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PFFL vs. PFFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFFL and PFFA is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PFFL vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-30.54%
50.43%
PFFL
PFFA

Key characteristics

Sharpe Ratio

PFFL:

-0.12

PFFA:

0.97

Sortino Ratio

PFFL:

-0.00

PFFA:

1.32

Omega Ratio

PFFL:

1.00

PFFA:

1.20

Calmar Ratio

PFFL:

-0.06

PFFA:

0.83

Martin Ratio

PFFL:

-0.32

PFFA:

3.50

Ulcer Index

PFFL:

9.01%

PFFA:

2.89%

Daily Std Dev

PFFL:

24.04%

PFFA:

10.41%

Max Drawdown

PFFL:

-80.68%

PFFA:

-70.52%

Current Drawdown

PFFL:

-43.09%

PFFA:

-6.39%

Returns By Period

In the year-to-date period, PFFL achieves a -5.59% return, which is significantly lower than PFFA's -2.95% return.


PFFL

YTD

-5.59%

1M

-3.47%

6M

-14.20%

1Y

-0.96%

5Y*

-1.93%

10Y*

N/A

PFFA

YTD

-2.95%

1M

-2.77%

6M

-5.23%

1Y

10.87%

5Y*

15.11%

10Y*

N/A

*Annualized

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PFFL vs. PFFA - Expense Ratio Comparison

PFFL has a 0.85% expense ratio, which is lower than PFFA's 1.47% expense ratio.


Expense ratio chart for PFFA: current value is 1.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFFA: 1.47%
Expense ratio chart for PFFL: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFFL: 0.85%

Risk-Adjusted Performance

PFFL vs. PFFA — Risk-Adjusted Performance Rank

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

PFFL
The Risk-Adjusted Performance Rank of PFFL is 1616
Overall Rank
The Sharpe Ratio Rank of PFFL is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFL is 1616
Sortino Ratio Rank
The Omega Ratio Rank of PFFL is 1616
Omega Ratio Rank
The Calmar Ratio Rank of PFFL is 1717
Calmar Ratio Rank
The Martin Ratio Rank of PFFL is 1616
Martin Ratio Rank

PFFA
The Risk-Adjusted Performance Rank of PFFA is 7979
Overall Rank
The Sharpe Ratio Rank of PFFA is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFA is 7777
Sortino Ratio Rank
The Omega Ratio Rank of PFFA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of PFFA is 7979
Calmar Ratio Rank
The Martin Ratio Rank of PFFA is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFFL vs. PFFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


The chart of Sharpe ratio for PFFL, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00
PFFL: -0.12
PFFA: 0.97
The chart of Sortino ratio for PFFL, currently valued at -0.00, compared to the broader market-2.000.002.004.006.008.00
PFFL: -0.00
PFFA: 1.32
The chart of Omega ratio for PFFL, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
PFFL: 1.00
PFFA: 1.20
The chart of Calmar ratio for PFFL, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
PFFL: -0.06
PFFA: 0.83
The chart of Martin ratio for PFFL, currently valued at -0.32, compared to the broader market0.0020.0040.0060.00
PFFL: -0.32
PFFA: 3.50

The current PFFL Sharpe Ratio is -0.12, which is lower than the PFFA Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PFFL and PFFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.12
0.97
PFFL
PFFA

Dividends

PFFL vs. PFFA - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 13.45%, more than PFFA's 9.81% yield.


TTM2024202320222021202020192018
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
13.45%13.76%13.72%13.90%8.82%9.75%12.03%2.02%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.81%9.18%9.56%10.75%7.64%8.54%10.02%5.15%

Drawdowns

PFFL vs. PFFA - Drawdown Comparison

The maximum PFFL drawdown since its inception was -80.68%, which is greater than PFFA's maximum drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for PFFL and PFFA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.09%
-6.39%
PFFL
PFFA

Volatility

PFFL vs. PFFA - Volatility Comparison

ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) has a higher volatility of 10.49% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 7.33%. This indicates that PFFL's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.49%
7.33%
PFFL
PFFA