PFFD vs. VTI
Compare and contrast key facts about Global X U.S. Preferred ETF (PFFD) and Vanguard Total Stock Market ETF (VTI).
PFFD and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PFFD is a passively managed fund by Global X that tracks the performance of the ICE BofAML Diversified Core U.S. Preferred Securities Index. It was launched on Sep 11, 2017. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both PFFD and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFFD or VTI.
Key characteristics
| PFFD | VTI | |
|---|---|---|
| YTD Return | 10.86% | 26.15% |
| 1Y Return | 16.08% | 35.28% |
| 3Y Return (Ann) | -1.44% | 8.67% |
| 5Y Return (Ann) | 1.84% | 15.15% |
| Sharpe Ratio | 2.03 | 3.04 |
| Sortino Ratio | 2.88 | 4.05 |
| Omega Ratio | 1.37 | 1.57 |
| Calmar Ratio | 0.93 | 4.47 |
| Martin Ratio | 10.96 | 19.73 |
| Ulcer Index | 1.61% | 1.94% |
| Daily Std Dev | 8.68% | 12.58% |
| Max Drawdown | -30.93% | -55.45% |
| Current Drawdown | -5.54% | -0.44% |
Correlation
The correlation between PFFD and VTI is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PFFD vs. VTI - Performance Comparison
In the year-to-date period, PFFD achieves a 10.86% return, which is significantly lower than VTI's 26.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PFFD vs. VTI - Expense Ratio Comparison
PFFD has a 0.23% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
PFFD vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Preferred ETF (PFFD) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
PFFD vs. VTI - Dividend Comparison
PFFD's dividend yield for the trailing twelve months is around 6.16%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFFD Global X U.S. Preferred ETF | 6.16% | 6.49% | 6.63% | 5.09% | 5.19% | 5.49% | 6.22% | 1.94% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PFFD vs. VTI - Drawdown Comparison
The maximum PFFD drawdown since its inception was -30.93%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PFFD and VTI. For additional features, visit the drawdowns tool.
Volatility
PFFD vs. VTI - Volatility Comparison
The current volatility for Global X U.S. Preferred ETF (PFFD) is 2.94%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.97%. This indicates that PFFD experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.