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PFFA vs. PFF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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PFFA vs. PFF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
PFF
iShares Preferred and Income Securities ETF
-1.42%4.87%7.24%9.22%-18.19%7.15%7.89%15.93%-3.56%

Returns By Period

In the year-to-date period, PFFA achieves a -3.22% return, which is significantly lower than PFF's -1.42% return.


PFFA

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

PFF

1D
0.66%
1M
-3.37%
YTD
-1.42%
6M
-1.65%
1Y
4.61%
3Y*
5.39%
5Y*
1.02%
10Y*
3.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFFA vs. PFF - Expense Ratio Comparison

PFFA has a 1.47% expense ratio, which is higher than PFF's 0.46% expense ratio.


Return for Risk

PFFA vs. PFF — Risk / Return Rank

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

PFFA
PFFA Risk / Return Rank: 3030
Overall Rank
PFFA Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 2828
Sortino Ratio Rank
PFFA Omega Ratio Rank: 3232
Omega Ratio Rank
PFFA Calmar Ratio Rank: 2727
Calmar Ratio Rank
PFFA Martin Ratio Rank: 2828
Martin Ratio Rank

PFF
PFF Risk / Return Rank: 3131
Overall Rank
PFF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 3030
Sortino Ratio Rank
PFF Omega Ratio Rank: 2828
Omega Ratio Rank
PFF Calmar Ratio Rank: 3535
Calmar Ratio Rank
PFF Martin Ratio Rank: 2929
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. PFF - Risk-Adjusted Trends 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.


PFFAPFFDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.56

+0.01

Sortino ratio

Return per unit of downside risk

0.78

0.82

-0.04

Omega ratio

Gain probability vs. loss probability

1.12

1.11

+0.02

Calmar ratio

Return relative to maximum drawdown

0.58

0.80

-0.22

Martin ratio

Return relative to average drawdown

2.04

2.28

-0.24

PFFA vs. PFF - Sharpe Ratio Comparison

The current PFFA Sharpe Ratio is 0.57, which is comparable to the PFF Sharpe Ratio of 0.56. 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.


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Sharpe Ratios by Period


PFFAPFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.56

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.10

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.20

+0.02

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.


Dividends

PFFA vs. PFF - Dividend Comparison

PFFA's dividend yield for the trailing twelve months is around 10.06%, more than PFF's 5.97% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF
5.97%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%

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.


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Drawdown Indicators


PFFAPFFDifference

Max Drawdown

Largest peak-to-trough decline

-70.52%

-65.55%

-4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-5.28%

-3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-21.05%

-1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

-6.07%

-4.65%

-1.42%

Average Drawdown

Average peak-to-trough decline

-6.77%

-5.81%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

1.84%

+0.57%

Volatility

PFFA vs. PFF - Volatility Comparison

Virtus InfraCap U.S. Preferred Stock ETF (PFFA) has a higher volatility of 3.26% compared to iShares Preferred and Income Securities ETF (PFF) at 2.59%. This indicates that PFFA's price experiences larger fluctuations and is considered to be riskier than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFAPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

2.59%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

5.25%

5.10%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

9.98%

8.32%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.49%

10.26%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.17%

12.63%

+19.54%