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

Correlation

The correlation between PFFA and BCD is 0.29, 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.


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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Key characteristics

Sharpe Ratio

PFFA:

0.82

BCD:

0.04

Sortino Ratio

PFFA:

1.14

BCD:

0.41

Omega Ratio

PFFA:

1.17

BCD:

1.05

Calmar Ratio

PFFA:

0.71

BCD:

0.15

Martin Ratio

PFFA:

2.65

BCD:

0.57

Ulcer Index

PFFA:

3.24%

BCD:

5.26%

Daily Std Dev

PFFA:

10.36%

BCD:

12.87%

Max Drawdown

PFFA:

-70.52%

BCD:

-29.79%

Current Drawdown

PFFA:

-4.99%

BCD:

-10.93%

Returns By Period

In the year-to-date period, PFFA achieves a -1.48% return, which is significantly lower than BCD's 5.36% return.


PFFA

YTD

-1.48%

1M

4.67%

6M

-2.78%

1Y

8.45%

3Y*

8.21%

5Y*

14.11%

10Y*

N/A

BCD

YTD

5.36%

1M

0.40%

6M

6.43%

1Y

0.50%

3Y*

-2.16%

5Y*

15.52%

10Y*

N/A

*Annualized

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PFFA vs. BCD - Expense Ratio Comparison

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


Risk-Adjusted Performance

PFFA vs. BCD — Risk-Adjusted Performance Rank

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

PFFA
The Risk-Adjusted Performance Rank of PFFA is 7070
Overall Rank
The Sharpe Ratio Rank of PFFA is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFA is 6969
Sortino Ratio Rank
The Omega Ratio Rank of PFFA is 7272
Omega Ratio Rank
The Calmar Ratio Rank of PFFA is 6969
Calmar Ratio Rank
The Martin Ratio Rank of PFFA is 6767
Martin Ratio Rank

BCD
The Risk-Adjusted Performance Rank of BCD is 2424
Overall Rank
The Sharpe Ratio Rank of BCD is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of BCD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of BCD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of BCD is 2626
Calmar Ratio Rank
The Martin Ratio Rank of BCD is 2727
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.

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.


The current PFFA Sharpe Ratio is 0.82, which is higher than the BCD Sharpe Ratio of 0.04. 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.


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Dividends

PFFA vs. BCD - Dividend Comparison

PFFA's dividend yield for the trailing twelve months is around 9.76%, more than BCD's 3.42% yield.


TTM20242023202220212020201920182017
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.76%9.18%9.56%10.75%7.64%8.54%10.02%5.15%0.00%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
3.42%3.60%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.


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Volatility

PFFA vs. BCD - Volatility Comparison

The current volatility for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) is 2.95%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 3.35%. 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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