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PFFA vs. VIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFA vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus InfraCap U.S. Preferred Stock ETF (PFFA) and Vanguard Dividend Appreciation ETF (VIG). 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 VIG's 7.43% return.


PFFA

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

VIG

1D
0.25%
1M
0.90%
YTD
7.43%
6M
7.43%
1Y
20.16%
3Y*
15.47%
5Y*
11.39%
10Y*
13.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFA vs. VIG - 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%
VIG
Vanguard Dividend Appreciation ETF
7.43%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-1.75%

Correlation

The correlation between PFFA and VIG is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

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

0.48

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

0.53

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

0.51

The correlation between PFFA and VIG has been stable across timeframes, ranging from 0.48 to 0.53 - a consistent structural relationship.

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Return for Risk

PFFA vs. VIG — 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

VIG
VIG Risk / Return Rank: 6161
Overall Rank
VIG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6666
Sortino Ratio Rank
VIG Omega Ratio Rank: 6161
Omega Ratio Rank
VIG Calmar Ratio Rank: 5454
Calmar Ratio Rank
VIG Martin Ratio Rank: 6060
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. VIG - Risk-Adjusted Trends Comparison

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


PFFAVIGDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

1.95

2.54

-0.60

Martin ratioReturn relative to average drawdown

6.47

10.27

-3.80

PFFA vs. VIG - Sharpe Ratio Comparison

The current PFFA Sharpe Ratio is 1.77, which is comparable to the VIG Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of PFFA and VIG, 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. VIG - Drawdown Comparison

The maximum PFFA drawdown since its inception was -70.52%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for PFFA and VIG.


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Drawdown Indicators


PFFAVIGDifference

Max Drawdown

Largest peak-to-trough decline

-70.52%

-46.81%

-23.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-7.91%

+1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-12.15%

-14.95%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-20.39%

-2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-1.50%

-0.72%

-0.78%

Average Drawdown

Average peak-to-trough decline

-6.62%

-5.50%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.95%

0.00%

Volatility

PFFA vs. VIG - Volatility Comparison

The current volatility for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) is 2.17%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 2.86%. This indicates that PFFA experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFAVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

2.86%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

5.89%

7.71%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

7.13%

10.13%

-3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.53%

14.24%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.76%

16.06%

+15.70%

PFFA vs. VIG - Expense Ratio Comparison

PFFA has a 1.47% expense ratio, which is higher than VIG's 0.04% expense ratio.


Dividends

PFFA vs. VIG - Dividend Comparison

PFFA's dividend yield for the trailing twelve months is around 9.62%, more than VIG's 1.47% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VIG
Vanguard Dividend Appreciation ETF
1.47%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions


PFFA and VIG have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIG has higher volatility (2.86%) compared to PFFA (2.17%). In terms of maximum drawdown, PFFA dropped -70.52% vs VIG's -46.81%.

On 5-year performance, VIG leads with 11.39% vs 6.42% for PFFA. On fees, VIG is cheaper at 0.04% per year. On volatility, PFFA has been the lower-risk option at 2.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VIG has performed better with a 11.39% return vs 6.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIG is cheaper with a 0.04% expense ratio, compared with 1.47% for PFFA.

PFFA has the higher dividend yield at 8.82%, compared with 1.47% for VIG.

PFFA is categorized as Preferred Stock/Convertible Bonds, while VIG is Dividend. They also come from different issuers: Virtus Investment Partners and Vanguard. Their fees differ too: 1.47% for PFFA and 0.04% for VIG.

VIG currently has the higher Sharpe Ratio (1.99 vs 1.77), 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.

Portfolio Optimizer

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