.004.001.052.28
The chart of Sortino ratio for PFF, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.001.473.12
The chart of Omega ratio for PFF, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.43
The chart of Calmar ratio for PFF, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.733.82
The chart of Martin ratio for PFF, currently valued at 4.93, compared to the broader market0.0020.0040.0060.0080.00100.004.9315.85
PFF
PFFA

The current PFF Sharpe Ratio is 1.05, which is lower than the PFFA Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of PFF and PFFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.05
2.28
PFF
PFFA

Dividends

PFF vs. PFFA - Dividend Comparison

PFF's dividend yield for the trailing twelve months is around 6.27%, less than PFFA's 9.15% yield.


TTM20232022202120202019201820172016201520142013
PFF
iShares Preferred and Income Securities ETF
6.27%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%6.61%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.15%9.56%10.78%7.64%8.54%10.02%5.15%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PFF vs. PFFA - Drawdown Comparison

The maximum PFF drawdown since its inception was -65.55%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for PFF and PFFA. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.07%
-2.97%
PFF
PFFA

Volatility

PFF vs. PFFA - Volatility Comparison

iShares Preferred and Income Securities ETF (PFF) has a higher volatility of 2.17% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 2.05%. This indicates that PFF'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.


1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
2.17%
2.05%
PFF
PFFA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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