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PFFV vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFFV and BND is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
26.73%
-7.35%
PFFV
BND

Key characteristics

Sharpe Ratio

PFFV:

1.37

BND:

0.31

Sortino Ratio

PFFV:

1.98

BND:

0.46

Omega Ratio

PFFV:

1.25

BND:

1.05

Calmar Ratio

PFFV:

1.65

BND:

0.12

Martin Ratio

PFFV:

8.76

BND:

0.87

Ulcer Index

PFFV:

1.04%

BND:

1.91%

Daily Std Dev

PFFV:

6.62%

BND:

5.43%

Max Drawdown

PFFV:

-18.95%

BND:

-18.84%

Current Drawdown

PFFV:

-2.03%

BND:

-9.27%

Returns By Period

In the year-to-date period, PFFV achieves a 9.78% return, which is significantly higher than BND's 1.48% return.


PFFV

YTD

9.78%

1M

0.27%

6M

3.93%

1Y

8.68%

5Y*

N/A

10Y*

N/A

BND

YTD

1.48%

1M

-0.24%

6M

1.41%

1Y

1.67%

5Y*

-0.34%

10Y*

1.36%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


PFFV
Global X Variable Rate Preferred ETF
Expense ratio chart for PFFV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

PFFV vs. BND - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PFFV, currently valued at 1.37, compared to the broader market0.002.004.001.370.31
The chart of Sortino ratio for PFFV, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.001.980.46
The chart of Omega ratio for PFFV, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.05
The chart of Calmar ratio for PFFV, currently valued at 1.65, compared to the broader market0.005.0010.0015.001.650.12
The chart of Martin ratio for PFFV, currently valued at 8.76, compared to the broader market0.0020.0040.0060.0080.00100.008.760.87
PFFV
BND

The current PFFV Sharpe Ratio is 1.37, which is higher than the BND Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of PFFV and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.37
0.31
PFFV
BND

Dividends

PFFV vs. BND - Dividend Comparison

PFFV's dividend yield for the trailing twelve months is around 7.45%, more than BND's 3.62% yield.


TTM20232022202120202019201820172016201520142013
PFFV
Global X Variable Rate Preferred ETF
7.45%7.17%6.60%5.25%2.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.33%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

PFFV vs. BND - Drawdown Comparison

The maximum PFFV drawdown since its inception was -18.95%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for PFFV and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.03%
-9.27%
PFFV
BND

Volatility

PFFV vs. BND - Volatility Comparison

Global X Variable Rate Preferred ETF (PFFV) has a higher volatility of 2.42% compared to Vanguard Total Bond Market ETF (BND) at 1.65%. This indicates that PFFV's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
2.42%
1.65%
PFFV
BND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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