PFF vs. VOO
Compare and contrast key facts about iShares Preferred and Income Securities ETF (PFF) and Vanguard S&P 500 ETF (VOO).
PFF and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PFF is a passively managed fund by iShares that tracks the performance of the S&P U.S. Preferred Stock Index. It was launched on Mar 30, 2007. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both PFF and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFF or VOO.
Performance
PFF vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, PFF achieves a 10.17% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, PFF has underperformed VOO with an annualized return of 3.67%, while VOO has yielded a comparatively higher 13.18% annualized return.
PFF
10.17%
-1.37%
7.67%
16.15%
2.93%
3.67%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| PFF | VOO | |
|---|---|---|
| Sharpe Ratio | 1.93 | 2.70 |
| Sortino Ratio | 2.70 | 3.60 |
| Omega Ratio | 1.35 | 1.50 |
| Calmar Ratio | 1.00 | 3.90 |
| Martin Ratio | 10.37 | 17.65 |
| Ulcer Index | 1.50% | 1.86% |
| Daily Std Dev | 8.07% | 12.19% |
| Max Drawdown | -65.55% | -33.99% |
| Current Drawdown | -2.10% | -0.86% |
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PFF vs. VOO - Expense Ratio Comparison
PFF has a 0.46% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between PFF and VOO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PFF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Preferred and Income Securities ETF (PFF) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
PFF vs. VOO - Dividend Comparison
PFF's dividend yield for the trailing twelve months is around 6.16%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFF iShares Preferred and Income Securities ETF | 6.16% | 6.63% | 5.55% | 4.45% | 4.79% | 5.31% | 6.31% | 5.59% | 5.85% | 5.77% | 6.32% | 6.61% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PFF vs. VOO - Drawdown Comparison
The maximum PFF drawdown since its inception was -65.55%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PFF and VOO. For additional features, visit the drawdowns tool.
Volatility
PFF vs. VOO - Volatility Comparison
The current volatility for iShares Preferred and Income Securities ETF (PFF) is 2.57%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that PFF experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.