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PFFA vs. MPLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PFFA vs. MPLX

Last updated Jun 21, 2026

PFFA (Virtus InfraCap U.S. Preferred Stock ETF) is Preferred Stock/Convertible Bonds fund actively managed by Virtus Investment Partners, while MPLX (MPLX LP) is a stock. Over the past 5 years, PFFA returned 6.42%/yr vs 24.50%/yr for MPLX. At a 0.30 correlation, their price movements are largely independent.

Performance

PFFA vs. MPLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus InfraCap U.S. Preferred Stock ETF (PFFA) and MPLX LP (MPLX). 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 MPLX's 10.71% return.

PFFA

1D
0.19%
1M
0.57%
YTD
3.08%
6M
2.32%
1Y
12.37%
3Y*
14.42%
5Y*
6.42%
10Y*
—

MPLX

1D
1.66%
1M
0.66%
YTD
10.71%
6M
10.03%
1Y
19.67%
3Y*
28.75%
5Y*
24.50%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFA vs. MPLX - 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%-7.29%
MPLX
MPLX LP		10.71%20.54%41.72%22.46%21.09%53.92%-1.79%-8.25%-10.27%

Correlation

The correlation between PFFA and MPLX is 0.10, 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

0.10

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

0.25

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

0.29

Correlation (All Time)
Calculated using the full available price history since May 16, 2018

0.30

Over the past year, the correlation between PFFA and MPLX has dropped to 0.10 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Virtus InfraCap U.S. Preferred Stock ETF

MPLX LP

Often compared with PFFA:
PFFA vs. PFFPFFA vs. PFXFPFFA vs. PFFVPFFA vs. JEPIPFFA vs. SCHDPFFA vs. PGXPFFA vs. SPY
Often compared with MPLX:
MPLX vs. EPDMPLX vs. WESMPLX vs. HESMMPLX vs. PAAMPLX vs. MPCMPLX vs. ENFRMPLX vs. XLE

Return for Risk

PFFA vs. MPLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PFFA
PFFA Risk / Return Rank: 4949
Overall Rank
PFFA Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 5555
Sortino Ratio Rank
PFFA Omega Ratio Rank: 5555
Omega Ratio Rank
PFFA Calmar Ratio Rank: 4141
Calmar Ratio Rank
PFFA Martin Ratio Rank: 4242
Martin Ratio Rank
MPLX
MPLX Risk / Return Rank: 7676
Overall Rank
MPLX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MPLX Sortino Ratio Rank: 7272
Sortino Ratio Rank
MPLX Omega Ratio Rank: 7070
Omega Ratio Rank
MPLX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MPLX Martin Ratio Rank: 7979
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. MPLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) and MPLX LP (MPLX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

PFFAMPLXDifference
Sharpe ratioReturn per unit of total volatility
1.77
1.25

+0.53

Sortino ratioReturn per unit of downside risk
2.53
1.77

+0.76

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

1.95

2.55

-0.61

Martin ratioReturn relative to average drawdown

6.47

5.92

+0.56

PFFA vs. MPLX - Sharpe Ratio Comparison

The current PFFA Sharpe Ratio is 1.77, which is higher than the MPLX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of PFFA and MPLX, 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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Drawdowns

PFFA vs. MPLX - Drawdown Comparison

The maximum PFFA drawdown since its inception was -70.52%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for PFFA and MPLX.

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Drawdown Indicators

PFFAMPLXDifference

Max Drawdown

Largest peak-to-trough decline

-70.52%

-85.72%

+15.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-7.71%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-12.15%

-14.58%

+2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-18.46%

-4.24%

Max Drawdown (10Y)

Largest decline over 10 years

—

-75.21%

—

Current Drawdown

Current decline from peak

-1.50%

-2.06%

+0.56%

Average Drawdown

Average peak-to-trough decline

-6.62%

-29.91%

+23.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

3.32%

-1.37%

Volatility

PFFA vs. MPLX - Volatility Comparison

The current volatility for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) is 2.17%, while MPLX LP (MPLX) has a volatility of 4.72%. This indicates that PFFA experiences smaller price fluctuations and is considered to be less risky than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PFFAMPLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

4.72%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

5.89%

11.52%

-5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

7.13%

15.77%

-8.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.53%

19.37%

-7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.76%

30.63%

+1.13%

Dividends

PFFA vs. MPLX - Dividend Comparison

PFFA's dividend yield for the trailing twelve months is around 9.62%, more than MPLX's 7.36% yield.

PositionTTM20252024202320222021202020192018201720162015
MPLX
MPLX LP		7.36%7.39%7.33%8.65%8.80%11.30%12.70%10.41%8.22%6.23%5.86%4.33%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF		8.82%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%0.00%0.00%0.00%

Frequently Asked Questions

PFFA and MPLX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPLX has higher volatility (4.72%) compared to PFFA (2.17%). In terms of maximum drawdown, PFFA dropped -70.52% vs MPLX's -85.72%.

PFFA currently has the higher Sharpe Ratio (1.77 vs 1.25), 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.

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