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PFXF vs. REMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFXF vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

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PFXF vs. REMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
0.10%9.64%8.42%11.20%-18.83%11.61%7.61%20.52%-4.17%7.93%
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
19.05%92.95%-35.02%-19.18%-31.13%79.81%64.82%0.74%-49.63%82.60%

Returns By Period

In the year-to-date period, PFXF achieves a 0.10% return, which is significantly lower than REMX's 19.05% return. Over the past 10 years, PFXF has underperformed REMX with an annualized return of 4.96%, while REMX has yielded a comparatively higher 10.24% annualized return.


PFXF

1D
1.15%
1M
-3.86%
YTD
0.10%
6M
2.11%
1Y
12.25%
3Y*
7.58%
5Y*
3.30%
10Y*
4.96%

REMX

1D
2.95%
1M
-11.88%
YTD
19.05%
6M
36.14%
1Y
126.68%
3Y*
4.04%
5Y*
5.20%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFXF vs. REMX - Expense Ratio Comparison

PFXF has a 0.41% expense ratio, which is lower than REMX's 0.59% expense ratio.


Return for Risk

PFXF vs. REMX — Risk / Return Rank

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

PFXF
PFXF Risk / Return Rank: 6666
Overall Rank
PFXF Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PFXF Sortino Ratio Rank: 6767
Sortino Ratio Rank
PFXF Omega Ratio Rank: 6262
Omega Ratio Rank
PFXF Calmar Ratio Rank: 6868
Calmar Ratio Rank
PFXF Martin Ratio Rank: 6363
Martin Ratio Rank

REMX
REMX Risk / Return Rank: 9595
Overall Rank
REMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
REMX Sortino Ratio Rank: 9595
Sortino Ratio Rank
REMX Omega Ratio Rank: 9292
Omega Ratio Rank
REMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
REMX Martin Ratio Rank: 9595
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. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). 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.


PFXFREMXDifference

Sharpe ratio

Return per unit of total volatility

1.14

2.65

-1.51

Sortino ratio

Return per unit of downside risk

1.63

3.08

-1.45

Omega ratio

Gain probability vs. loss probability

1.22

1.39

-0.17

Calmar ratio

Return relative to maximum drawdown

1.66

5.10

-3.44

Martin ratio

Return relative to average drawdown

5.98

15.16

-9.18

PFXF vs. REMX - Sharpe Ratio Comparison

The current PFXF Sharpe Ratio is 1.14, which is lower than the REMX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of PFXF and REMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFXFREMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.65

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.13

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.28

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-0.10

+0.54

Correlation

The correlation between PFXF and REMX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PFXF vs. REMX - Dividend Comparison

PFXF's dividend yield for the trailing twelve months is around 6.96%, more than REMX's 1.48% yield.


TTM20252024202320222021202020192018201720162015
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
6.96%6.72%7.82%7.88%6.74%4.66%5.19%5.35%6.56%5.93%5.81%5.99%
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
1.48%1.76%2.56%0.00%1.56%5.25%0.81%1.64%12.43%2.89%2.23%4.77%

Drawdowns

PFXF vs. REMX - Drawdown Comparison

The maximum PFXF drawdown since its inception was -35.49%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for PFXF and REMX.


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Drawdown Indicators


PFXFREMXDifference

Max Drawdown

Largest peak-to-trough decline

-35.49%

-90.20%

+54.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-23.35%

+16.51%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-73.34%

+51.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

-73.34%

+37.85%

Current Drawdown

Current decline from peak

-4.75%

-59.70%

+54.95%

Average Drawdown

Average peak-to-trough decline

-3.94%

-67.01%

+63.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

7.86%

-5.96%

Volatility

PFXF vs. REMX - Volatility Comparison

The current volatility for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) is 3.58%, while VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) has a volatility of 17.39%. This indicates that PFXF experiences smaller price fluctuations and is considered to be less risky than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFXFREMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

17.39%

-13.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

37.90%

-31.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.83%

48.30%

-37.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.81%

39.76%

-28.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.16%

36.61%

-23.45%