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PFFR vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFR vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InfraCap REIT Preferred ETF (PFFR) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFFR achieves a 1.56% return, which is significantly lower than IBIC's 2.43% return.


PFFR

1D
-0.54%
1M
1.00%
YTD
1.56%
6M
1.11%
1Y
6.55%
3Y*
9.29%
5Y*
0.99%
10Y*

IBIC

1D
0.04%
1M
0.12%
YTD
2.43%
6M
2.57%
1Y
4.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFR vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
PFFR
InfraCap REIT Preferred ETF
1.56%5.36%7.12%8.65%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.43%4.96%5.25%2.17%

Correlation

The correlation between PFFR and IBIC is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.13

The correlation between PFFR and IBIC shifts across timeframes, from -0.17 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PFFR vs. IBIC — Risk / Return Rank

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

PFFR
PFFR Risk / Return Rank: 2222
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: 2222
Calmar Ratio Rank
PFFR Martin Ratio Rank: 2020
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InfraCap REIT Preferred ETF (PFFR) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PFFRIBICDifference
Sharpe ratioReturn per unit of total volatility

-4.15

Sortino ratioReturn per unit of downside risk

-7.74

Omega ratioGain probability vs. loss probability

1.15

2.22

-1.07

Calmar ratioReturn relative to maximum drawdown

1.00

16.56

-15.56

Martin ratioReturn relative to average drawdown

2.30

58.67

-56.37

PFFR vs. IBIC - Sharpe Ratio Comparison

The current PFFR Sharpe Ratio is 0.84, which is lower than the IBIC Sharpe Ratio of 4.99. The chart below compares the historical Sharpe Ratios of PFFR and IBIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PFFR vs. IBIC - Drawdown Comparison

The maximum PFFR drawdown since its inception was -53.02%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for PFFR and IBIC.


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Drawdown Indicators


PFFRIBICDifference

Max Drawdown

Largest peak-to-trough decline

-53.02%

-0.90%

-52.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-0.27%

-6.30%

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

-2.32%

-0.08%

-2.24%

Average Drawdown

Average peak-to-trough decline

-6.97%

-0.10%

-6.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

0.08%

+2.77%

Volatility

PFFR vs. IBIC - Volatility Comparison

InfraCap REIT Preferred ETF (PFFR) has a higher volatility of 2.10% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.17%. This indicates that PFFR's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFRIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

0.17%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

6.05%

0.67%

+5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

7.82%

0.89%

+6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.48%

1.56%

+8.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

1.56%

+18.92%

PFFR vs. IBIC - Expense Ratio Comparison

PFFR has a 0.45% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

PFFR vs. IBIC - Dividend Comparison

PFFR's dividend yield for the trailing twelve months is around 8.30%, more than IBIC's 3.58% yield.


PositionTTM202520242023202220212020201920182017
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.58%4.43%4.65%0.83%0.00%0.00%0.00%0.00%0.00%0.00%
PFFR
InfraCap REIT Preferred ETF
8.30%7.99%7.78%7.72%8.60%6.08%6.11%5.77%6.48%6.59%

Frequently Asked Questions


PFFR and IBIC have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFFR has higher volatility (2.10%) compared to IBIC (0.17%). In terms of maximum drawdown, PFFR dropped -53.02% vs IBIC's -0.90%.

On 1-year performance, PFFR leads with 6.55% vs 4.42% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PFFR has performed better with a 6.55% return vs 4.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIC is cheaper with a 0.10% expense ratio, compared with 0.45% for PFFR.

PFFR has the higher dividend yield at 8.30%, compared with 3.58% for IBIC.

PFFR is categorized as Preferred Stock/Convertible Bonds, while IBIC is Inflation-Protected Bonds. PFFR tracks Indxx REIT Preferred Stock Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Virtus Investment Partners and iShares. Their fees differ too: 0.45% for PFFR and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.99 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PFFR and IBIC

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