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

Performance

PFFR vs. FRIFX - Performance Comparison

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

Loading graphics...

PFFR vs. FRIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFFR
InfraCap REIT Preferred ETF
-2.23%5.36%7.12%21.04%-23.90%6.76%0.19%20.28%-7.45%7.60%
FRIFX
Fidelity Real Estate Income Fund
-0.00%7.16%7.93%9.32%-14.54%18.90%-1.09%17.92%-1.80%4.51%

Returns By Period


PFFR

1D
0.64%
1M
-2.73%
YTD
-2.23%
6M
-3.91%
1Y
3.15%
3Y*
9.23%
5Y*
0.69%
10Y*

FRIFX

1D
0.33%
1M
-3.10%
YTD
-0.00%
6M
1.00%
1Y
4.36%
3Y*
7.40%
5Y*
3.89%
10Y*
5.27%
*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. FRIFX - Expense Ratio Comparison

PFFR has a 0.45% expense ratio, which is lower than FRIFX's 0.71% expense ratio.


Return for Risk

PFFR vs. FRIFX — Risk / Return Rank

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

PFFR
PFFR Risk / Return Rank: 2121
Overall Rank
PFFR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PFFR Sortino Ratio Rank: 2121
Sortino Ratio Rank
PFFR Omega Ratio Rank: 2121
Omega Ratio Rank
PFFR Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFFR Martin Ratio Rank: 1919
Martin Ratio Rank

FRIFX
FRIFX Risk / Return Rank: 4444
Overall Rank
FRIFX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FRIFX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FRIFX Omega Ratio Rank: 4141
Omega Ratio Rank
FRIFX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FRIFX Martin Ratio Rank: 4747
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. FRIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InfraCap REIT Preferred ETF (PFFR) and Fidelity Real Estate Income Fund (FRIFX). 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.


PFFRFRIFXDifference

Sharpe ratio

Return per unit of total volatility

0.37

0.92

-0.55

Sortino ratio

Return per unit of downside risk

0.55

1.23

-0.68

Omega ratio

Gain probability vs. loss probability

1.07

1.18

-0.11

Calmar ratio

Return relative to maximum drawdown

0.36

1.08

-0.72

Martin ratio

Return relative to average drawdown

0.89

4.65

-3.75

PFFR vs. FRIFX - Sharpe Ratio Comparison

The current PFFR Sharpe Ratio is 0.37, which is lower than the FRIFX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PFFR and FRIFX, 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


PFFRFRIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.92

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.60

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.71

-0.57

Correlation

The correlation between PFFR and FRIFX 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.


Dividends

PFFR vs. FRIFX - Dividend Comparison

PFFR's dividend yield for the trailing twelve months is around 8.40%, more than FRIFX's 4.69% yield.


TTM20252024202320222021202020192018201720162015
PFFR
InfraCap REIT Preferred ETF
8.40%7.99%7.78%7.72%8.60%6.08%6.11%5.77%6.48%6.59%0.00%0.00%
FRIFX
Fidelity Real Estate Income Fund
4.69%4.69%4.65%4.99%6.04%1.47%4.77%5.68%5.08%4.40%4.98%3.65%

Drawdowns

PFFR vs. FRIFX - Drawdown Comparison

The maximum PFFR drawdown since its inception was -53.02%, which is greater than FRIFX's maximum drawdown of -38.27%. Use the drawdown chart below to compare losses from any high point for PFFR and FRIFX.


Loading graphics...

Drawdown Indicators


PFFRFRIFXDifference

Max Drawdown

Largest peak-to-trough decline

-53.02%

-38.27%

-14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-4.34%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-29.80%

-18.12%

-11.68%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-5.97%

-3.10%

-2.87%

Average Drawdown

Average peak-to-trough decline

-7.07%

-4.29%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.01%

+1.64%

Volatility

PFFR vs. FRIFX - Volatility Comparison

InfraCap REIT Preferred ETF (PFFR) has a higher volatility of 3.66% compared to Fidelity Real Estate Income Fund (FRIFX) at 1.60%. This indicates that PFFR's price experiences larger fluctuations and is considered to be riskier than FRIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PFFRFRIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

1.60%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

5.77%

2.91%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

8.61%

4.95%

+3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.38%

6.50%

+3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

9.47%

+11.23%