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PFLD vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFLD and SPYG is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PFLD vs. SPYG - 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 SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
9.45%
109.55%
PFLD
SPYG

Key characteristics

Sharpe Ratio

PFLD:

0.46

SPYG:

0.67

Sortino Ratio

PFLD:

0.67

SPYG:

1.06

Omega Ratio

PFLD:

1.09

SPYG:

1.15

Calmar Ratio

PFLD:

0.45

SPYG:

0.75

Martin Ratio

PFLD:

1.83

SPYG:

2.66

Ulcer Index

PFLD:

1.58%

SPYG:

6.24%

Daily Std Dev

PFLD:

6.24%

SPYG:

24.86%

Max Drawdown

PFLD:

-33.20%

SPYG:

-67.79%

Current Drawdown

PFLD:

-3.61%

SPYG:

-12.90%

Returns By Period

In the year-to-date period, PFLD achieves a -1.16% return, which is significantly higher than SPYG's -8.45% return.


PFLD

YTD

-1.16%

1M

-2.58%

6M

-2.44%

1Y

1.67%

5Y*

3.46%

10Y*

N/A

SPYG

YTD

-8.45%

1M

-4.90%

6M

-4.07%

1Y

14.76%

5Y*

16.20%

10Y*

13.69%

*Annualized

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PFLD vs. SPYG - Expense Ratio Comparison

PFLD has a 0.45% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Expense ratio chart for PFLD: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFLD: 0.45%
Expense ratio chart for SPYG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYG: 0.04%

Risk-Adjusted Performance

PFLD vs. SPYG — 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 5454
Overall Rank
The Sharpe Ratio Rank of PFLD is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of PFLD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of PFLD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of PFLD is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PFLD is 5858
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7171
Overall Rank
The Sharpe Ratio Rank of SPYG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7171
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. SPYG - 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 SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


The chart of Sharpe ratio for PFLD, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.00
PFLD: 0.46
SPYG: 0.67
The chart of Sortino ratio for PFLD, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.00
PFLD: 0.67
SPYG: 1.06
The chart of Omega ratio for PFLD, currently valued at 1.09, compared to the broader market0.501.001.502.00
PFLD: 1.09
SPYG: 1.15
The chart of Calmar ratio for PFLD, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.00
PFLD: 0.45
SPYG: 0.75
The chart of Martin ratio for PFLD, currently valued at 1.83, compared to the broader market0.0020.0040.0060.00
PFLD: 1.83
SPYG: 2.66

The current PFLD Sharpe Ratio is 0.46, which is lower than the SPYG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PFLD and SPYG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.46
0.67
PFLD
SPYG

Dividends

PFLD vs. SPYG - Dividend Comparison

PFLD's dividend yield for the trailing twelve months is around 7.30%, more than SPYG's 0.67% yield.


TTM20242023202220212020201920182017201620152014
PFLD
AAM Low Duration Preferred and Income Securities ETF 144A
7.30%7.09%7.09%5.76%4.52%4.79%0.82%0.00%0.00%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.67%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%

Drawdowns

PFLD vs. SPYG - Drawdown Comparison

The maximum PFLD drawdown since its inception was -33.20%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for PFLD and SPYG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.61%
-12.90%
PFLD
SPYG

Volatility

PFLD vs. SPYG - Volatility Comparison

The current volatility for AAM Low Duration Preferred and Income Securities ETF 144A (PFLD) is 4.02%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 16.41%. This indicates that PFLD experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
4.02%
16.41%
PFLD
SPYG