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PGF vs. PSK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PGF and PSK is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

PGF vs. PSK - Performance Comparison

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

100.00%110.00%120.00%130.00%140.00%NovemberDecember2025FebruaryMarchApril
128.06%
104.08%
PGF
PSK

Key characteristics

Sharpe Ratio

PGF:

0.17

PSK:

0.06

Sortino Ratio

PGF:

0.31

PSK:

0.15

Omega Ratio

PGF:

1.04

PSK:

1.02

Calmar Ratio

PGF:

0.14

PSK:

0.05

Martin Ratio

PGF:

0.42

PSK:

0.14

Ulcer Index

PGF:

4.05%

PSK:

3.88%

Daily Std Dev

PGF:

10.28%

PSK:

9.49%

Max Drawdown

PGF:

-75.69%

PSK:

-30.10%

Current Drawdown

PGF:

-9.16%

PSK:

-9.31%

Returns By Period

In the year-to-date period, PGF achieves a -1.05% return, which is significantly higher than PSK's -1.52% return. Over the past 10 years, PGF has outperformed PSK with an annualized return of 2.84%, while PSK has yielded a comparatively lower 2.57% annualized return.


PGF

YTD

-1.05%

1M

-2.09%

6M

-5.80%

1Y

2.77%

5Y*

0.90%

10Y*

2.84%

PSK

YTD

-1.52%

1M

-1.99%

6M

-5.87%

1Y

1.69%

5Y*

0.55%

10Y*

2.57%

*Annualized

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PGF vs. PSK - Expense Ratio Comparison

PGF has a 0.62% expense ratio, which is higher than PSK's 0.45% expense ratio.


Expense ratio chart for PGF: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PGF: 0.62%
Expense ratio chart for PSK: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSK: 0.45%

Risk-Adjusted Performance

PGF vs. PSK — Risk-Adjusted Performance Rank

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

PGF
The Risk-Adjusted Performance Rank of PGF is 2929
Overall Rank
The Sharpe Ratio Rank of PGF is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of PGF is 2828
Sortino Ratio Rank
The Omega Ratio Rank of PGF is 2626
Omega Ratio Rank
The Calmar Ratio Rank of PGF is 3232
Calmar Ratio Rank
The Martin Ratio Rank of PGF is 2828
Martin Ratio Rank

PSK
The Risk-Adjusted Performance Rank of PSK is 2121
Overall Rank
The Sharpe Ratio Rank of PSK is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of PSK is 2020
Sortino Ratio Rank
The Omega Ratio Rank of PSK is 1919
Omega Ratio Rank
The Calmar Ratio Rank of PSK is 2323
Calmar Ratio Rank
The Martin Ratio Rank of PSK is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PGF vs. PSK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Financial Preferred ETF (PGF) and SPDR ICE Preferred Securities ETF (PSK). 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.


The chart of Sharpe ratio for PGF, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.00
PGF: 0.17
PSK: 0.06
The chart of Sortino ratio for PGF, currently valued at 0.31, compared to the broader market-2.000.002.004.006.008.00
PGF: 0.31
PSK: 0.15
The chart of Omega ratio for PGF, currently valued at 1.04, compared to the broader market0.501.001.502.00
PGF: 1.04
PSK: 1.02
The chart of Calmar ratio for PGF, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.00
PGF: 0.14
PSK: 0.05
The chart of Martin ratio for PGF, currently valued at 0.42, compared to the broader market0.0020.0040.0060.00
PGF: 0.42
PSK: 0.14

The current PGF Sharpe Ratio is 0.17, which is higher than the PSK Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of PGF and PSK, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.17
0.06
PGF
PSK

Dividends

PGF vs. PSK - Dividend Comparison

PGF's dividend yield for the trailing twelve months is around 6.27%, less than PSK's 6.76% yield.


TTM20242023202220212020201920182017201620152014
PGF
Invesco Financial Preferred ETF
6.27%6.24%6.15%5.95%4.68%4.91%5.14%5.73%5.32%5.92%5.60%5.92%
PSK
SPDR ICE Preferred Securities ETF
6.76%6.55%6.44%6.55%5.03%5.08%5.44%6.47%6.91%5.92%5.35%5.65%

Drawdowns

PGF vs. PSK - Drawdown Comparison

The maximum PGF drawdown since its inception was -75.69%, which is greater than PSK's maximum drawdown of -30.10%. Use the drawdown chart below to compare losses from any high point for PGF and PSK. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-9.16%
-9.31%
PGF
PSK

Volatility

PGF vs. PSK - Volatility Comparison

Invesco Financial Preferred ETF (PGF) has a higher volatility of 4.44% compared to SPDR ICE Preferred Securities ETF (PSK) at 4.01%. This indicates that PGF's price experiences larger fluctuations and is considered to be riskier than PSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
4.44%
4.01%
PGF
PSK