PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PFFA vs. PFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFFA and PFF is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

PFFA vs. PFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus InfraCap U.S. Preferred Stock ETF (PFFA) and iShares Preferred and Income Securities ETF (PFF). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
63.12%
24.12%
PFFA
PFF

Key characteristics

Sharpe Ratio

PFFA:

2.28

PFF:

1.05

Sortino Ratio

PFFA:

3.12

PFF:

1.47

Omega Ratio

PFFA:

1.43

PFF:

1.19

Calmar Ratio

PFFA:

3.82

PFF:

0.73

Martin Ratio

PFFA:

15.85

PFF:

4.93

Ulcer Index

PFFA:

1.20%

PFF:

1.67%

Daily Std Dev

PFFA:

8.32%

PFF:

7.85%

Max Drawdown

PFFA:

-70.52%

PFF:

-65.55%

Current Drawdown

PFFA:

-2.97%

PFF:

-4.07%

Returns By Period

In the year-to-date period, PFFA achieves a 16.84% return, which is significantly higher than PFF's 7.96% return.


PFFA

YTD

16.84%

1M

-0.41%

6M

9.05%

1Y

18.79%

5Y*

6.07%

10Y*

N/A

PFF

YTD

7.96%

1M

-1.13%

6M

3.92%

1Y

7.96%

5Y*

2.20%

10Y*

3.52%

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. PFF - Expense Ratio Comparison

PFFA has a 1.47% expense ratio, which is higher than PFF's 0.46% 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 PFF: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

PFFA vs. PFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) and iShares Preferred and Income Securities ETF (PFF). 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 market0.002.004.002.281.05
The chart of Sortino ratio for PFFA, currently valued at 3.12, compared to the broader market-2.000.002.004.006.008.0010.003.121.47
The chart of Omega ratio for PFFA, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.431.19
The chart of Calmar ratio for PFFA, currently valued at 3.82, compared to the broader market0.005.0010.0015.003.820.73
The chart of Martin ratio for PFFA, currently valued at 15.85, compared to the broader market0.0020.0040.0060.0080.00100.0015.854.93
PFFA
PFF

The current PFFA Sharpe Ratio is 2.28, which is higher than the PFF Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PFFA and PFF, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.28
1.05
PFFA
PFF

Dividends

PFFA vs. PFF - Dividend Comparison

PFFA's dividend yield for the trailing twelve months is around 9.15%, more than PFF's 6.27% yield.


TTM20232022202120202019201820172016201520142013
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.15%9.56%10.78%7.64%8.54%10.02%5.15%0.00%0.00%0.00%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF
6.27%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%6.61%

Drawdowns

PFFA vs. PFF - Drawdown Comparison

The maximum PFFA drawdown since its inception was -70.52%, which is greater than PFF's maximum drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for PFFA and PFF. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.97%
-4.07%
PFFA
PFF

Volatility

PFFA vs. PFF - Volatility Comparison

The current volatility for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) is 2.05%, while iShares Preferred and Income Securities ETF (PFF) has a volatility of 2.17%. This indicates that PFFA experiences smaller price fluctuations and is considered to be less risky than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
2.05%
2.17%
PFFA
PFF
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab