PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PFXF vs. PFFV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFXF and PFFV is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

PFXF vs. PFFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and Global X Variable Rate Preferred ETF (PFFV). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.00%
3.93%
PFXF
PFFV

Key characteristics

Sharpe Ratio

PFXF:

1.13

PFFV:

1.37

Sortino Ratio

PFXF:

1.58

PFFV:

1.98

Omega Ratio

PFXF:

1.20

PFFV:

1.25

Calmar Ratio

PFXF:

0.91

PFFV:

1.65

Martin Ratio

PFXF:

5.21

PFFV:

8.76

Ulcer Index

PFXF:

1.78%

PFFV:

1.04%

Daily Std Dev

PFXF:

8.20%

PFFV:

6.62%

Max Drawdown

PFXF:

-35.49%

PFFV:

-18.95%

Current Drawdown

PFXF:

-3.01%

PFFV:

-2.03%

Returns By Period

In the year-to-date period, PFXF achieves a 8.96% return, which is significantly lower than PFFV's 9.78% return.


PFXF

YTD

8.96%

1M

-0.66%

6M

5.99%

1Y

8.94%

5Y*

3.48%

10Y*

4.50%

PFFV

YTD

9.78%

1M

0.27%

6M

3.93%

1Y

8.68%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PFXF vs. PFFV - Expense Ratio Comparison

PFXF has a 0.41% expense ratio, which is higher than PFFV's 0.25% expense ratio.


PFXF
VanEck Vectors Preferred Securities ex Financials ETF
Expense ratio chart for PFXF: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
Expense ratio chart for PFFV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

PFXF vs. PFFV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and Global X Variable Rate Preferred ETF (PFFV). 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 PFXF, currently valued at 1.13, compared to the broader market0.002.004.001.131.37
The chart of Sortino ratio for PFXF, currently valued at 1.58, compared to the broader market-2.000.002.004.006.008.0010.001.581.98
The chart of Omega ratio for PFXF, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.25
The chart of Calmar ratio for PFXF, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.911.65
The chart of Martin ratio for PFXF, currently valued at 5.21, compared to the broader market0.0020.0040.0060.0080.00100.005.218.76
PFXF
PFFV

The current PFXF Sharpe Ratio is 1.13, which is comparable to the PFFV Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of PFXF and PFFV, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.13
1.37
PFXF
PFFV

Dividends

PFXF vs. PFFV - Dividend Comparison

PFXF's dividend yield for the trailing twelve months is around 6.56%, less than PFFV's 7.45% yield.


TTM20232022202120202019201820172016201520142013
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
6.56%7.89%6.74%4.67%5.19%5.35%6.57%5.93%5.81%5.98%5.92%6.50%
PFFV
Global X Variable Rate Preferred ETF
7.45%7.17%6.60%5.25%2.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PFXF vs. PFFV - Drawdown Comparison

The maximum PFXF drawdown since its inception was -35.49%, which is greater than PFFV's maximum drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for PFXF and PFFV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.01%
-2.03%
PFXF
PFFV

Volatility

PFXF vs. PFFV - Volatility Comparison

The current volatility for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) is 1.98%, while Global X Variable Rate Preferred ETF (PFFV) has a volatility of 2.42%. This indicates that PFXF experiences smaller price fluctuations and is considered to be less risky than PFFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
1.98%
2.42%
PFXF
PFFV
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab