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

Correlation

The correlation between PFFA and BCD is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

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.

40.00%45.00%50.00%55.00%60.00%65.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
63.12%
42.66%
PFFA
BCD

Key characteristics

Sharpe Ratio

PFFA:

2.28

BCD:

0.06

Sortino Ratio

PFFA:

3.12

BCD:

0.16

Omega Ratio

PFFA:

1.43

BCD:

1.02

Calmar Ratio

PFFA:

3.82

BCD:

0.03

Martin Ratio

PFFA:

15.85

BCD:

0.14

Ulcer Index

PFFA:

1.20%

BCD:

5.00%

Daily Std Dev

PFFA:

8.32%

BCD:

11.54%

Max Drawdown

PFFA:

-70.52%

BCD:

-29.79%

Current Drawdown

PFFA:

-2.97%

BCD:

-19.64%

Returns By Period

In the year-to-date period, PFFA achieves a 16.84% return, which is significantly higher than BCD's 0.95% return.


PFFA

YTD

16.84%

1M

-0.41%

6M

9.05%

1Y

18.79%

5Y*

6.07%

10Y*

N/A

BCD

YTD

0.95%

1M

-4.34%

6M

-5.29%

1Y

0.49%

5Y*

9.06%

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.


PFFA vs. BCD - Expense Ratio Comparison

PFFA has a 1.47% expense ratio, which is higher than BCD's 0.29% 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 BCD: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

PFFA vs. BCD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PFFA, currently valued at 2.28, compared to the broader market0.002.004.002.280.06
The chart of Sortino ratio for PFFA, currently valued at 3.12, compared to the broader market-2.000.002.004.006.008.0010.003.120.16
The chart of Omega ratio for PFFA, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.431.02
The chart of Calmar ratio for PFFA, currently valued at 3.82, compared to the broader market0.005.0010.0015.003.820.03
The chart of Martin ratio for PFFA, currently valued at 15.85, compared to the broader market0.0020.0040.0060.0080.00100.0015.850.14
PFFA
BCD

The current PFFA Sharpe Ratio is 2.28, which is higher than the BCD Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of PFFA and BCD, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.28
0.06
PFFA
BCD

Dividends

PFFA vs. BCD - Dividend Comparison

PFFA's dividend yield for the trailing twelve months is around 9.15%, while BCD has not paid dividends to shareholders.


TTM2023202220212020201920182017
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.15%9.56%10.78%7.64%8.54%10.02%5.15%0.00%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
0.00%4.51%5.21%8.30%1.29%1.56%1.59%0.07%

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 -29.79%. Use the drawdown chart below to compare losses from any high point for PFFA and BCD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.97%
-19.64%
PFFA
BCD

Volatility

PFFA vs. BCD - Volatility Comparison

The current volatility for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) is 2.05%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 4.89%. 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.05%
4.89%
PFFA
BCD
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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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