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PFFR vs. EVPF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFR vs. EVPF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InfraCap REIT Preferred ETF (PFFR) and Eaton Vance Preferred Securities and Income ETF (EVPF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PFFR

1D
-0.22%
1M
-0.75%
YTD
0.80%
6M
0.96%
1Y
6.82%
3Y*
9.27%
5Y*
0.97%
10Y*

EVPF

1D
0.00%
1M
0.75%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFR vs. EVPF - Yearly Performance Comparison


Correlation

The correlation between PFFR and EVPF is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 6, 2026

0.59

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Return for Risk

PFFR vs. EVPF — Risk / Return Rank

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

PFFR
PFFR Risk / Return Rank: 2323
Overall Rank
PFFR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PFFR Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFFR Omega Ratio Rank: 2323
Omega Ratio Rank
PFFR Calmar Ratio Rank: 2323
Calmar Ratio Rank
PFFR Martin Ratio Rank: 2020
Martin Ratio Rank

EVPF
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. EVPF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InfraCap REIT Preferred ETF (PFFR) and Eaton Vance Preferred Securities and Income ETF (EVPF). 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.


PFFREVPFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.04

Martin ratioReturn relative to average drawdown

2.44

PFFR vs. EVPF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PFFREVPFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.13

-0.97

Drawdowns

PFFR vs. EVPF - Drawdown Comparison

The maximum PFFR drawdown since its inception was -53.02%, which is greater than EVPF's maximum drawdown of -2.36%. Use the drawdown chart below to compare losses from any high point for PFFR and EVPF.


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Drawdown Indicators


PFFREVPFDifference

Max Drawdown

Largest peak-to-trough decline

-53.02%

-2.36%

-50.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

Max Drawdown (5Y)

Largest decline over 5 years

-29.80%

Current Drawdown

Current decline from peak

-3.05%

-0.17%

-2.88%

Average Drawdown

Average peak-to-trough decline

-7.00%

-0.52%

-6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

Volatility

PFFR vs. EVPF - Volatility Comparison


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Volatility by Period


PFFREVPFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

7.91%

4.31%

+3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.47%

4.31%

+6.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.54%

4.31%

+16.23%

PFFR vs. EVPF - Expense Ratio Comparison

PFFR has a 0.45% expense ratio, which is higher than EVPF's 0.39% expense ratio.


Dividends

PFFR vs. EVPF - Dividend Comparison

PFFR's dividend yield for the trailing twelve months is around 8.29%, more than EVPF's 1.08% yield.


PositionTTM202520242023202220212020201920182017
EVPF
Eaton Vance Preferred Securities and Income ETF
1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFFR
InfraCap REIT Preferred ETF
8.29%7.99%7.78%7.72%8.60%6.08%6.11%5.77%6.48%6.59%

Frequently Asked Questions


PFFR and EVPF have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EVPF is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EVPF is cheaper with a 0.39% expense ratio, compared with 0.45% for PFFR.

PFFR has the higher dividend yield at 8.29%, compared with 1.08% for EVPF.

They also come from different issuers: Virtus Investment Partners and Eaton Vance. Their fees differ too: 0.45% for PFFR and 0.39% for EVPF.

Portfolio Optimizer

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