PFFD vs. PERF
PFFD (Global X U.S. Preferred ETF) is Preferred Stock/Convertible Bonds fund tracking the ICE BofA Diversified Core U.S. Preferred Securities Index, while PERF (Perfect Corp.) is a stock. Over the past 5 years, PFFD returned -0.50%/yr vs -29.83%/yr for PERF. At a 0.07 correlation, their price movements are largely independent.
Performance
PFFD vs. PERF - Performance Comparison
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Returns By Period
In the year-to-date period, PFFD achieves a 1.42% return, which is significantly higher than PERF's -8.84% return.
PFFD
- 1D
- -0.32%
- 1M
- -0.22%
- YTD
- 1.42%
- 6M
- 0.94%
- 1Y
- 5.94%
- 3Y*
- 5.63%
- 5Y*
- -0.50%
- 10Y*
- —
PERF
- 1D
- -0.60%
- 1M
- -4.07%
- YTD
- -8.84%
- 6M
- -5.71%
- 1Y
- -23.61%
- 3Y*
- -30.14%
- 5Y*
- -29.83%
- 10Y*
- —
PFFD vs. PERF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PFFD Global X U.S. Preferred ETF | 1.42% | 3.22% | 7.07% | 6.85% | -20.20% | 8.32% |
PERF Perfect Corp. | -8.84% | -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
PFFD
PERF
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.
| PFFD | PERF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.97 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | -0.47 | +1.47 |
| Martin ratioReturn relative to average drawdown | 2.91 | -0.74 | +3.65 |
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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
| PFFD | PERF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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% | -73.79% | +62.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -88.17% | +63.72% |
Current DrawdownCurrent decline from peak | -4.50% | -84.99% | +80.49% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -50.81% | +44.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 32.16% | -30.12% |
Volatility
PFFD vs. PERF - Volatility Comparison
The current volatility for Global X U.S. Preferred ETF (PFFD) is 2.01%, while Perfect Corp. (PERF) has a volatility of 5.71%. 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
| PFFD | PERF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 5.71% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 5.45% | 41.39% | -35.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.35% | 59.02% | -51.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.01% | 71.10% | -60.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.73% | 68.91% | -56.18% |
Dividends
PFFD vs. PERF - Dividend Comparison
PFFD's dividend yield for the trailing twelve months is around 6.42%, while PERF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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 | 6.42% | 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 (5.71%) compared to PFFD (2.01%). In terms of maximum drawdown, PFFD dropped -30.93% vs PERF's -88.17%.
PFFD currently has the higher Sharpe Ratio (0.81 vs -0.40), 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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