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PFXF vs. BCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFXF vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFXF achieves a 8.54% return, which is significantly lower than BCD's 20.45% return.


PFXF

1D
-0.95%
1M
2.21%
YTD
8.54%
6M
9.54%
1Y
18.28%
3Y*
10.30%
5Y*
4.48%
10Y*
5.44%

BCD

1D
-0.16%
1M
-1.43%
YTD
20.45%
6M
20.51%
1Y
31.80%
3Y*
14.44%
5Y*
11.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFXF vs. BCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
8.54%9.64%8.42%11.20%-18.83%11.61%7.61%20.52%-4.17%2.99%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
20.45%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-8.65%3.08%

Correlation

The correlation between PFXF and BCD is 0.05, 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

0.05

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

0.15

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

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2017

0.20

The correlation between PFXF and BCD shifts across timeframes, from 0.05 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PFXF vs. BCD — Risk / Return Rank

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

PFXF
PFXF Risk / Return Rank: 6161
Overall Rank
PFXF Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PFXF Sortino Ratio Rank: 6363
Sortino Ratio Rank
PFXF Omega Ratio Rank: 5959
Omega Ratio Rank
PFXF Calmar Ratio Rank: 6363
Calmar Ratio Rank
PFXF Martin Ratio Rank: 6161
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 7171
Overall Rank
BCD Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 6464
Sortino Ratio Rank
BCD Omega Ratio Rank: 7070
Omega Ratio Rank
BCD Calmar Ratio Rank: 8282
Calmar Ratio Rank
BCD Martin Ratio Rank: 6868
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.

PFXF vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.


PFXFBCDDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.37

1.43

-0.06

Calmar ratioReturn relative to maximum drawdown

3.15

4.42

-1.28

Martin ratioReturn relative to average drawdown

11.08

12.57

-1.48

PFXF vs. BCD - Sharpe Ratio Comparison

The current PFXF Sharpe Ratio is 2.06, which is comparable to the BCD Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of PFXF and BCD, 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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Sharpe Ratios by Period


PFXFBCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

2.33

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.78

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.67

-0.18

Drawdowns

PFXF vs. BCD - Drawdown Comparison

The maximum PFXF drawdown since its inception was -35.49%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for PFXF and BCD.


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Drawdown Indicators


PFXFBCDDifference

Max Drawdown

Largest peak-to-trough decline

-35.49%

-29.81%

-5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.83%

-7.22%

+1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

-10.50%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-23.03%

+1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

Current Drawdown

Current decline from peak

-0.95%

-3.60%

+2.65%

Average Drawdown

Average peak-to-trough decline

-3.91%

-9.86%

+5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.54%

-0.89%

Volatility

PFXF vs. BCD - Volatility Comparison

The current volatility for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) is 3.14%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 4.33%. This indicates that PFXF experiences smaller price fluctuations and is considered to be less risky than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFXFBCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

4.33%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

11.74%

-4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

8.94%

13.72%

-4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.91%

15.41%

-4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.21%

13.90%

-0.69%

PFXF vs. BCD - Expense Ratio Comparison

PFXF has a 0.41% expense ratio, which is higher than BCD's 0.29% expense ratio.


Dividends

PFXF vs. BCD - Dividend Comparison

PFXF's dividend yield for the trailing twelve months is around 6.08%, less than BCD's 14.29% yield.


PositionTTM20252024202320222021202020192018201720162015
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.29%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%0.00%0.00%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
6.08%6.72%7.82%7.88%6.74%4.66%5.19%5.35%6.56%5.93%5.81%5.99%

Frequently Asked Questions


PFXF and BCD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCD has higher volatility (4.33%) compared to PFXF (3.14%). In terms of maximum drawdown, PFXF dropped -35.49% vs BCD's -29.81%.

On 5-year performance, BCD leads with 11.98% vs 4.48% for PFXF. On fees, BCD is cheaper at 0.29% per year. On volatility, PFXF has been the lower-risk option at 3.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BCD has performed better with a 11.98% return vs 4.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BCD is cheaper with a 0.29% expense ratio, compared with 0.41% for PFXF.

BCD has the higher dividend yield at 14.29%, compared with 6.08% for PFXF.

PFXF is categorized as Preferred Stock/Convertible Bonds, while BCD is Commodities. They also come from different issuers: VanEck and Aberdeen. Their fees differ too: 0.41% for PFXF and 0.29% for BCD.

BCD currently has the higher Sharpe Ratio (2.33 vs 2.06), 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 PFXF and BCD

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