PortfoliosLab logoPortfoliosLab logo
PQDI vs. GPRF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PQDI vs. GPRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Spectrum Preferred and Income ETF (PQDI) and Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PQDI achieves a 1.96% return, which is significantly higher than GPRF's 1.22% return.


PQDI

1D
0.05%
1M
-0.28%
6M
1.07%
YTD
1.96%
1Y
5.54%
3Y*
8.46%
5Y*
3.06%
10Y*
ALL TIME*
4.68%

GPRF

1D
-0.05%
1M
-0.46%
6M
0.09%
YTD
1.22%
1Y
3.60%
3Y*
5Y*
10Y*
ALL TIME*
4.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$166.19K$1.37M$843.05K
$158.66K$143.10K$126.70K

PQDI vs. GPRF - Yearly Performance Comparison


Correlation

The correlation between PQDI and GPRF is 0.48, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.48

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2024

0.56

The correlation between PQDI and GPRF has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

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

PQDI vs. GPRF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PQDI
PQDI Risk / Return Rank: 5858
Overall Rank
PQDI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PQDI Sortino Ratio Rank: 6262
Sortino Ratio Rank
PQDI Omega Ratio Rank: 7171
Omega Ratio Rank
PQDI Calmar Ratio Rank: 4141
Calmar Ratio Rank
PQDI Martin Ratio Rank: 5454
Martin Ratio Rank

GPRF
GPRF Risk / Return Rank: 3333
Overall Rank
GPRF Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GPRF Sortino Ratio Rank: 3232
Sortino Ratio Rank
GPRF Omega Ratio Rank: 3737
Omega Ratio Rank
GPRF Calmar Ratio Rank: 2424
Calmar Ratio Rank
GPRF Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PQDI vs. GPRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Spectrum Preferred and Income ETF (PQDI) and Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF). 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.


PQDIGPRFDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.33

1.20

+0.13

Calmar ratioReturn relative to maximum drawdown

1.68

0.86

+0.82

Martin ratioReturn relative to average drawdown

7.19

3.86

+3.33

PQDI vs. GPRF - Sharpe Ratio Comparison

The current PQDI Sharpe Ratio is 1.65, which is higher than the GPRF Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of PQDI and GPRF, 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

PQDI vs. GPRF - Drawdown Comparison

The maximum PQDI drawdown since its inception was -17.41%, which is greater than GPRF's maximum drawdown of -4.36%. Use the drawdown chart below to compare losses from any high point for PQDI and GPRF.


Loading charts...

Drawdown Indicators


PQDIGPRFDifference

Max Drawdown

Largest peak-to-trough decline

-17.41%

-4.36%

-13.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-4.20%

+0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

Current Drawdown

Current decline from peak

-0.28%

-0.89%

+0.61%

Average Drawdown

Average peak-to-trough decline

-3.42%

-0.88%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.94%

-0.17%

Volatility

PQDI vs. GPRF - Volatility Comparison

Principal Spectrum Preferred and Income ETF (PQDI) and Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF) have volatilities of 0.92% and 0.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PQDIGPRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

0.95%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

3.09%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

3.68%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.71%

3.85%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.52%

3.85%

+0.67%

PQDI vs. GPRF - Expense Ratio Comparison

PQDI has a 0.60% expense ratio, which is higher than GPRF's 0.45% expense ratio.


Dividends

PQDI vs. GPRF - Dividend Comparison

PQDI's dividend yield for the trailing twelve months is around 5.66%, which matches GPRF's 5.67% yield.


PositionTTM202520242023202220212020
GPRF
Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF
5.67%5.38%2.10%0.00%0.00%0.00%0.00%
PQDI
Principal Spectrum Preferred and Income ETF
5.66%5.02%4.93%5.35%5.60%5.21%2.69%

Frequently Asked Questions


PQDI and GPRF have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GPRF has higher volatility (0.95%) compared to PQDI (0.92%). In terms of maximum drawdown, PQDI dropped -17.41% vs GPRF's -4.36%.

On 1-year performance, PQDI leads with 5.54% vs 3.60% for GPRF. On fees, GPRF is cheaper at 0.45% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PQDI has performed better with a 5.54% return vs 3.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GPRF is cheaper with a 0.45% expense ratio, compared with 0.60% for PQDI.

GPRF has the higher dividend yield at 5.67%, compared with 5.66% for PQDI.

PQDI tracks ICE BofA 7% Constrained DRD Eligible Preferred Securities Index, while GPRF tracks FTSE Goldman Sachs US Preferred Stock and Hybrids Index. They also come from different issuers: Principal and Goldman Sachs. Their fees differ too: 0.60% for PQDI and 0.45% for GPRF.

PQDI currently has the higher Sharpe Ratio (1.65 vs 0.98), 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 PQDI and GPRF

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