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PFX vs. PFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, PFX achieves a -1.59% return, which is significantly lower than PFF's 1.44% return. Over the past 10 years, PFX has underperformed PFF with an annualized return of -7.02%, while PFF has yielded a comparatively higher 3.21% annualized return.


PFX

1D
0.00%
1M
-2.47%
YTD
-1.59%
6M
-4.09%
1Y
-12.65%
3Y*
6.86%
5Y*
1.94%
10Y*
-7.02%

PFF

1D
-0.19%
1M
-1.04%
YTD
1.44%
6M
1.15%
1Y
7.10%
3Y*
6.69%
5Y*
1.03%
10Y*
3.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFX vs. PFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFX
PhenixFIN Corporation
-1.59%-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
1.44%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 -0.00, 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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

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 -0.00 (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

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

PFX
PFX Risk / Return Rank: 2323
Overall Rank
PFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
PFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFX Omega Ratio Rank: 2222
Omega Ratio Rank
PFX Calmar Ratio Rank: 2424
Calmar Ratio Rank
PFX Martin Ratio Rank: 2323
Martin Ratio Rank

PFF
PFF Risk / Return Rank: 2828
Overall Rank
PFF Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 2828
Sortino Ratio Rank
PFF Omega Ratio Rank: 2626
Omega Ratio Rank
PFF Calmar Ratio Rank: 2828
Calmar Ratio Rank
PFF Martin Ratio Rank: 3030
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.

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.


PFXPFFDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

0.94

1.17

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.52

1.35

-1.87

Martin ratioReturn relative to average drawdown

-0.95

4.07

-5.02

PFX vs. PFF - Sharpe Ratio Comparison

The current PFX Sharpe Ratio is -0.40, which is lower than the PFF Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PFX and PFF, 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

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


PFXPFFDifference

Max Drawdown

Largest peak-to-trough decline

-95.38%

-65.55%

-29.83%

Max Drawdown (1Y)

Largest decline over 1 year

-24.38%

-5.28%

-19.10%

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 Drawdown

Current decline from peak

-69.47%

-2.54%

-66.93%

Average Drawdown

Average peak-to-trough decline

-46.88%

-5.75%

-41.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.33%

1.75%

+11.58%

Volatility

PFX vs. PFF - Volatility Comparison

PhenixFIN Corporation (PFX) has a higher volatility of 8.80% compared to iShares Preferred and Income Securities ETF (PFF) at 2.42%. 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


PFXPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

2.42%

+6.38%

Volatility (6M)

Calculated over the trailing 6-month period

28.10%

5.42%

+22.68%

Volatility (1Y)

Calculated over the trailing 1-year period

31.89%

7.03%

+24.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.17%

10.35%

+14.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.26%

12.68%

+37.58%

Dividends

PFX vs. PFF - Dividend Comparison

PFX's dividend yield for the trailing twelve months is around 0.17%, less than PFF's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
PFF
iShares Preferred and Income Securities ETF
5.55%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 -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFX has higher volatility (8.80%) compared to PFF (2.42%). In terms of maximum drawdown, PFX dropped -95.38% vs PFF's -65.55%.

PFF currently has the higher Sharpe Ratio (1.01 vs -0.40), 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 PFX and PFF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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