PFX vs. PFF
PFX (PhenixFIN Corporation) is a stock, while PFF (iShares Preferred and Income Securities ETF) is Preferred Stock/Convertible Bonds fund tracking the ICE Exchange-Listed Preferred & Hybrid Securities Index. Over the past 10 years, PFX returned -8.04%/yr vs 2.91%/yr for PFF. At a 0.17 correlation, their price movements are largely independent.
Performance
PFX vs. PFF - Performance Comparison
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Returns By Period
In the year-to-date period, PFX achieves a -2.91% return, which is significantly lower than PFF's 0.49% return. Over the past 10 years, PFX has underperformed PFF with an annualized return of -8.04%, while PFF has yielded a comparatively higher 2.91% annualized return.
PFX
- 1D
- 0.00%
- 1M
- -2.36%
- 6M
- -3.43%
- YTD
- -2.91%
- 1Y
- -13.62%
- 3Y*
- 6.84%
- 5Y*
- 2.23%
- 10Y*
- -8.04%
PFF
- 1D
- -0.62%
- 1M
- -1.86%
- 6M
- -1.60%
- YTD
- 0.49%
- 1Y
- 2.62%
- 3Y*
- 5.73%
- 5Y*
- 0.76%
- 10Y*
- 2.91%
PFX vs. PFF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFX PhenixFIN Corporation | -2.91% | -10.14% | 23.30% | 36.06% | -25.52% | 47.74% | -35.07% | -14.53% | -42.50% | -22.50% |
PFF iShares Preferred and Income Securities ETF | 0.49% | 4.87% | 7.24% | 9.22% | -18.19% | 7.15% | 7.89% | 15.93% | -4.64% | 8.10% |
Correlation
The correlation between PFX and PFF is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2011 | 0.17 |
The correlation between PFX and PFF shifts across timeframes, from -0.01 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PFX vs. PFF — Risk / Return Rank
PFX
PFF
PFX vs. PFF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PhenixFIN Corporation (PFX) and iShares Preferred and Income Securities ETF (PFF). 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.
| PFX | PFF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.07 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 0.50 | -1.07 |
| Martin ratioReturn relative to average drawdown | -1.02 | 1.40 | -2.42 |
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Drawdowns
PFX vs. PFF - Drawdown Comparison
The maximum PFX drawdown since its inception was -95.38%, which is greater than PFF's maximum drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for PFX and PFF.
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Drawdown Indicators
| PFX | PFF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.38% | -65.55% | -29.83% |
Max Drawdown (1Y)Largest decline over 1 year | -23.93% | -5.28% | -18.65% |
Max Drawdown (3Y)Largest decline over 3 years | -29.57% | -10.63% | -18.94% |
Max Drawdown (5Y)Largest decline over 5 years | -29.57% | -21.05% | -8.52% |
Max Drawdown (10Y)Largest decline over 10 years | -94.31% | -34.10% | -60.21% |
Current DrawdownCurrent decline from peak | -69.88% | -3.45% | -66.43% |
Average DrawdownAverage peak-to-trough decline | -46.96% | -5.75% | -41.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.32% | 1.88% | +11.44% |
Volatility
PFX vs. PFF - Volatility Comparison
PhenixFIN Corporation (PFX) has a higher volatility of 2.85% compared to iShares Preferred and Income Securities ETF (PFF) at 2.68%. This indicates that PFX's price experiences larger fluctuations and is considered to be riskier than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFX | PFF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.68% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 26.62% | 5.61% | +21.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.72% | 7.09% | +24.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.06% | 10.37% | +14.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.18% | 12.69% | +37.49% |
Dividends
PFX vs. PFF - Dividend Comparison
PFX's dividend yield for the trailing twelve months is around 0.17%, less than PFF's 5.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFF iShares Preferred and Income Securities ETF | 5.52% | 6.30% | 6.32% | 6.63% | 6.01% | 4.45% | 4.79% | 5.31% | 6.32% | 5.59% | 5.85% | 5.76% |
PFX PhenixFIN Corporation | 0.17% | 3.24% | 2.59% | 0.00% | 0.39% | 0.00% | 0.00% | 4.72% | 17.29% | 13.41% | 13.85% | 15.96% |
Frequently Asked Questions
PFX and PFF have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFX has higher volatility (2.85%) compared to PFF (2.68%). In terms of maximum drawdown, PFX dropped -95.38% vs PFF's -65.55%.
PFF currently has the higher Sharpe Ratio (0.37 vs -0.43), 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.
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