PortfoliosLab logo
PFLD vs. PFFD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFLD and PFFD is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PFLD vs. PFFD - 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 Global X U.S. Preferred ETF (PFFD). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

PFLD:

7.26%

PFFD:

1.28%

Max Drawdown

PFLD:

-0.75%

PFFD:

0.00%

Current Drawdown

PFLD:

-0.75%

PFFD:

0.00%

Returns By Period


PFLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PFFD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


PFLD vs. PFFD - Expense Ratio Comparison

PFLD has a 0.45% expense ratio, which is higher than PFFD's 0.23% expense ratio.


Risk-Adjusted Performance

PFLD vs. PFFD — Risk-Adjusted Performance Rank

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

PFLD
The Risk-Adjusted Performance Rank of PFLD is 2424
Overall Rank
The Sharpe Ratio Rank of PFLD is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of PFLD is 2020
Sortino Ratio Rank
The Omega Ratio Rank of PFLD is 2020
Omega Ratio Rank
The Calmar Ratio Rank of PFLD is 2626
Calmar Ratio Rank
The Martin Ratio Rank of PFLD is 2525
Martin Ratio Rank

PFFD
The Risk-Adjusted Performance Rank of PFFD is 2727
Overall Rank
The Sharpe Ratio Rank of PFFD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFD is 2525
Sortino Ratio Rank
The Omega Ratio Rank of PFFD is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PFFD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of PFFD is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFLD vs. PFFD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Low Duration Preferred and Income Securities ETF 144A (PFLD) and Global X U.S. Preferred ETF (PFFD). 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.



Loading data...

Dividends

PFLD vs. PFFD - Dividend Comparison

PFLD has not paid dividends to shareholders, while PFFD's dividend yield for the trailing twelve months is around 6.60%.


TTM20242023202220212020201920182017
PFLD
AAM Low Duration Preferred and Income Securities ETF 144A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFFD
Global X U.S. Preferred ETF
6.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PFLD vs. PFFD - Drawdown Comparison

The maximum PFLD drawdown since its inception was -0.75%, which is greater than PFFD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PFLD and PFFD. For additional features, visit the drawdowns tool.


Loading data...

Volatility

PFLD vs. PFFD - Volatility Comparison


Loading data...