PFFA vs. BCD

Last updated Apr 1, 2026

Compare and contrast key facts about Virtus InfraCap U.S. Preferred Stock ETF (PFFA) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD).

PFFA and BCD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PFFA is an actively managed fund by Virtus Investment Partners. It was launched on May 15, 2018. BCD is an actively managed fund by Aberdeen. It was launched on Mar 30, 2017.

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.

PFFA vs. BCD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PFFA Virtus InfraCap U.S. Preferred Stock ETF	-3.22%	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	15.57%	15.71%	6.20%	-7.58%	18.38%	31.87%	4.76%	7.34%	-12.91%

Returns By Period

In the year-to-date period, PFFA achieves a -3.22% return, which is significantly lower than BCD's 15.57% return.

PFFA

• 1D: 0.10%
• 1M: -4.25%
• YTD: -3.22%
• 6M: -1.63%
• 1Y: 5.66%
• 3Y*: 12.09%
• 5Y*: 5.84%
• 10Y*: —

BCD

• 1D: -0.67%
• 1M: 4.50%
• YTD: 15.57%
• 6M: 21.94%
• 1Y: 22.76%
• 3Y*: 11.07%
• 5Y*: 13.81%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

BCD

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF

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: 30
PFFA Sharpe Ratio Rank: 33
PFFA Sortino Ratio Rank: 28
PFFA Omega Ratio Rank: 32
PFFA Calmar Ratio Rank: 27
PFFA Martin Ratio Rank: 28

BCD

BCD Risk / Return Rank: 80
BCD Sharpe Ratio Rank: 82
BCD Sortino Ratio Rank: 80
BCD Omega Ratio Rank: 78
BCD Calmar Ratio Rank: 85
BCD Martin Ratio Rank: 75

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.

	PFFA	BCD	Difference
Sharpe ratio Return per unit of total volatility	0.57	1.51	-0.94
Sortino ratio Return per unit of downside risk	0.78	2.02	-1.24
Omega ratio Gain probability vs. loss probability	1.12	1.29	-0.16
Calmar ratio Return relative to maximum drawdown	0.58	2.42	-1.84
Martin ratio Return relative to average drawdown	2.04	7.58	-5.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFFA vs. BCD - Sharpe Ratio Comparison

The current PFFA Sharpe Ratio is 0.57, which is lower than the BCD Sharpe Ratio of 1.51. 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.

Sharpe Ratios by Period

	PFFA	BCD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	1.51	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.90	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.65	-0.43

Correlation

The correlation between PFFA and BCD is 0.18, 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.

Dividends

PFFA vs. BCD - Dividend Comparison

PFFA's dividend yield for the trailing twelve months is around 10.06%, less than BCD's 14.89% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFFA Virtus InfraCap U.S. Preferred Stock ETF	10.06%	9.47%	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	14.89%	17.21%	3.60%	4.51%	5.21%	8.30%	1.29%	1.55%	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 -29.81%. Use the drawdown chart below to compare losses from any high point for PFFA and BCD.

Drawdown Indicators

	PFFA	BCD	Difference
Max Drawdown Largest peak-to-trough decline	-70.52%	-29.81%	-40.71%
Max Drawdown (1Y) Largest decline over 1 year	-8.54%	-9.75%	+1.21%
Max Drawdown (5Y) Largest decline over 5 years	-22.70%	-23.03%	+0.33%
Current Drawdown Current decline from peak	-6.07%	-2.53%	-3.54%
Average Drawdown Average peak-to-trough decline	-6.77%	-10.01%	+3.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	3.11%	-0.70%

Volatility

PFFA vs. BCD - Volatility Comparison

The current volatility for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) is 3.26%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 5.53%. 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.

Volatility by Period

	PFFA	BCD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	5.53%	-2.27%
Volatility (6M) Calculated over the trailing 6-month period	5.25%	11.60%	-6.35%
Volatility (1Y) Calculated over the trailing 1-year period	9.98%	15.15%	-5.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.49%	15.42%	-3.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.17%	13.93%	+18.24%