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

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.


-0.50.00.51.0
Correlation: 0.5

Performance

PFF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Preferred and Income Securities ETF (PFF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
72.66%
504.39%
PFF
VOO

Key characteristics

Sharpe Ratio

PFF:

-0.24

VOO:

-0.07

Sortino Ratio

PFF:

-0.27

VOO:

0.01

Omega Ratio

PFF:

0.97

VOO:

1.00

Calmar Ratio

PFF:

-0.19

VOO:

-0.07

Martin Ratio

PFF:

-0.79

VOO:

-0.36

Ulcer Index

PFF:

2.65%

VOO:

3.31%

Daily Std Dev

PFF:

8.72%

VOO:

15.79%

Max Drawdown

PFF:

-65.55%

VOO:

-33.99%

Current Drawdown

PFF:

-9.34%

VOO:

-17.13%

Returns By Period

In the year-to-date period, PFF achieves a -4.86% return, which is significantly higher than VOO's -13.30% return. Over the past 10 years, PFF has underperformed VOO with an annualized return of 2.58%, while VOO has yielded a comparatively higher 11.35% annualized return.


PFF

YTD

-4.86%

1M

-5.60%

6M

-8.41%

1Y

-2.34%

5Y*

5.33%

10Y*

2.58%

VOO

YTD

-13.30%

1M

-12.91%

6M

-11.02%

1Y

0.06%

5Y*

17.17%

10Y*

11.35%

*Annualized

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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.


Expense ratio chart for PFF: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFF: 0.46%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

PFF vs. VOO — Risk-Adjusted Performance Rank

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

PFF
The Risk-Adjusted Performance Rank of PFF is 1616
Overall Rank
The Sharpe Ratio Rank of PFF is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of PFF is 1515
Sortino Ratio Rank
The Omega Ratio Rank of PFF is 1515
Omega Ratio Rank
The Calmar Ratio Rank of PFF is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PFF is 1616
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 2222
Overall Rank
The Sharpe Ratio Rank of VOO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 2323
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PFF, currently valued at -0.24, compared to the broader market-1.000.001.002.003.004.005.00
PFF: -0.24
VOO: -0.07
The chart of Sortino ratio for PFF, currently valued at -0.27, compared to the broader market-2.000.002.004.006.008.0010.00
PFF: -0.27
VOO: 0.01
The chart of Omega ratio for PFF, currently valued at 0.97, compared to the broader market0.501.001.502.002.50
PFF: 0.97
VOO: 1.00
The chart of Calmar ratio for PFF, currently valued at -0.19, compared to the broader market0.005.0010.0015.00
PFF: -0.19
VOO: -0.07
The chart of Martin ratio for PFF, currently valued at -0.79, compared to the broader market0.0020.0040.0060.0080.00100.00
PFF: -0.79
VOO: -0.36

The current PFF Sharpe Ratio is -0.24, which is lower than the VOO Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of PFF and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.24
-0.07
PFF
VOO

Dividends

PFF vs. VOO - Dividend Comparison

PFF's dividend yield for the trailing twelve months is around 6.81%, more than VOO's 1.50% yield.


TTM20242023202220212020201920182017201620152014
PFF
iShares Preferred and Income Securities ETF
6.81%6.31%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%
VOO
Vanguard S&P 500 ETF
1.50%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.34%
-17.13%
PFF
VOO

Volatility

PFF vs. VOO - Volatility Comparison

The current volatility for iShares Preferred and Income Securities ETF (PFF) is 3.14%, while Vanguard S&P 500 ETF (VOO) has a volatility of 9.12%. 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
3.14%
9.12%
PFF
VOO