PFFV vs. SAMBX

Last updated Jun 5, 2026

PFFV (Global X Variable Rate Preferred ETF) and SAMBX (Virtus Seix Floating Rate High Income Fund) are both funds - PFFV is a Preferred Stock/Convertible Bonds fund tracking the ICE U.S. Variable Rate Preferred Securities Index, while SAMBX is a Bank Loan fund managed by Virtus. Over the past 5 years, PFFV returned 2.23%/yr vs 5.52%/yr for SAMBX. At a 0.27 correlation, their price movements are largely independent. PFFV charges 0.25%/yr vs 0.64%/yr for SAMBX.

Performance

PFFV vs. SAMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Variable Rate Preferred ETF (PFFV) and Virtus Seix Floating Rate High Income Fund (SAMBX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PFFV achieves a 2.83% return, which is significantly higher than SAMBX's 2.55% return.

PFFV

• 1D: -0.09%
• 1M: 0.32%
• YTD: 2.83%
• 6M: 2.94%
• 1Y: 4.77%
• 3Y*: 7.57%
• 5Y*: 2.23%
• 10Y*: —

SAMBX

• 1D: -0.13%
• 1M: 0.59%
• YTD: 2.55%
• 6M: 3.82%
• 1Y: 7.30%
• 3Y*: 7.61%
• 5Y*: 5.52%
• 10Y*: 4.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFV vs. SAMBX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PFFV Global X Variable Rate Preferred ETF	2.83%	2.08%	9.45%	10.64%	-13.81%	6.35%	13.36%
SAMBX Virtus Seix Floating Rate High Income Fund	2.55%	5.88%	7.03%	11.21%	-0.86%	4.86%	6.02%

Correlation

The correlation between PFFV and SAMBX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020	0.27

The correlation between PFFV and SAMBX shifts across timeframes, from 0.12 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

PFFV vs. SAMBX — Risk / Return Rank

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

PFFV

PFFV Risk / Return Rank: 32
PFFV Sharpe Ratio Rank: 33
PFFV Sortino Ratio Rank: 33
PFFV Omega Ratio Rank: 32
PFFV Calmar Ratio Rank: 31
PFFV Martin Ratio Rank: 30

SAMBX

SAMBX Risk / Return Rank: 96
SAMBX Sharpe Ratio Rank: 90
SAMBX Sortino Ratio Rank: 99
SAMBX Omega Ratio Rank: 98
SAMBX Calmar Ratio Rank: 98
SAMBX Martin Ratio Rank: 98

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. SAMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Variable Rate Preferred ETF (PFFV) and Virtus Seix Floating Rate High Income Fund (SAMBX). 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.

	PFFV	SAMBX	Difference
Sharpe ratio: Return per unit of total volatility	1.17	3.00	-1.83
Sortino ratio: Return per unit of downside risk	1.73	7.65	-5.91
Omega ratio: Gain probability vs. loss probability	1.21	2.17	-0.96
Calmar ratio: Return relative to maximum drawdown	1.48	9.38	-7.89
Martin ratio: Return relative to average drawdown	4.15	29.92	-25.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFFV vs. SAMBX - Sharpe Ratio Comparison

The current PFFV Sharpe Ratio is 1.17, which is lower than the SAMBX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of PFFV and SAMBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PFFV	SAMBX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	3.00	-1.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	1.88	-1.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	1.20	-0.65

Drawdowns

PFFV vs. SAMBX - Drawdown Comparison

The maximum PFFV drawdown since its inception was -18.96%, smaller than the maximum SAMBX drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for PFFV and SAMBX.

Drawdown Indicators

	PFFV	SAMBX	Difference
Max Drawdown Largest peak-to-trough decline	-18.96%	-24.74%	+5.78%
Max Drawdown (1Y) Largest decline over 1 year	-3.23%	-0.78%	-2.45%
Max Drawdown (3Y) Largest decline over 3 years	-6.07%	-2.95%	-3.12%
Max Drawdown (5Y) Largest decline over 5 years	-18.96%	-5.66%	-13.30%
Max Drawdown (10Y) Largest decline over 10 years	—	-20.91%	—
Current Drawdown Current decline from peak	-0.40%	-0.13%	-0.27%
Average Drawdown Average peak-to-trough decline	-4.18%	-1.58%	-2.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.15%	0.24%	+0.91%

Volatility

PFFV vs. SAMBX - Volatility Comparison

Global X Variable Rate Preferred ETF (PFFV) has a higher volatility of 0.80% compared to Virtus Seix Floating Rate High Income Fund (SAMBX) at 0.67%. This indicates that PFFV's price experiences larger fluctuations and is considered to be riskier than SAMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFFV	SAMBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.80%	0.67%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	2.84%	1.79%	+1.05%
Volatility (1Y) Calculated over the trailing 1-year period	4.11%	2.45%	+1.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.84%	2.95%	+5.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.68%	3.94%	+4.74%

PFFV vs. SAMBX - Expense Ratio Comparison

PFFV has a 0.25% expense ratio, which is lower than SAMBX's 0.64% expense ratio.

Dividends

PFFV vs. SAMBX - Dividend Comparison

PFFV's dividend yield for the trailing twelve months is around 8.12%, more than SAMBX's 7.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PFFV Global X Variable Rate Preferred ETF	8.12%	8.26%	7.33%	7.17%	6.60%	5.23%	2.29%	0.00%	0.00%	0.00%	0.00%	0.00%
SAMBX Virtus Seix Floating Rate High Income Fund	7.43%	7.78%	8.21%	8.21%	5.34%	3.03%	4.03%	5.28%	5.15%	4.28%	4.79%	4.91%

Frequently Asked Questions

Can I hold both PFFV and SAMBX in my portfolio?

PFFV and SAMBX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PFFV or SAMBX?

PFFV has higher volatility (0.80%) compared to SAMBX (0.67%). In terms of maximum drawdown, PFFV dropped -18.96% vs SAMBX's -24.74%.

Which has better risk-adjusted returns?

SAMBX currently has the higher Sharpe Ratio (3.00 vs 1.17), 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.