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PFX vs. PFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFX and PFF is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

PFX vs. PFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PhenixFIN Corporation (PFX) and iShares Preferred and Income Securities ETF (PFF). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
15.84%
1.52%
PFX
PFF

Key characteristics

Sharpe Ratio

PFX:

1.26

PFF:

0.72

Sortino Ratio

PFX:

2.00

PFF:

1.06

Omega Ratio

PFX:

1.26

PFF:

1.13

Calmar Ratio

PFX:

0.38

PFF:

0.54

Martin Ratio

PFX:

10.82

PFF:

2.66

Ulcer Index

PFX:

2.51%

PFF:

2.25%

Daily Std Dev

PFX:

22.42%

PFF:

8.32%

Max Drawdown

PFX:

-95.35%

PFF:

-65.55%

Current Drawdown

PFX:

-62.43%

PFF:

-3.54%

Returns By Period

In the year-to-date period, PFX achieves a 8.07% return, which is significantly higher than PFF's 1.22% return. Over the past 10 years, PFX has underperformed PFF with an annualized return of -6.66%, while PFF has yielded a comparatively higher 3.32% annualized return.


PFX

YTD

8.07%

1M

9.94%

6M

15.84%

1Y

25.24%

5Y*

6.98%

10Y*

-6.66%

PFF

YTD

1.22%

1M

-0.89%

6M

1.51%

1Y

6.06%

5Y*

1.90%

10Y*

3.32%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PFX vs. PFF — Risk-Adjusted Performance Rank

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

PFX
The Risk-Adjusted Performance Rank of PFX is 7979
Overall Rank
The Sharpe Ratio Rank of PFX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of PFX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of PFX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of PFX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of PFX is 9292
Martin Ratio Rank

PFF
The Risk-Adjusted Performance Rank of PFF is 2626
Overall Rank
The Sharpe Ratio Rank of PFF is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of PFF is 2525
Sortino Ratio Rank
The Omega Ratio Rank of PFF is 2424
Omega Ratio Rank
The Calmar Ratio Rank of PFF is 2626
Calmar Ratio Rank
The Martin Ratio Rank of PFF is 3030
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.

PFX vs. PFF - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PFX, currently valued at 1.19, compared to the broader market-2.000.002.001.190.72
The chart of Sortino ratio for PFX, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.006.001.911.06
The chart of Omega ratio for PFX, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.13
The chart of Calmar ratio for PFX, currently valued at 0.36, compared to the broader market0.002.004.006.000.360.54
The chart of Martin ratio for PFX, currently valued at 10.00, compared to the broader market-10.000.0010.0020.0030.0010.002.66
PFX
PFF

The current PFX Sharpe Ratio is 1.26, which is higher than the PFF Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PFX and PFF, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.19
0.72
PFX
PFF

Dividends

PFX vs. PFF - Dividend Comparison

PFX's dividend yield for the trailing twelve months is around 5.16%, less than PFF's 6.27% yield.


TTM20242023202220212020201920182017201620152014
PFX
PhenixFIN Corporation
5.16%2.59%0.00%0.39%0.00%0.00%4.72%18.05%13.41%13.85%15.96%16.02%
PFF
iShares Preferred and Income Securities ETF
6.27%6.31%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%

Drawdowns

PFX vs. PFF - Drawdown Comparison

The maximum PFX drawdown since its inception was -95.35%, 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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-62.43%
-3.54%
PFX
PFF

Volatility

PFX vs. PFF - Volatility Comparison

PhenixFIN Corporation (PFX) has a higher volatility of 7.49% compared to iShares Preferred and Income Securities ETF (PFF) at 2.17%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
7.49%
2.17%
PFX
PFF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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