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

Correlation

The correlation between PFFL and RPXIX is 0.49, 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.


-0.50.00.51.00.5

Performance

PFFL vs. RPXIX - 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 RiverPark Large Growth Fund (RPXIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
4.52%
9.50%
PFFL
RPXIX

Key characteristics

Sharpe Ratio

PFFL:

0.17

RPXIX:

0.93

Sortino Ratio

PFFL:

0.39

RPXIX:

1.27

Omega Ratio

PFFL:

1.05

RPXIX:

1.18

Calmar Ratio

PFFL:

0.09

RPXIX:

0.46

Martin Ratio

PFFL:

0.61

RPXIX:

3.89

Ulcer Index

PFFL:

6.26%

RPXIX:

4.12%

Daily Std Dev

PFFL:

22.83%

RPXIX:

17.34%

Max Drawdown

PFFL:

-80.68%

RPXIX:

-59.98%

Current Drawdown

PFFL:

-37.30%

RPXIX:

-23.04%

Returns By Period

In the year-to-date period, PFFL achieves a 3.98% return, which is significantly lower than RPXIX's 4.72% return.


PFFL

YTD

3.98%

1M

5.27%

6M

3.90%

1Y

3.11%

5Y*

-8.59%

10Y*

N/A

RPXIX

YTD

4.72%

1M

3.11%

6M

11.46%

1Y

13.95%

5Y*

5.12%

10Y*

5.35%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PFFL vs. RPXIX - Expense Ratio Comparison

PFFL has a 0.85% expense ratio, which is lower than RPXIX's 0.91% expense ratio.


RPXIX
RiverPark Large Growth Fund
Expense ratio chart for RPXIX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for PFFL: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

PFFL vs. RPXIX — 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 1111
Overall Rank
The Sharpe Ratio Rank of PFFL is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFL is 1111
Sortino Ratio Rank
The Omega Ratio Rank of PFFL is 1111
Omega Ratio Rank
The Calmar Ratio Rank of PFFL is 1010
Calmar Ratio Rank
The Martin Ratio Rank of PFFL is 1212
Martin Ratio Rank

RPXIX
The Risk-Adjusted Performance Rank of RPXIX is 4444
Overall Rank
The Sharpe Ratio Rank of RPXIX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of RPXIX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of RPXIX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of RPXIX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of RPXIX is 5151
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. RPXIX - 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 RiverPark Large Growth Fund (RPXIX). 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.


Sharpe ratio
The chart of Sharpe ratio for PFFL, currently valued at 0.17, compared to the broader market0.002.004.000.170.93
The chart of Sortino ratio for PFFL, currently valued at 0.39, compared to the broader market0.005.0010.000.391.27
The chart of Omega ratio for PFFL, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.18
The chart of Calmar ratio for PFFL, currently valued at 0.09, compared to the broader market0.005.0010.0015.0020.000.090.46
The chart of Martin ratio for PFFL, currently valued at 0.60, compared to the broader market0.0020.0040.0060.0080.00100.000.613.89
PFFL
RPXIX

The current PFFL Sharpe Ratio is 0.17, which is lower than the RPXIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PFFL and RPXIX, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.17
0.93
PFFL
RPXIX

Dividends

PFFL vs. RPXIX - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 12.65%, while RPXIX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
12.65%13.77%13.72%13.91%8.81%9.76%12.04%2.02%0.00%0.00%0.00%0.00%
RPXIX
RiverPark Large Growth Fund
0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.04%0.66%0.15%0.26%

Drawdowns

PFFL vs. RPXIX - Drawdown Comparison

The maximum PFFL drawdown since its inception was -80.68%, which is greater than RPXIX's maximum drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for PFFL and RPXIX. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-37.30%
-23.04%
PFFL
RPXIX

Volatility

PFFL vs. RPXIX - Volatility Comparison

ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) has a higher volatility of 9.94% compared to RiverPark Large Growth Fund (RPXIX) at 4.88%. This indicates that PFFL's price experiences larger fluctuations and is considered to be riskier than RPXIX 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%AugustSeptemberOctoberNovemberDecember2025
9.94%
4.88%
PFFL
RPXIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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