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PFLD vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFLD vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM Low Duration Preferred and Income Securities ETF 144A (PFLD) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFLD achieves a 2.58% return, which is significantly higher than IBID's 1.99% return.


PFLD

1D
-0.25%
1M
0.43%
YTD
2.58%
6M
2.53%
1Y
5.71%
3Y*
5.13%
5Y*
0.91%
10Y*

IBID

1D
0.00%
1M
-0.19%
YTD
1.99%
6M
2.08%
1Y
4.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFLD vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
PFLD
AAM Low Duration Preferred and Income Securities ETF 144A
2.58%1.44%5.48%2.72%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
1.99%5.66%4.71%2.61%

Correlation

The correlation between PFLD and IBID is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.17

The correlation between PFLD and IBID shifts across timeframes, from -0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PFLD vs. IBID — Risk / Return Rank

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

PFLD
PFLD Risk / Return Rank: 5757
Overall Rank
PFLD Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PFLD Sortino Ratio Rank: 6262
Sortino Ratio Rank
PFLD Omega Ratio Rank: 5454
Omega Ratio Rank
PFLD Calmar Ratio Rank: 5353
Calmar Ratio Rank
PFLD Martin Ratio Rank: 6464
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9595
Overall Rank
IBID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9696
Sortino Ratio Rank
IBID Omega Ratio Rank: 9696
Omega Ratio Rank
IBID Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBID Martin Ratio Rank: 9595
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.

PFLD vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Low Duration Preferred and Income Securities ETF 144A (PFLD) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.


PFLDIBIDDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.74

Omega ratioGain probability vs. loss probability

1.33

1.75

-0.42

Calmar ratioReturn relative to maximum drawdown

2.57

8.22

-5.65

Martin ratioReturn relative to average drawdown

11.41

30.99

-19.58

PFLD vs. IBID - Sharpe Ratio Comparison

The current PFLD Sharpe Ratio is 1.74, which is lower than the IBID Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of PFLD and IBID, 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

PFLD vs. IBID - Drawdown Comparison

The maximum PFLD drawdown since its inception was -33.20%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for PFLD and IBID.


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Drawdown Indicators


PFLDIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-33.20%

-1.28%

-31.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

-0.49%

-1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-15.51%

Current Drawdown

Current decline from peak

-0.25%

-0.49%

+0.24%

Average Drawdown

Average peak-to-trough decline

-4.14%

-0.22%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.13%

+0.37%

Volatility

PFLD vs. IBID - Volatility Comparison

AAM Low Duration Preferred and Income Securities ETF 144A (PFLD) has a higher volatility of 0.76% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that PFLD's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFLDIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

0.35%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

0.86%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

1.23%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.51%

2.24%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.32%

2.24%

+11.08%

PFLD vs. IBID - Expense Ratio Comparison

PFLD has a 0.45% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

PFLD vs. IBID - Dividend Comparison

PFLD's dividend yield for the trailing twelve months is around 5.60%, more than IBID's 3.68% yield.


PositionTTM2025202420232022202120202019
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.68%4.43%4.24%0.81%0.00%0.00%0.00%0.00%
PFLD
AAM Low Duration Preferred and Income Securities ETF 144A
5.60%6.52%7.09%7.09%5.76%4.52%4.79%0.82%

Frequently Asked Questions


PFLD and IBID have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFLD has higher volatility (0.76%) compared to IBID (0.35%). In terms of maximum drawdown, PFLD dropped -33.20% vs IBID's -1.28%.

On 1-year performance, PFLD leads with 5.71% vs 4.04% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PFLD has performed better with a 5.71% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBID is cheaper with a 0.10% expense ratio, compared with 0.45% for PFLD.

PFLD has the higher dividend yield at 5.60%, compared with 3.68% for IBID.

PFLD is categorized as Preferred Stock/Convertible Bonds, while IBID is Inflation-Protected Bonds. PFLD tracks ICE 0-5 Year Duration Exchange-Listed Preferred & Hybrid Securities Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Advisors Asset Management and iShares. Their fees differ too: 0.45% for PFLD and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.29 vs 1.74), 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 PFLD and IBID

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