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PFXF vs. SPFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFXF vs. SPFF - 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 SuperIncome Preferred ETF (SPFF). 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 5.24% return, which is significantly higher than SPFF's 4.37% return. Over the past 10 years, PFXF has outperformed SPFF with an annualized return of 5.12%, while SPFF has yielded a comparatively lower 3.02% annualized return.


PFXF

1D
-0.33%
1M
-1.17%
YTD
5.24%
6M
4.73%
1Y
15.10%
3Y*
9.41%
5Y*
3.74%
10Y*
5.12%

SPFF

1D
-0.84%
1M
0.81%
YTD
4.37%
6M
3.21%
1Y
15.54%
3Y*
8.72%
5Y*
1.64%
10Y*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFXF vs. SPFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
5.24%9.64%8.42%11.20%-18.83%11.61%7.61%20.52%-4.17%7.93%
SPFF
Global X SuperIncome Preferred ETF
4.37%7.52%8.62%3.00%-14.29%5.15%6.91%13.04%-2.55%1.80%

Correlation

The correlation between PFXF and SPFF is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.81

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

0.80

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2012

0.69

The correlation between PFXF and SPFF shifts across timeframes, from 0.69 (all time) to 0.81 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PFXF vs. SPFF — Risk / Return Rank

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

PFXF
PFXF Risk / Return Rank: 5050
Overall Rank
PFXF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PFXF Sortino Ratio Rank: 4949
Sortino Ratio Rank
PFXF Omega Ratio Rank: 4747
Omega Ratio Rank
PFXF Calmar Ratio Rank: 5555
Calmar Ratio Rank
PFXF Martin Ratio Rank: 5252
Martin Ratio Rank

SPFF
SPFF Risk / Return Rank: 4545
Overall Rank
SPFF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SPFF Sortino Ratio Rank: 4747
Sortino Ratio Rank
SPFF Omega Ratio Rank: 4444
Omega Ratio Rank
SPFF Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPFF Martin Ratio Rank: 4141
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. SPFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and Global X SuperIncome Preferred ETF (SPFF). 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.


PFXFSPFFDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.28

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

2.60

2.06

+0.54

Martin ratioReturn relative to average drawdown

8.59

6.19

+2.40

PFXF vs. SPFF - Sharpe Ratio Comparison

The current PFXF Sharpe Ratio is 1.61, which is comparable to the SPFF Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of PFXF and SPFF, 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

PFXF vs. SPFF - Drawdown Comparison

The maximum PFXF drawdown since its inception was -35.49%, roughly equal to the maximum SPFF drawdown of -35.92%. Use the drawdown chart below to compare losses from any high point for PFXF and SPFF.


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Drawdown Indicators


PFXFSPFFDifference

Max Drawdown

Largest peak-to-trough decline

-35.49%

-35.92%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-5.83%

-7.58%

+1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

-12.51%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-22.88%

+1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

-35.92%

+0.43%

Current Drawdown

Current decline from peak

-3.96%

-2.57%

-1.39%

Average Drawdown

Average peak-to-trough decline

-3.90%

-4.05%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

2.52%

-0.76%

Volatility

PFXF vs. SPFF - Volatility Comparison

VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and Global X SuperIncome Preferred ETF (SPFF) have volatilities of 3.71% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFXFSPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

3.72%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

7.74%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

9.42%

9.98%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.00%

11.02%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.25%

13.53%

-0.28%

PFXF vs. SPFF - Expense Ratio Comparison

PFXF has a 0.41% expense ratio, which is lower than SPFF's 0.58% expense ratio.


Dividends

PFXF vs. SPFF - Dividend Comparison

PFXF's dividend yield for the trailing twelve months is around 6.27%, less than SPFF's 6.49% yield.


PositionTTM20252024202320222021202020192018201720162015
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
6.27%6.72%7.82%7.88%6.74%4.66%5.19%5.35%6.56%5.93%5.81%5.99%
SPFF
Global X SuperIncome Preferred ETF
6.49%6.47%6.39%6.64%7.15%5.78%5.75%5.97%7.60%7.24%7.04%7.50%

Frequently Asked Questions


PFXF and SPFF have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPFF has higher volatility (3.72%) compared to PFXF (3.71%). In terms of maximum drawdown, PFXF dropped -35.49% vs SPFF's -35.92%.

On 10-year performance, PFXF leads with 5.12% vs 3.02% for SPFF. On fees, PFXF is cheaper at 0.41% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PFXF has performed better with a 5.12% return vs 3.02%. 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 0.58% for SPFF.

SPFF has the higher dividend yield at 6.49%, compared with 6.27% for PFXF.

PFXF tracks Wells Fargo Hybrid and Preferred Securities ex Financials Index, while SPFF tracks S&P Enhanced Yield North American Preferred Stock Index. They also come from different issuers: VanEck and Global X. Their fees differ too: 0.41% for PFXF and 0.58% for SPFF.

PFXF currently has the higher Sharpe Ratio (1.61 vs 1.56), 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

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