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PFFA vs. BCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFA vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus InfraCap U.S. Preferred Stock ETF (PFFA) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFFA achieves a 3.08% return, which is significantly lower than BCD's 20.45% return.


PFFA

1D
-0.70%
1M
-0.26%
YTD
3.08%
6M
4.03%
1Y
14.79%
3Y*
14.46%
5Y*
6.57%
10Y*

BCD

1D
-0.16%
1M
-1.43%
YTD
20.45%
6M
20.51%
1Y
31.80%
3Y*
14.44%
5Y*
11.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFA vs. BCD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
3.08%8.22%16.11%26.45%-20.91%23.53%-7.87%31.99%-7.10%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
20.45%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-12.91%

Correlation

The correlation between PFFA and BCD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since May 17, 2018

0.18

The correlation between PFFA and BCD shifts across timeframes, from -0.02 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PFFA vs. BCD — Risk / Return Rank

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

PFFA
PFFA Risk / Return Rank: 5656
Overall Rank
PFFA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 6363
Sortino Ratio Rank
PFFA Omega Ratio Rank: 6464
Omega Ratio Rank
PFFA Calmar Ratio Rank: 4545
Calmar Ratio Rank
PFFA Martin Ratio Rank: 4646
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 7171
Overall Rank
BCD Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 6464
Sortino Ratio Rank
BCD Omega Ratio Rank: 7070
Omega Ratio Rank
BCD Calmar Ratio Rank: 8282
Calmar Ratio Rank
BCD Martin Ratio Rank: 6868
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.

PFFA vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.


PFFABCDDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.40

1.43

-0.03

Calmar ratioReturn relative to maximum drawdown

2.29

4.42

-2.13

Martin ratioReturn relative to average drawdown

7.79

12.57

-4.78

PFFA vs. BCD - Sharpe Ratio Comparison

The current PFFA Sharpe Ratio is 2.12, which is comparable to the BCD Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of PFFA and BCD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PFFABCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.33

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.78

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.67

-0.43

Drawdowns

PFFA vs. BCD - Drawdown Comparison

The maximum PFFA drawdown since its inception was -70.52%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for PFFA and BCD.


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Drawdown Indicators


PFFABCDDifference

Max Drawdown

Largest peak-to-trough decline

-70.52%

-29.81%

-40.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-7.22%

+0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-12.15%

-10.50%

-1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-23.03%

+0.33%

Current Drawdown

Current decline from peak

-1.50%

-3.60%

+2.10%

Average Drawdown

Average peak-to-trough decline

-6.65%

-9.86%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.54%

-0.64%

Volatility

PFFA vs. BCD - Volatility Comparison

The current volatility for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) is 1.87%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 4.33%. This indicates that PFFA experiences smaller price fluctuations and is considered to be less risky than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFABCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

4.33%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

11.74%

-6.06%

Volatility (1Y)

Calculated over the trailing 1-year period

7.02%

13.72%

-6.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.51%

15.41%

-3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.84%

13.90%

+17.94%

PFFA vs. BCD - Expense Ratio Comparison

PFFA has a 1.47% expense ratio, which is higher than BCD's 0.29% expense ratio.


Dividends

PFFA vs. BCD - Dividend Comparison

PFFA's dividend yield for the trailing twelve months is around 9.62%, less than BCD's 14.29% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.29%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.62%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%0.00%

Frequently Asked Questions


PFFA and BCD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCD has higher volatility (4.33%) compared to PFFA (1.87%). In terms of maximum drawdown, PFFA dropped -70.52% vs BCD's -29.81%.

On 5-year performance, BCD leads with 11.98% vs 6.57% for PFFA. On fees, BCD is cheaper at 0.29% per year. On volatility, PFFA has been the lower-risk option at 1.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BCD has performed better with a 11.98% return vs 6.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BCD is cheaper with a 0.29% expense ratio, compared with 1.47% for PFFA.

BCD has the higher dividend yield at 14.29%, compared with 9.62% for PFFA.

PFFA is categorized as Preferred Stock/Convertible Bonds, while BCD is Commodities. They also come from different issuers: Virtus Investment Partners and Aberdeen. Their fees differ too: 1.47% for PFFA and 0.29% for BCD.

BCD currently has the higher Sharpe Ratio (2.33 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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