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PFF vs. PGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFF vs. PGX - Performance Comparison

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

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PFF vs. PGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFF
iShares Preferred and Income Securities ETF
-1.42%4.87%7.24%9.22%-18.19%7.15%7.89%15.93%-4.64%8.10%
PGX
Invesco Preferred ETF
-1.70%3.48%6.53%9.48%-21.16%3.15%7.09%17.09%-4.01%10.48%

Returns By Period

In the year-to-date period, PFF achieves a -1.42% return, which is significantly higher than PGX's -1.70% return. Over the past 10 years, PFF has outperformed PGX with an annualized return of 3.24%, while PGX has yielded a comparatively lower 2.60% annualized return.


PFF

1D
0.66%
1M
-3.37%
YTD
-1.42%
6M
-1.65%
1Y
4.61%
3Y*
5.39%
5Y*
1.02%
10Y*
3.24%

PGX

1D
-0.09%
1M
-4.07%
YTD
-1.70%
6M
-3.23%
1Y
3.00%
3Y*
4.41%
5Y*
-0.63%
10Y*
2.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFF vs. PGX - Expense Ratio Comparison

PFF has a 0.46% expense ratio, which is lower than PGX's 0.52% expense ratio.


Return for Risk

PFF vs. PGX — Risk / Return Rank

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

PFF
PFF Risk / Return Rank: 3131
Overall Rank
PFF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 3030
Sortino Ratio Rank
PFF Omega Ratio Rank: 2828
Omega Ratio Rank
PFF Calmar Ratio Rank: 3535
Calmar Ratio Rank
PFF Martin Ratio Rank: 2929
Martin Ratio Rank

PGX
PGX Risk / Return Rank: 2323
Overall Rank
PGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PGX Sortino Ratio Rank: 2424
Sortino Ratio Rank
PGX Omega Ratio Rank: 2323
Omega Ratio Rank
PGX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PGX Martin Ratio Rank: 2020
Martin Ratio Rank
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. PGX - Risk-Adjusted Trends Comparison

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


PFFPGXDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.42

+0.13

Sortino ratio

Return per unit of downside risk

0.82

0.64

+0.19

Omega ratio

Gain probability vs. loss probability

1.11

1.08

+0.03

Calmar ratio

Return relative to maximum drawdown

0.80

0.42

+0.38

Martin ratio

Return relative to average drawdown

2.28

0.97

+1.31

PFF vs. PGX - Sharpe Ratio Comparison

The current PFF Sharpe Ratio is 0.56, which is higher than the PGX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of PFF and PGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFFPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.42

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

-0.06

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.20

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.14

+0.06

Correlation

The correlation between PFF and PGX is 0.81, 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.


Dividends

PFF vs. PGX - Dividend Comparison

PFF's dividend yield for the trailing twelve months is around 5.97%, less than PGX's 6.25% yield.


TTM20252024202320222021202020192018201720162015
PFF
iShares Preferred and Income Securities ETF
5.97%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%
PGX
Invesco Preferred ETF
6.25%6.03%5.95%6.42%6.29%4.82%4.89%4.85%6.09%5.66%6.02%5.84%

Drawdowns

PFF vs. PGX - Drawdown Comparison

The maximum PFF drawdown since its inception was -65.55%, roughly equal to the maximum PGX drawdown of -66.44%. Use the drawdown chart below to compare losses from any high point for PFF and PGX.


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Drawdown Indicators


PFFPGXDifference

Max Drawdown

Largest peak-to-trough decline

-65.55%

-66.44%

+0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-5.28%

-4.98%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

-24.67%

+3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

-34.10%

0.00%

Current Drawdown

Current decline from peak

-4.65%

-6.74%

+2.09%

Average Drawdown

Average peak-to-trough decline

-5.81%

-8.17%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

2.15%

-0.31%

Volatility

PFF vs. PGX - Volatility Comparison

iShares Preferred and Income Securities ETF (PFF) has a higher volatility of 2.59% compared to Invesco Preferred ETF (PGX) at 2.28%. This indicates that PFF's price experiences larger fluctuations and is considered to be riskier than PGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.28%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

5.10%

4.21%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

8.32%

7.15%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.26%

11.07%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.63%

13.00%

-0.37%