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PQDI vs. QPFF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PQDI vs. QPFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Spectrum Preferred and Income ETF (PQDI) and American Century Quality Preferred ETF (QPFF). The values are adjusted to include any dividend payments, if applicable.

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PQDI vs. QPFF - Yearly Performance Comparison


Returns By Period


PQDI

1D
0.88%
1M
-2.06%
YTD
-0.68%
6M
0.73%
1Y
6.50%
3Y*
8.85%
5Y*
3.26%
10Y*

QPFF

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PQDI vs. QPFF - Expense Ratio Comparison

PQDI has a 0.60% expense ratio, which is higher than QPFF's 0.33% expense ratio.


Return for Risk

PQDI vs. QPFF — Risk / Return Rank

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

PQDI
PQDI Risk / Return Rank: 8686
Overall Rank
PQDI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PQDI Sortino Ratio Rank: 9393
Sortino Ratio Rank
PQDI Omega Ratio Rank: 9494
Omega Ratio Rank
PQDI Calmar Ratio Rank: 7575
Calmar Ratio Rank
PQDI Martin Ratio Rank: 8080
Martin Ratio Rank

QPFF
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.

PQDI vs. QPFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Spectrum Preferred and Income ETF (PQDI) and American Century Quality Preferred ETF (QPFF). 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.


PQDIQPFFDifference

Sharpe ratio

Return per unit of total volatility

2.03

Sortino ratio

Return per unit of downside risk

2.75

Omega ratio

Gain probability vs. loss probability

1.43

Calmar ratio

Return relative to maximum drawdown

1.93

Martin ratio

Return relative to average drawdown

8.63

PQDI vs. QPFF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PQDIQPFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

Dividends

PQDI vs. QPFF - Dividend Comparison

PQDI's dividend yield for the trailing twelve months is around 5.16%, while QPFF has not paid dividends to shareholders.


TTM202520242023202220212020
PQDI
Principal Spectrum Preferred and Income ETF
5.16%5.02%4.93%5.35%5.60%5.21%2.69%
QPFF
American Century Quality Preferred ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PQDI vs. QPFF - Drawdown Comparison

The maximum PQDI drawdown since its inception was -17.41%, which is greater than QPFF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PQDI and QPFF.


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Drawdown Indicators


PQDIQPFFDifference

Max Drawdown

Largest peak-to-trough decline

-17.41%

0.00%

-17.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

Current Drawdown

Current decline from peak

-2.46%

0.00%

-2.46%

Average Drawdown

Average peak-to-trough decline

-3.59%

0.00%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

Volatility

PQDI vs. QPFF - Volatility Comparison


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Volatility by Period


PQDIQPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

0.00%

+3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.64%

0.00%

+4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.57%

0.00%

+4.57%