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PREF vs. PFXF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PREF vs. PFXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Spectrum Preferred Secs Active ETF (PREF) and VanEck Vectors Preferred Securities ex Financials ETF (PFXF). The values are adjusted to include any dividend payments, if applicable.

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PREF vs. PFXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PREF
Principal Spectrum Preferred Secs Active ETF
-0.46%7.64%11.43%7.36%-11.80%2.08%7.52%17.32%-5.45%2.05%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
0.10%9.64%8.42%11.20%-18.83%11.61%7.61%20.52%-4.17%0.11%

Returns By Period

In the year-to-date period, PREF achieves a -0.46% return, which is significantly lower than PFXF's 0.10% return.


PREF

1D
0.48%
1M
-1.76%
YTD
-0.46%
6M
0.91%
1Y
5.77%
3Y*
8.59%
5Y*
3.06%
10Y*

PFXF

1D
1.15%
1M
-3.86%
YTD
0.10%
6M
2.11%
1Y
12.25%
3Y*
7.58%
5Y*
3.30%
10Y*
4.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PREF vs. PFXF - Expense Ratio Comparison

PREF has a 0.55% expense ratio, which is higher than PFXF's 0.41% expense ratio.


Return for Risk

PREF vs. PFXF — Risk / Return Rank

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

PREF
PREF Risk / Return Rank: 8282
Overall Rank
PREF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PREF Sortino Ratio Rank: 8585
Sortino Ratio Rank
PREF Omega Ratio Rank: 8686
Omega Ratio Rank
PREF Calmar Ratio Rank: 7676
Calmar Ratio Rank
PREF Martin Ratio Rank: 8181
Martin Ratio Rank

PFXF
PFXF Risk / Return Rank: 6666
Overall Rank
PFXF Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PFXF Sortino Ratio Rank: 6767
Sortino Ratio Rank
PFXF Omega Ratio Rank: 6262
Omega Ratio Rank
PFXF Calmar Ratio Rank: 6868
Calmar Ratio Rank
PFXF Martin Ratio Rank: 6363
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.

PREF vs. PFXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Spectrum Preferred Secs Active ETF (PREF) and VanEck Vectors Preferred Securities ex Financials ETF (PFXF). 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.


PREFPFXFDifference

Sharpe ratio

Return per unit of total volatility

1.69

1.14

+0.55

Sortino ratio

Return per unit of downside risk

2.22

1.63

+0.59

Omega ratio

Gain probability vs. loss probability

1.34

1.22

+0.12

Calmar ratio

Return relative to maximum drawdown

1.95

1.66

+0.29

Martin ratio

Return relative to average drawdown

8.56

5.98

+2.58

PREF vs. PFXF - Sharpe Ratio Comparison

The current PREF Sharpe Ratio is 1.69, which is higher than the PFXF Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of PREF and PFXF, 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


PREFPFXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.14

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.31

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.44

+0.19

Correlation

The correlation between PREF and PFXF is 0.37, 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.


Dividends

PREF vs. PFXF - Dividend Comparison

PREF's dividend yield for the trailing twelve months is around 5.01%, less than PFXF's 6.96% yield.


TTM20252024202320222021202020192018201720162015
PREF
Principal Spectrum Preferred Secs Active ETF
5.01%4.87%4.65%4.67%4.63%4.07%4.35%4.67%5.49%2.35%0.00%0.00%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
6.96%6.72%7.82%7.88%6.74%4.66%5.19%5.35%6.56%5.93%5.81%5.99%

Drawdowns

PREF vs. PFXF - Drawdown Comparison

The maximum PREF drawdown since its inception was -22.99%, smaller than the maximum PFXF drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for PREF and PFXF.


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Drawdown Indicators


PREFPFXFDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-35.49%

+12.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-6.84%

+3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-16.99%

-21.80%

+4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

Current Drawdown

Current decline from peak

-1.96%

-4.75%

+2.79%

Average Drawdown

Average peak-to-trough decline

-3.73%

-3.94%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

1.90%

-1.24%

Volatility

PREF vs. PFXF - Volatility Comparison

The current volatility for Principal Spectrum Preferred Secs Active ETF (PREF) is 1.73%, while VanEck Vectors Preferred Securities ex Financials ETF (PFXF) has a volatility of 3.58%. This indicates that PREF experiences smaller price fluctuations and is considered to be less risky than PFXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PREFPFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

3.58%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

6.82%

-4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

10.83%

-7.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

10.81%

-5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.35%

13.16%

-6.81%