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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 2.97% return, which is significantly higher than BND's 0.46% return.


PFFV

1D
-0.19%
1M
0.23%
YTD
2.97%
6M
3.10%
1Y
5.41%
3Y*
7.52%
5Y*
2.28%
10Y*

BND

1D
0.03%
1M
0.12%
YTD
0.46%
6M
0.46%
1Y
5.19%
3Y*
4.03%
5Y*
0.20%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFV vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PFFV
Global X Variable Rate Preferred ETF
2.97%2.08%9.45%10.64%-13.81%6.35%13.36%
BND
Vanguard Total Bond Market ETF
0.46%7.08%1.38%5.65%-13.11%-1.86%1.67%

Correlation

The correlation between PFFV and BND is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2020

0.36

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Return for Risk

PFFV vs. BND — Risk / Return Rank

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

PFFV
PFFV Risk / Return Rank: 3535
Overall Rank
PFFV Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PFFV Sortino Ratio Rank: 3737
Sortino Ratio Rank
PFFV Omega Ratio Rank: 3636
Omega Ratio Rank
PFFV Calmar Ratio Rank: 3232
Calmar Ratio Rank
PFFV Martin Ratio Rank: 3030
Martin Ratio Rank

BND
BND Risk / Return Rank: 3838
Overall Rank
BND Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4040
Sortino Ratio Rank
BND Omega Ratio Rank: 3636
Omega Ratio Rank
BND Calmar Ratio Rank: 3737
Calmar Ratio Rank
BND Martin Ratio Rank: 3636
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.

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.


PFFVBNDDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.38

-0.06

Sortino ratio

Return per unit of downside risk

1.96

2.07

-0.11

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.60

1.85

-0.25

Martin ratio

Return relative to average drawdown

4.50

5.66

-1.15

PFFV vs. BND - Sharpe Ratio Comparison

The current PFFV Sharpe Ratio is 1.32, which is comparable to the BND Sharpe Ratio of 1.38. 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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Sharpe Ratios by Period


PFFVBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.38

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.03

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.59

-0.03

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%

-5.92%

-0.15%

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

-0.26%

-2.18%

+1.92%

Average Drawdown

Average peak-to-trough decline

-4.19%

-3.06%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

0.88%

+0.27%

Volatility

PFFV vs. BND - Volatility Comparison

The current volatility for Global X Variable Rate Preferred ETF (PFFV) is 0.84%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.26%. This indicates that PFFV experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. 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

0.84%

1.26%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

2.68%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

3.78%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.84%

6.02%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.69%

5.53%

+3.16%

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 8.11%, more than BND's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.96%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
8.11%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 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BND has higher volatility (1.26%) compared to PFFV (0.84%). In terms of maximum drawdown, PFFV dropped -18.96% vs BND's -18.58%.

On 5-year performance, PFFV leads with 2.28% vs 0.20% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, PFFV has been the lower-risk option at 0.84%. 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 2.28% return vs 0.20%. 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 8.11%, compared with 3.96% for BND.

PFFV is categorized as Preferred Stock/Convertible Bonds, 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.

BND currently has the higher Sharpe Ratio (1.38 vs 1.32), 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

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