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

Correlation

The correlation between PFFL and RPXIX is 0.50, 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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-25.14%
12.09%
PFFL
RPXIX

Key characteristics

Sharpe Ratio

PFFL:

0.33

RPXIX:

1.00

Sortino Ratio

PFFL:

0.59

RPXIX:

1.35

Omega Ratio

PFFL:

1.08

RPXIX:

1.20

Calmar Ratio

PFFL:

0.16

RPXIX:

0.45

Martin Ratio

PFFL:

1.40

RPXIX:

5.93

Ulcer Index

PFFL:

5.00%

RPXIX:

2.89%

Daily Std Dev

PFFL:

20.95%

RPXIX:

17.10%

Max Drawdown

PFFL:

-80.68%

RPXIX:

-59.98%

Current Drawdown

PFFL:

-38.67%

RPXIX:

-25.65%

Returns By Period

In the year-to-date period, PFFL achieves a 6.56% return, which is significantly lower than RPXIX's 15.91% return.


PFFL

YTD

6.56%

1M

-3.41%

6M

3.05%

1Y

6.23%

5Y*

-8.42%

10Y*

N/A

RPXIX

YTD

15.91%

1M

-5.73%

6M

3.26%

1Y

15.82%

5Y*

5.65%

10Y*

4.49%

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 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 0.33, compared to the broader market0.002.004.000.331.00
The chart of Sortino ratio for PFFL, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.0010.000.591.35
The chart of Omega ratio for PFFL, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.20
The chart of Calmar ratio for PFFL, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.160.45
The chart of Martin ratio for PFFL, currently valued at 1.40, compared to the broader market0.0020.0040.0060.0080.00100.001.405.93
PFFL
RPXIX

The current PFFL Sharpe Ratio is 0.33, which is lower than the RPXIX Sharpe Ratio of 1.00. 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.33
1.00
PFFL
RPXIX

Dividends

PFFL vs. RPXIX - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 13.54%, while RPXIX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
13.54%13.72%13.91%8.81%9.76%12.04%2.02%0.00%0.00%0.00%0.00%0.00%
RPXIX
RiverPark Large Growth Fund
0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.04%0.66%0.15%0.26%0.20%

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%JulyAugustSeptemberOctoberNovemberDecember
-38.67%
-25.65%
PFFL
RPXIX

Volatility

PFFL vs. RPXIX - Volatility Comparison

The current volatility for ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) is 4.42%, while RiverPark Large Growth Fund (RPXIX) has a volatility of 8.28%. This indicates that PFFL experiences smaller price fluctuations and is considered to be less risky than RPXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.42%
8.28%
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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