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PLFRX vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PLFRX and ABR is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

PLFRX vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Floating Rate Income (PLFRX) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
91.83%
716.98%
PLFRX
ABR

Key characteristics

Sharpe Ratio

PLFRX:

1.95

ABR:

0.05

Sortino Ratio

PLFRX:

3.87

ABR:

0.32

Omega Ratio

PLFRX:

1.77

ABR:

1.05

Calmar Ratio

PLFRX:

2.59

ABR:

0.06

Martin Ratio

PLFRX:

12.61

ABR:

0.17

Ulcer Index

PLFRX:

0.45%

ABR:

11.95%

Daily Std Dev

PLFRX:

2.88%

ABR:

37.59%

Max Drawdown

PLFRX:

-18.75%

ABR:

-97.75%

Current Drawdown

PLFRX:

-0.89%

ABR:

-21.47%

Returns By Period

In the year-to-date period, PLFRX achieves a -0.17% return, which is significantly higher than ABR's -13.73% return. Over the past 10 years, PLFRX has underperformed ABR with an annualized return of 4.68%, while ABR has yielded a comparatively higher 16.03% annualized return.


PLFRX

YTD

-0.17%

1M

-0.53%

6M

1.74%

1Y

4.81%

5Y*

7.14%

10Y*

4.68%

ABR

YTD

-13.73%

1M

-1.87%

6M

-18.39%

1Y

1.91%

5Y*

24.27%

10Y*

16.03%

*Annualized

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Risk-Adjusted Performance

PLFRX vs. ABR — Risk-Adjusted Performance Rank

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

PLFRX
The Risk-Adjusted Performance Rank of PLFRX is 9494
Overall Rank
The Sharpe Ratio Rank of PLFRX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PLFRX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of PLFRX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of PLFRX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of PLFRX is 9595
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 5151
Overall Rank
The Sharpe Ratio Rank of ABR is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 5454
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.

PLFRX vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Floating Rate Income (PLFRX) and Arbor Realty Trust, Inc. (ABR). 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 PLFRX, currently valued at 1.95, compared to the broader market-2.00-1.000.001.002.003.00
PLFRX: 1.95
ABR: 0.05
The chart of Sortino ratio for PLFRX, currently valued at 3.87, compared to the broader market-2.000.002.004.006.008.00
PLFRX: 3.87
ABR: 0.32
The chart of Omega ratio for PLFRX, currently valued at 1.77, compared to the broader market0.501.001.502.002.503.00
PLFRX: 1.77
ABR: 1.05
The chart of Calmar ratio for PLFRX, currently valued at 2.59, compared to the broader market0.002.004.006.008.0010.00
PLFRX: 2.59
ABR: 0.06
The chart of Martin ratio for PLFRX, currently valued at 12.61, compared to the broader market0.0010.0020.0030.0040.00
PLFRX: 12.61
ABR: 0.17

The current PLFRX Sharpe Ratio is 1.95, which is higher than the ABR Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of PLFRX and ABR, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.95
0.05
PLFRX
ABR

Dividends

PLFRX vs. ABR - Dividend Comparison

PLFRX's dividend yield for the trailing twelve months is around 7.36%, less than ABR's 14.92% yield.


TTM20242023202220212020201920182017201620152014
PLFRX
Pacific Funds Floating Rate Income
7.36%8.47%8.92%5.66%3.93%4.06%5.14%5.08%4.46%4.22%4.51%4.58%
ABR
Arbor Realty Trust, Inc.
14.92%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

PLFRX vs. ABR - Drawdown Comparison

The maximum PLFRX drawdown since its inception was -18.75%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for PLFRX and ABR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.89%
-21.47%
PLFRX
ABR

Volatility

PLFRX vs. ABR - Volatility Comparison

The current volatility for Pacific Funds Floating Rate Income (PLFRX) is 1.51%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 15.33%. This indicates that PLFRX experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
1.51%
15.33%
PLFRX
ABR