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PFFV vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFV vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Variable Rate Preferred ETF (PFFV) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFFV achieves a 2.94% return, which is significantly higher than BND's -0.54% return.


PFFV

1D
-0.05%
1M
0.20%
6M
0.85%
YTD
2.94%
1Y
3.17%
3Y*
6.48%
5Y*
1.96%
10Y*
ALL TIME*
4.69%

BND

1D
-0.26%
1M
-1.20%
6M
-0.75%
YTD
-0.54%
1Y
1.75%
3Y*
3.92%
5Y*
-0.42%
10Y*
1.36%
ALL TIME*
2.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$451.00M$507.49M$592.68M
$966.57K$1.21M$1.24M

PFFV vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PFFV
Global X Variable Rate Preferred ETF
2.94%2.08%9.45%10.64%-13.81%6.35%13.36%
BND
Vanguard Total Bond Market ETF
-0.54%7.08%1.38%5.65%-13.11%-1.86%1.68%

Correlation

The correlation between PFFV and BND is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (3Y)
Balances recent behavior with more history.

0.40

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2020

0.36

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Return for Risk

PFFV vs. BND — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PFFV
PFFV Risk / Return Rank: 2929
Overall Rank
PFFV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PFFV Sortino Ratio Rank: 2828
Sortino Ratio Rank
PFFV Omega Ratio Rank: 2828
Omega Ratio Rank
PFFV Calmar Ratio Rank: 3030
Calmar Ratio Rank
PFFV Martin Ratio Rank: 3030
Martin Ratio Rank

BND
BND Risk / Return Rank: 2929
Overall Rank
BND Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BND Sortino Ratio Rank: 2828
Sortino Ratio Rank
BND Omega Ratio Rank: 2626
Omega Ratio Rank
BND Calmar Ratio Rank: 3030
Calmar Ratio Rank
BND Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PFFV vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Variable Rate Preferred ETF (PFFV) and Vanguard Total Bond Market ETF (BND). 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.


PFFVBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.13

1.12

+0.01

Calmar ratioReturn relative to maximum drawdown

0.95

0.99

-0.03

Martin ratioReturn relative to average drawdown

2.63

2.48

+0.15

PFFV vs. BND - Sharpe Ratio Comparison

The current PFFV Sharpe Ratio is 0.75, which is comparable to the BND Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PFFV and BND, 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

PFFV vs. BND - Drawdown Comparison

The maximum PFFV drawdown since its inception was -18.96%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for PFFV and BND.


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Drawdown Indicators


PFFVBNDDifference

Max Drawdown

Largest peak-to-trough decline

-18.96%

-18.58%

-0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.23%

-2.68%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-4.81%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-18.96%

-17.91%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-0.30%

-3.15%

+2.85%

Average Drawdown

Average peak-to-trough decline

-4.09%

-3.06%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.07%

+0.10%

Volatility

PFFV vs. BND - Volatility Comparison

Global X Variable Rate Preferred ETF (PFFV) and Vanguard Total Bond Market ETF (BND) have volatilities of 0.99% and 0.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFVBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

0.98%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

2.90%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

3.70%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.85%

6.03%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.60%

5.53%

+3.07%

PFFV vs. BND - Expense Ratio Comparison

PFFV has a 0.25% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PFFV vs. BND - Dividend Comparison

PFFV's dividend yield for the trailing twelve months is around 8.13%, more than BND's 4.03% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.69%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
PFFV
Global X Variable Rate Preferred ETF
7.50%8.26%7.33%7.17%6.60%5.23%2.29%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PFFV and BND have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFFV has higher volatility (0.99%) compared to BND (0.98%). In terms of maximum drawdown, PFFV dropped -18.96% vs BND's -18.58%.

On 5-year performance, PFFV leads with 1.96% vs -0.42% for BND. On fees, BND is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PFFV has performed better with a 1.96% return vs -0.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.25% for PFFV.

PFFV has the higher dividend yield at 7.50%, compared with 3.69% for BND.

PFFV is categorized as Preferred Stock, while BND is Total Bond Market. PFFV tracks ICE U.S. Variable Rate Preferred Securities Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.25% for PFFV and 0.03% for BND.

PFFV currently has the higher Sharpe Ratio (0.75 vs 0.72), 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 PFFV and BND

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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