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PGX vs. PFLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGX vs. PFLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Preferred ETF (PGX) and AAM Low Duration Preferred and Income Securities ETF 144A (PFLD). The values are adjusted to include any dividend payments, if applicable.

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PGX vs. PFLD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PGX
Invesco Preferred ETF
-0.88%3.48%6.53%9.48%-21.16%3.15%7.09%1.65%
PFLD
AAM Low Duration Preferred and Income Securities ETF 144A
0.71%1.44%5.48%8.16%-12.73%4.49%5.34%1.04%

Returns By Period

In the year-to-date period, PGX achieves a -0.88% return, which is significantly lower than PFLD's 0.71% return.


PGX

1D
0.83%
1M
-3.11%
YTD
-0.88%
6M
-3.59%
1Y
3.48%
3Y*
4.70%
5Y*
-0.47%
10Y*
2.68%

PFLD

1D
0.46%
1M
-0.73%
YTD
0.71%
6M
1.28%
1Y
2.14%
3Y*
4.18%
5Y*
0.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGX vs. PFLD - Expense Ratio Comparison

PGX has a 0.52% expense ratio, which is higher than PFLD's 0.45% expense ratio.


Return for Risk

PGX vs. PFLD — Risk / Return Rank

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

PGX
PGX Risk / Return Rank: 2525
Overall Rank
PGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PGX Sortino Ratio Rank: 2424
Sortino Ratio Rank
PGX Omega Ratio Rank: 2323
Omega Ratio Rank
PGX Calmar Ratio Rank: 3030
Calmar Ratio Rank
PGX Martin Ratio Rank: 2424
Martin Ratio Rank

PFLD
PFLD Risk / Return Rank: 2222
Overall Rank
PFLD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PFLD Sortino Ratio Rank: 2020
Sortino Ratio Rank
PFLD Omega Ratio Rank: 2121
Omega Ratio Rank
PFLD Calmar Ratio Rank: 2323
Calmar Ratio Rank
PFLD Martin Ratio Rank: 2525
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.

PGX vs. PFLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Preferred ETF (PGX) and AAM Low Duration Preferred and Income Securities ETF 144A (PFLD). 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.


PGXPFLDDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.41

+0.08

Sortino ratio

Return per unit of downside risk

0.73

0.59

+0.15

Omega ratio

Gain probability vs. loss probability

1.09

1.09

+0.01

Calmar ratio

Return relative to maximum drawdown

0.77

0.54

+0.23

Martin ratio

Return relative to average drawdown

1.78

1.96

-0.17

PGX vs. PFLD - Sharpe Ratio Comparison

The current PGX Sharpe Ratio is 0.49, which is comparable to the PFLD Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of PGX and PFLD, 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


PGXPFLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.41

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.13

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.15

0.00

Correlation

The correlation between PGX and PFLD is 0.72, 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

PGX vs. PFLD - Dividend Comparison

PGX's dividend yield for the trailing twelve months is around 6.20%, more than PFLD's 6.02% yield.


TTM20252024202320222021202020192018201720162015
PGX
Invesco Preferred ETF
6.20%6.03%5.95%6.42%6.29%4.82%4.89%4.85%6.09%5.66%6.02%5.84%
PFLD
AAM Low Duration Preferred and Income Securities ETF 144A
6.02%6.52%7.09%7.09%5.76%4.52%4.79%0.82%0.00%0.00%0.00%0.00%

Drawdowns

PGX vs. PFLD - Drawdown Comparison

The maximum PGX drawdown since its inception was -66.44%, which is greater than PFLD's maximum drawdown of -33.20%. Use the drawdown chart below to compare losses from any high point for PGX and PFLD.


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Drawdown Indicators


PGXPFLDDifference

Max Drawdown

Largest peak-to-trough decline

-66.44%

-33.20%

-33.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.98%

-4.06%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-24.67%

-15.51%

-9.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

-5.97%

-1.21%

-4.76%

Average Drawdown

Average peak-to-trough decline

-8.17%

-4.28%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.12%

+1.04%

Volatility

PGX vs. PFLD - Volatility Comparison

Invesco Preferred ETF (PGX) has a higher volatility of 2.48% compared to AAM Low Duration Preferred and Income Securities ETF 144A (PFLD) at 1.25%. This indicates that PGX's price experiences larger fluctuations and is considered to be riskier than PFLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGXPFLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

1.25%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.27%

2.27%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

7.14%

5.28%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.07%

7.49%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.00%

13.54%

-0.54%