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PGF vs. FPFD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGF vs. FPFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Financial Preferred ETF (PGF) and Fidelity Preferred Securities & Income ETF (FPFD). The values are adjusted to include any dividend payments, if applicable.

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PGF vs. FPFD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PGF
Invesco Financial Preferred ETF
-1.24%3.40%6.01%7.73%-19.22%0.40%
FPFD
Fidelity Preferred Securities & Income ETF
-0.36%6.46%8.50%10.91%-17.11%1.89%

Returns By Period

In the year-to-date period, PGF achieves a -1.24% return, which is significantly lower than FPFD's -0.36% return.


PGF

1D
0.16%
1M
-3.40%
YTD
-1.24%
6M
-2.95%
1Y
2.50%
3Y*
4.48%
5Y*
-0.61%
10Y*
2.53%

FPFD

1D
0.39%
1M
-2.02%
YTD
-0.36%
6M
-0.21%
1Y
5.18%
3Y*
7.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGF vs. FPFD - Expense Ratio Comparison

PGF has a 0.62% expense ratio, which is higher than FPFD's 0.59% expense ratio.


Return for Risk

PGF vs. FPFD — Risk / Return Rank

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

PGF
PGF Risk / Return Rank: 2020
Overall Rank
PGF Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PGF Sortino Ratio Rank: 2020
Sortino Ratio Rank
PGF Omega Ratio Rank: 1919
Omega Ratio Rank
PGF Calmar Ratio Rank: 2121
Calmar Ratio Rank
PGF Martin Ratio Rank: 1919
Martin Ratio Rank

FPFD
FPFD Risk / Return Rank: 7272
Overall Rank
FPFD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FPFD Sortino Ratio Rank: 7979
Sortino Ratio Rank
FPFD Omega Ratio Rank: 7878
Omega Ratio Rank
FPFD Calmar Ratio Rank: 6464
Calmar Ratio Rank
FPFD Martin Ratio Rank: 6060
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.

PGF vs. FPFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Financial Preferred ETF (PGF) and Fidelity Preferred Securities & Income ETF (FPFD). 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.


PGFFPFDDifference

Sharpe ratio

Return per unit of total volatility

0.33

1.47

-1.14

Sortino ratio

Return per unit of downside risk

0.50

1.99

-1.49

Omega ratio

Gain probability vs. loss probability

1.06

1.29

-0.23

Calmar ratio

Return relative to maximum drawdown

0.41

1.59

-1.18

Martin ratio

Return relative to average drawdown

0.93

5.82

-4.89

PGF vs. FPFD - Sharpe Ratio Comparison

The current PGF Sharpe Ratio is 0.33, which is lower than the FPFD Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of PGF and FPFD, 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


PGFFPFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.47

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.30

-0.15

Correlation

The correlation between PGF and FPFD is 0.73, 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.


Dividends

PGF vs. FPFD - Dividend Comparison

PGF's dividend yield for the trailing twelve months is around 6.39%, more than FPFD's 5.09% yield.


TTM20252024202320222021202020192018201720162015
PGF
Invesco Financial Preferred ETF
6.39%6.30%6.24%6.15%5.95%4.68%4.91%5.14%5.73%5.32%5.92%5.68%
FPFD
Fidelity Preferred Securities & Income ETF
5.09%5.04%4.89%5.09%5.22%1.59%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PGF vs. FPFD - Drawdown Comparison

The maximum PGF drawdown since its inception was -75.69%, which is greater than FPFD's maximum drawdown of -20.83%. Use the drawdown chart below to compare losses from any high point for PGF and FPFD.


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Drawdown Indicators


PGFFPFDDifference

Max Drawdown

Largest peak-to-trough decline

-75.69%

-20.83%

-54.86%

Max Drawdown (1Y)

Largest decline over 1 year

-4.69%

-3.18%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

Max Drawdown (10Y)

Largest decline over 10 years

-28.92%

Current Drawdown

Current decline from peak

-6.26%

-2.29%

-3.97%

Average Drawdown

Average peak-to-trough decline

-7.03%

-7.04%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

0.87%

+1.20%

Volatility

PGF vs. FPFD - Volatility Comparison

Invesco Financial Preferred ETF (PGF) has a higher volatility of 2.26% compared to Fidelity Preferred Securities & Income ETF (FPFD) at 1.35%. This indicates that PGF's price experiences larger fluctuations and is considered to be riskier than FPFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGFFPFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

1.35%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

2.08%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

7.69%

3.54%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.35%

5.38%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.99%

5.38%

+6.61%