PortfoliosLab logoPortfoliosLab logo
PFFR vs. CRED
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFFR vs. CRED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InfraCap REIT Preferred ETF (PFFR) and Columbia Research Enhanced Real Estate ETF (CRED). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PFFR vs. CRED - Yearly Performance Comparison


2026 (YTD)202520242023
PFFR
InfraCap REIT Preferred ETF
-2.40%5.36%7.12%16.61%
CRED
Columbia Research Enhanced Real Estate ETF
3.55%-2.30%5.21%13.18%

Returns By Period

In the year-to-date period, PFFR achieves a -2.40% return, which is significantly lower than CRED's 3.55% return.


PFFR

1D
-0.17%
1M
-2.57%
YTD
-2.40%
6M
-5.09%
1Y
2.74%
3Y*
9.17%
5Y*
0.66%
10Y*

CRED

1D
0.42%
1M
-5.99%
YTD
3.55%
6M
-0.50%
1Y
0.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PFFR vs. CRED - Expense Ratio Comparison

PFFR has a 0.45% expense ratio, which is higher than CRED's 0.33% expense ratio.


Return for Risk

PFFR vs. CRED — Risk / Return Rank

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

PFFR
PFFR Risk / Return Rank: 1919
Overall Rank
PFFR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PFFR Sortino Ratio Rank: 1818
Sortino Ratio Rank
PFFR Omega Ratio Rank: 1717
Omega Ratio Rank
PFFR Calmar Ratio Rank: 2222
Calmar Ratio Rank
PFFR Martin Ratio Rank: 1919
Martin Ratio Rank

CRED
CRED Risk / Return Rank: 1212
Overall Rank
CRED Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CRED Sortino Ratio Rank: 1111
Sortino Ratio Rank
CRED Omega Ratio Rank: 1111
Omega Ratio Rank
CRED Calmar Ratio Rank: 1313
Calmar Ratio Rank
CRED Martin Ratio Rank: 1212
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.

PFFR vs. CRED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InfraCap REIT Preferred ETF (PFFR) and Columbia Research Enhanced Real Estate ETF (CRED). 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.


PFFRCREDDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.02

+0.30

Sortino ratio

Return per unit of downside risk

0.48

0.13

+0.35

Omega ratio

Gain probability vs. loss probability

1.06

1.02

+0.04

Calmar ratio

Return relative to maximum drawdown

0.45

0.04

+0.41

Martin ratio

Return relative to average drawdown

1.11

0.12

+0.99

PFFR vs. CRED - Sharpe Ratio Comparison

The current PFFR Sharpe Ratio is 0.32, which is higher than the CRED Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of PFFR and CRED, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PFFRCREDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.02

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.40

-0.26

Correlation

The correlation between PFFR and CRED is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PFFR vs. CRED - Dividend Comparison

PFFR's dividend yield for the trailing twelve months is around 8.41%, more than CRED's 4.92% yield.


TTM202520242023202220212020201920182017
PFFR
InfraCap REIT Preferred ETF
8.41%7.99%7.78%7.72%8.60%6.08%6.11%5.77%6.48%6.59%
CRED
Columbia Research Enhanced Real Estate ETF
4.92%5.50%4.82%2.72%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PFFR vs. CRED - Drawdown Comparison

The maximum PFFR drawdown since its inception was -53.02%, which is greater than CRED's maximum drawdown of -17.59%. Use the drawdown chart below to compare losses from any high point for PFFR and CRED.


Loading graphics...

Drawdown Indicators


PFFRCREDDifference

Max Drawdown

Largest peak-to-trough decline

-53.02%

-17.59%

-35.43%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-11.36%

+4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-29.80%

Current Drawdown

Current decline from peak

-6.14%

-7.24%

+1.10%

Average Drawdown

Average peak-to-trough decline

-7.07%

-5.88%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

3.94%

-1.26%

Volatility

PFFR vs. CRED - Volatility Comparison

The current volatility for InfraCap REIT Preferred ETF (PFFR) is 3.66%, while Columbia Research Enhanced Real Estate ETF (CRED) has a volatility of 4.35%. This indicates that PFFR experiences smaller price fluctuations and is considered to be less risky than CRED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PFFRCREDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

4.35%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

5.73%

9.05%

-3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

8.57%

15.43%

-6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.38%

16.37%

-5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.69%

16.37%

+4.32%