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PFXF vs. QTPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFXF vs. QTPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and North Square RCIM Tax-Advantaged Preferred and Income Securities ETF (QTPI). 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 higher than QTPI's 0.84% 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%

QTPI

1D
-0.59%
1M
0.10%
YTD
0.84%
6M
1.41%
1Y
5.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFXF vs. QTPI - Yearly Performance Comparison


Correlation

The correlation between PFXF and QTPI is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2024

0.59

The correlation between PFXF and QTPI has been stable across timeframes, ranging from 0.58 to 0.59 - a consistent structural relationship.

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Return for Risk

PFXF vs. QTPI — 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

QTPI
QTPI Risk / Return Rank: 4242
Overall Rank
QTPI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
QTPI Sortino Ratio Rank: 3434
Sortino Ratio Rank
QTPI Omega Ratio Rank: 3333
Omega Ratio Rank
QTPI Calmar Ratio Rank: 5050
Calmar Ratio Rank
QTPI Martin Ratio Rank: 5757
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. QTPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and North Square RCIM Tax-Advantaged Preferred and Income Securities ETF (QTPI). 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.


PFXFQTPIDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.37

1.22

+0.15

Calmar ratioReturn relative to maximum drawdown

3.15

2.42

+0.72

Martin ratioReturn relative to average drawdown

11.08

9.97

+1.12

PFXF vs. QTPI - Sharpe Ratio Comparison

The current PFXF Sharpe Ratio is 2.06, which is higher than the QTPI Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of PFXF and QTPI, 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


PFXFQTPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.23

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

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

1.19

-0.71

Drawdowns

PFXF vs. QTPI - Drawdown Comparison

The maximum PFXF drawdown since its inception was -35.49%, which is greater than QTPI's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for PFXF and QTPI.


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Drawdown Indicators


PFXFQTPIDifference

Max Drawdown

Largest peak-to-trough decline

-35.49%

-4.08%

-31.41%

Max Drawdown (1Y)

Largest decline over 1 year

-5.83%

-2.11%

-3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

Current Drawdown

Current decline from peak

-0.95%

-0.68%

-0.27%

Average Drawdown

Average peak-to-trough decline

-3.91%

-0.40%

-3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.52%

+1.13%

Volatility

PFXF vs. QTPI - Volatility Comparison

VanEck Vectors Preferred Securities ex Financials ETF (PFXF) has a higher volatility of 3.14% compared to North Square RCIM Tax-Advantaged Preferred and Income Securities ETF (QTPI) at 1.42%. This indicates that PFXF's price experiences larger fluctuations and is considered to be riskier than QTPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFXFQTPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

1.42%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

3.19%

+3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

8.94%

4.55%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.91%

4.98%

+5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.21%

4.98%

+8.23%

PFXF vs. QTPI - Expense Ratio Comparison

PFXF has a 0.41% expense ratio, which is lower than QTPI's 0.60% expense ratio.


Dividends

PFXF vs. QTPI - Dividend Comparison

PFXF's dividend yield for the trailing twelve months is around 6.08%, more than QTPI's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
QTPI
North Square RCIM Tax-Advantaged Preferred and Income Securities ETF
4.44%4.58%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PFXF and QTPI have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFXF has higher volatility (3.14%) compared to QTPI (1.42%). In terms of maximum drawdown, PFXF dropped -35.49% vs QTPI's -4.08%.

On 1-year performance, PFXF leads with 18.28% vs 5.09% for QTPI. On fees, PFXF is cheaper at 0.41% per year. On volatility, QTPI has been the lower-risk option at 1.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PFXF has performed better with a 18.28% return vs 5.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFXF is cheaper with a 0.41% expense ratio, compared with 0.60% for QTPI.

PFXF has the higher dividend yield at 6.08%, compared with 4.44% for QTPI.

They also come from different issuers: VanEck and North Square. Their fees differ too: 0.41% for PFXF and 0.60% for QTPI.

PFXF currently has the higher Sharpe Ratio (2.06 vs 1.23), 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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