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PFFD vs. PERF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFD vs. PERF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Preferred ETF (PFFD) and Perfect Corp. (PERF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFFD achieves a 1.37% return, which is significantly lower than PERF's 6.08% return.


PFFD

1D
-0.43%
1M
-1.43%
6M
-1.80%
YTD
1.37%
1Y
4.10%
3Y*
5.55%
5Y*
-0.56%
10Y*

PERF

1D
0.00%
1M
14.97%
6M
12.28%
YTD
6.08%
1Y
-16.52%
3Y*
-26.57%
5Y*
-27.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFD vs. PERF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PFFD
Global X U.S. Preferred ETF
1.37%3.22%7.07%6.85%-20.20%8.32%
PERF
Perfect Corp.
6.08%-36.04%-8.71%-56.58%-27.51%-2.76%

Correlation

The correlation between PFFD and PERF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.09

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

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2021

0.07

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Return for Risk

PFFD vs. PERF — Risk / Return Rank

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

PFFD
PFFD Risk / Return Rank: 1919
Overall Rank
PFFD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PFFD Sortino Ratio Rank: 1919
Sortino Ratio Rank
PFFD Omega Ratio Rank: 1818
Omega Ratio Rank
PFFD Calmar Ratio Rank: 2020
Calmar Ratio Rank
PFFD Martin Ratio Rank: 2121
Martin Ratio Rank

PERF
PERF Risk / Return Rank: 3333
Overall Rank
PERF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PERF Sortino Ratio Rank: 3232
Sortino Ratio Rank
PERF Omega Ratio Rank: 3232
Omega Ratio Rank
PERF Calmar Ratio Rank: 3333
Calmar Ratio Rank
PERF Martin Ratio Rank: 3535
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.

PFFD vs. PERF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Preferred ETF (PFFD) and Perfect Corp. (PERF). 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.


PFFDPERFDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.10

0.99

+0.11

Calmar ratioReturn relative to maximum drawdown

0.69

-0.33

+1.02

Martin ratioReturn relative to average drawdown

1.96

-0.50

+2.46

PFFD vs. PERF - Sharpe Ratio Comparison

The current PFFD Sharpe Ratio is 0.56, which is higher than the PERF Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of PFFD and PERF, 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

PFFD vs. PERF - Drawdown Comparison

The maximum PFFD drawdown since its inception was -30.93%, smaller than the maximum PERF drawdown of -88.17%. Use the drawdown chart below to compare losses from any high point for PFFD and PERF.


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Drawdown Indicators


PFFDPERFDifference

Max Drawdown

Largest peak-to-trough decline

-30.93%

-88.17%

+57.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-50.38%

+44.41%

Max Drawdown (3Y)

Largest decline over 3 years

-10.84%

-73.20%

+62.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.45%

-88.17%

+63.72%

Current Drawdown

Current decline from peak

-4.55%

-82.53%

+77.98%

Average Drawdown

Average peak-to-trough decline

-6.55%

-51.17%

+44.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

33.09%

-31.00%

Volatility

PFFD vs. PERF - Volatility Comparison

The current volatility for Global X U.S. Preferred ETF (PFFD) is 2.12%, while Perfect Corp. (PERF) has a volatility of 10.42%. This indicates that PFFD experiences smaller price fluctuations and is considered to be less risky than PERF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFDPERFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

10.42%

-8.30%

Volatility (6M)

Calculated over the trailing 6-month period

5.54%

41.67%

-36.13%

Volatility (1Y)

Calculated over the trailing 1-year period

7.30%

58.07%

-50.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.04%

71.27%

-60.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.70%

68.69%

-55.99%

Dividends

PFFD vs. PERF - Dividend Comparison

PFFD's dividend yield for the trailing twelve months is around 6.46%, while PERF has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
PERF
Perfect Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFFD
Global X U.S. Preferred ETF
6.46%6.37%6.42%6.49%6.63%5.09%5.17%5.48%6.21%1.94%

Frequently Asked Questions


PFFD and PERF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PERF has higher volatility (10.42%) compared to PFFD (2.12%). In terms of maximum drawdown, PFFD dropped -30.93% vs PERF's -88.17%.

PFFD currently has the higher Sharpe Ratio (0.56 vs -0.29), 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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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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