PortfoliosLab logoPortfoliosLab logo
PGX vs. SPFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGX vs. SPFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Preferred ETF (PGX) and Global X SuperIncome Preferred ETF (SPFF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PGX achieves a -0.55% return, which is significantly lower than SPFF's 5.25% return. Over the past 10 years, PGX has underperformed SPFF with an annualized return of 2.34%, while SPFF has yielded a comparatively higher 3.11% annualized return.


PGX

1D
-0.83%
1M
-0.47%
YTD
-0.55%
6M
-0.64%
1Y
4.48%
3Y*
5.14%
5Y*
-1.00%
10Y*
2.34%

SPFF

1D
-0.52%
1M
1.66%
YTD
5.25%
6M
4.12%
1Y
16.51%
3Y*
9.03%
5Y*
1.77%
10Y*
3.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGX vs. SPFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGX
Invesco Preferred ETF
-0.55%3.48%6.53%9.48%-21.16%3.15%7.09%17.09%-4.01%10.48%
SPFF
Global X SuperIncome Preferred ETF
5.25%7.52%8.62%3.00%-14.29%5.15%6.91%13.04%-2.55%1.80%

Correlation

The correlation between PGX and SPFF is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.78

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

0.68

The correlation between PGX and SPFF shifts across timeframes, from 0.64 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PGX vs. SPFF — Risk / Return Rank

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

PGX
PGX Risk / Return Rank: 2020
Overall Rank
PGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PGX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PGX Omega Ratio Rank: 1919
Omega Ratio Rank
PGX Calmar Ratio Rank: 2020
Calmar Ratio Rank
PGX Martin Ratio Rank: 1717
Martin Ratio Rank

SPFF
SPFF Risk / Return Rank: 4646
Overall Rank
SPFF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPFF Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPFF Omega Ratio Rank: 4646
Omega Ratio Rank
SPFF Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPFF Martin Ratio Rank: 4242
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. SPFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Preferred ETF (PGX) 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.


PGXSPFFDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratioReturn relative to maximum drawdown

0.90

2.19

-1.29

Martin ratioReturn relative to average drawdown

1.90

6.59

-4.70

PGX vs. SPFF - Sharpe Ratio Comparison

The current PGX Sharpe Ratio is 0.73, which is lower than the SPFF Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of PGX 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.


Loading charts...

Drawdowns

PGX vs. SPFF - Drawdown Comparison

The maximum PGX drawdown since its inception was -66.44%, which is greater than SPFF's maximum drawdown of -35.92%. Use the drawdown chart below to compare losses from any high point for PGX and SPFF.


Loading charts...

Drawdown Indicators


PGXSPFFDifference

Max Drawdown

Largest peak-to-trough decline

-66.44%

-35.92%

-30.52%

Max Drawdown (1Y)

Largest decline over 1 year

-4.98%

-7.58%

+2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-11.17%

-12.51%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.67%

-22.88%

-1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

-35.92%

+1.82%

Current Drawdown

Current decline from peak

-5.65%

-1.75%

-3.90%

Average Drawdown

Average peak-to-trough decline

-8.12%

-4.05%

-4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.51%

-0.14%

Volatility

PGX vs. SPFF - Volatility Comparison

The current volatility for Invesco Preferred ETF (PGX) is 1.57%, while Global X SuperIncome Preferred ETF (SPFF) has a volatility of 3.60%. This indicates that PGX experiences smaller price fluctuations and is considered to be less risky than SPFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PGXSPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

3.60%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

7.70%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

6.20%

9.96%

-3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.12%

11.02%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.03%

13.54%

-0.51%

PGX vs. SPFF - Expense Ratio Comparison

PGX has a 0.52% expense ratio, which is lower than SPFF's 0.58% expense ratio.


Dividends

PGX vs. SPFF - Dividend Comparison

PGX's dividend yield for the trailing twelve months is around 6.73%, more than SPFF's 6.44% yield.


PositionTTM20252024202320222021202020192018201720162015
PGX
Invesco Preferred ETF
6.73%6.03%5.95%6.42%6.29%4.82%4.89%4.85%6.09%5.66%6.02%5.84%
SPFF
Global X SuperIncome Preferred ETF
6.44%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


PGX and SPFF have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPFF has higher volatility (3.60%) compared to PGX (1.57%). In terms of maximum drawdown, PGX dropped -66.44% vs SPFF's -35.92%.

On 10-year performance, SPFF leads with 3.11% vs 2.34% for PGX. On fees, PGX is cheaper at 0.52% per year. On volatility, PGX has been the lower-risk option at 1.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPFF has performed better with a 3.11% return vs 2.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PGX is cheaper with a 0.52% expense ratio, compared with 0.58% for SPFF.

PGX has the higher dividend yield at 6.73%, compared with 6.44% for SPFF.

PGX tracks BofA Merrill Lynch Core Fixed Rate Preferred Securities Index, while SPFF tracks S&P Enhanced Yield North American Preferred Stock Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.52% for PGX and 0.58% for SPFF.

SPFF currently has the higher Sharpe Ratio (1.67 vs 0.73), 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

Find the right allocation for PGX and SPFF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer