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PFFV vs. PFXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFV vs. PFXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Variable Rate Preferred ETF (PFFV) and VanEck Vectors Preferred Securities ex Financials ETF (PFXF). 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 2.28% return, which is significantly lower than PFXF's 5.59% return.


PFFV

1D
-0.83%
1M
-0.45%
YTD
2.28%
6M
2.11%
1Y
4.43%
3Y*
7.71%
5Y*
1.90%
10Y*

PFXF

1D
-1.30%
1M
-0.84%
YTD
5.59%
6M
4.73%
1Y
15.75%
3Y*
9.53%
5Y*
3.82%
10Y*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFV vs. PFXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PFFV
Global X Variable Rate Preferred ETF
2.28%2.08%9.45%10.64%-13.81%6.35%13.36%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
5.59%9.64%8.42%11.20%-18.83%11.61%15.25%

Correlation

The correlation between PFFV and PFXF is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.65

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

0.71

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

0.72

The correlation between PFFV and PFXF shifts across timeframes, from 0.57 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PFFV vs. PFXF — Risk / Return Rank

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

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

PFXF
PFXF Risk / Return Rank: 5252
Overall Rank
PFXF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PFXF Sortino Ratio Rank: 5151
Sortino Ratio Rank
PFXF Omega Ratio Rank: 4848
Omega Ratio Rank
PFXF Calmar Ratio Rank: 5656
Calmar Ratio Rank
PFXF Martin Ratio Rank: 5454
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. PFXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Variable Rate Preferred ETF (PFFV) and VanEck Vectors Preferred Securities ex Financials ETF (PFXF). 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.


PFFVPFXFDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratioReturn relative to maximum drawdown

1.38

2.71

-1.34

Martin ratioReturn relative to average drawdown

3.84

9.05

-5.21

PFFV vs. PFXF - Sharpe Ratio Comparison

The current PFFV Sharpe Ratio is 1.05, which is lower than the PFXF Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of PFFV and PFXF, 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. PFXF - Drawdown Comparison

The maximum PFFV drawdown since its inception was -18.96%, smaller than the maximum PFXF drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for PFFV and PFXF.


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Drawdown Indicators


PFFVPFXFDifference

Max Drawdown

Largest peak-to-trough decline

-18.96%

-35.49%

+16.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.23%

-5.83%

+2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-11.90%

+5.83%

Max Drawdown (5Y)

Largest decline over 5 years

-18.96%

-21.80%

+2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

Current Drawdown

Current decline from peak

-0.94%

-3.64%

+2.70%

Average Drawdown

Average peak-to-trough decline

-4.15%

-3.90%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.74%

-0.58%

Volatility

PFFV vs. PFXF - Volatility Comparison

The current volatility for Global X Variable Rate Preferred ETF (PFFV) is 1.19%, while VanEck Vectors Preferred Securities ex Financials ETF (PFXF) has a volatility of 3.70%. This indicates that PFFV experiences smaller price fluctuations and is considered to be less risky than PFXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFVPFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

3.70%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

7.35%

-4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

9.43%

-5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.85%

11.00%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.66%

13.25%

-4.59%

PFFV vs. PFXF - Expense Ratio Comparison

PFFV has a 0.25% expense ratio, which is lower than PFXF's 0.41% expense ratio.


Dividends

PFFV vs. PFXF - Dividend Comparison

PFFV's dividend yield for the trailing twelve months is around 8.17%, more than PFXF's 6.25% yield.


PositionTTM20252024202320222021202020192018201720162015
PFFV
Global X Variable Rate Preferred ETF
8.17%8.26%7.33%7.17%6.60%5.23%2.29%0.00%0.00%0.00%0.00%0.00%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
6.25%6.72%7.82%7.88%6.74%4.66%5.19%5.35%6.56%5.93%5.81%5.99%

Frequently Asked Questions


PFFV and PFXF have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFXF has higher volatility (3.70%) compared to PFFV (1.19%). In terms of maximum drawdown, PFFV dropped -18.96% vs PFXF's -35.49%.

On 5-year performance, PFXF leads with 3.82% vs 1.90% for PFFV. On fees, PFFV is cheaper at 0.25% per year. On volatility, PFFV has been the lower-risk option at 1.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PFXF has performed better with a 3.82% return vs 1.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFFV is cheaper with a 0.25% expense ratio, compared with 0.41% for PFXF.

PFFV has the higher dividend yield at 8.17%, compared with 6.25% for PFXF.

PFFV tracks ICE U.S. Variable Rate Preferred Securities Index, while PFXF tracks Wells Fargo Hybrid and Preferred Securities ex Financials Index. They also come from different issuers: Global X and VanEck. Their fees differ too: 0.25% for PFFV and 0.41% for PFXF.

PFXF currently has the higher Sharpe Ratio (1.68 vs 1.05), 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 PFXF

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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