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PFFL vs. RPXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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PFFL vs. RPXIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
-4.36%2.18%4.77%8.65%-39.15%7.52%-15.47%30.21%-11.05%
RPXIX
RiverPark Large Growth Fund
-13.34%13.18%22.55%51.57%-47.37%1.09%55.28%32.49%-17.15%

Returns By Period

In the year-to-date period, PFFL achieves a -4.36% return, which is significantly higher than RPXIX's -13.34% return.


PFFL

1D
0.68%
1M
-7.39%
YTD
-4.36%
6M
-7.76%
1Y
0.89%
3Y*
2.13%
5Y*
-6.10%
10Y*

RPXIX

1D
0.28%
1M
-8.04%
YTD
-13.34%
6M
-12.24%
1Y
5.71%
3Y*
16.04%
5Y*
-1.11%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFFL vs. RPXIX - Expense Ratio Comparison

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


Return for Risk

PFFL vs. RPXIX — Risk / Return Rank

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

PFFL
PFFL Risk / Return Rank: 1313
Overall Rank
PFFL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PFFL Sortino Ratio Rank: 1313
Sortino Ratio Rank
PFFL Omega Ratio Rank: 1313
Omega Ratio Rank
PFFL Calmar Ratio Rank: 1212
Calmar Ratio Rank
PFFL Martin Ratio Rank: 1212
Martin Ratio Rank

RPXIX
RPXIX Risk / Return Rank: 1111
Overall Rank
RPXIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RPXIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
RPXIX Omega Ratio Rank: 1313
Omega Ratio Rank
RPXIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
RPXIX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PFFL vs. RPXIX - Risk-Adjusted Trends 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.


PFFLRPXIXDifference

Sharpe ratio

Return per unit of total volatility

0.05

0.28

-0.24

Sortino ratio

Return per unit of downside risk

0.20

0.56

-0.37

Omega ratio

Gain probability vs. loss probability

1.03

1.08

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.01

0.20

-0.21

Martin ratio

Return relative to average drawdown

-0.02

0.71

-0.73

PFFL vs. RPXIX - Sharpe Ratio Comparison

The current PFFL Sharpe Ratio is 0.05, which is lower than the RPXIX Sharpe Ratio of 0.28. 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.


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Sharpe Ratios by Period


PFFLRPXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.28

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

-0.04

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.46

-0.54

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.


Dividends

PFFL vs. RPXIX - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 13.68%, more than RPXIX's 10.56% yield.


TTM20252024202320222021202020192018201720162015
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
13.68%13.27%13.76%13.71%13.90%8.82%9.75%11.21%2.02%0.00%0.00%0.00%
RPXIX
RiverPark Large Growth Fund
10.56%9.15%7.22%0.00%0.01%3.79%6.69%11.76%15.17%9.01%0.54%1.72%

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 -58.56%. Use the drawdown chart below to compare losses from any high point for PFFL and RPXIX.


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Drawdown Indicators


PFFLRPXIXDifference

Max Drawdown

Largest peak-to-trough decline

-80.68%

-58.56%

-22.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-15.28%

+3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-48.51%

-58.56%

+10.05%

Max Drawdown (10Y)

Largest decline over 10 years

-58.56%

Current Drawdown

Current decline from peak

-41.08%

-20.17%

-20.91%

Average Drawdown

Average peak-to-trough decline

-28.32%

-11.64%

-16.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

4.30%

+0.44%

Volatility

PFFL vs. RPXIX - Volatility Comparison

ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) has a higher volatility of 6.74% compared to RiverPark Large Growth Fund (RPXIX) at 4.87%. 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.


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Volatility by Period


PFFLRPXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

4.87%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

10.79%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

21.14%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.54%

26.37%

-2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.95%

24.71%

+31.24%