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PRFD vs. QPFF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRFD vs. QPFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Preferred And Capital Securities Active Exchange-Traded Fund (PRFD) and American Century Quality Preferred ETF (QPFF). The values are adjusted to include any dividend payments, if applicable.

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PRFD vs. QPFF - Yearly Performance Comparison


Returns By Period


PRFD

1D
0.48%
1M
-2.51%
YTD
-0.68%
6M
0.63%
1Y
6.09%
3Y*
8.80%
5Y*
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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PRFD vs. QPFF - Expense Ratio Comparison

PRFD has a 0.74% expense ratio, which is higher than QPFF's 0.33% expense ratio.


Return for Risk

PRFD vs. QPFF — Risk / Return Rank

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

PRFD
PRFD Risk / Return Rank: 7878
Overall Rank
PRFD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PRFD Sortino Ratio Rank: 8484
Sortino Ratio Rank
PRFD Omega Ratio Rank: 8787
Omega Ratio Rank
PRFD Calmar Ratio Rank: 7171
Calmar Ratio Rank
PRFD Martin Ratio Rank: 6464
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.

PRFD vs. QPFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Preferred And Capital Securities Active Exchange-Traded Fund (PRFD) 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.


PRFDQPFFDifference

Sharpe ratio

Return per unit of total volatility

1.73

Sortino ratio

Return per unit of downside risk

2.24

Omega ratio

Gain probability vs. loss probability

1.35

Calmar ratio

Return relative to maximum drawdown

1.82

Martin ratio

Return relative to average drawdown

6.38

PRFD vs. QPFF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRFDQPFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

Dividends

PRFD vs. QPFF - Dividend Comparison

PRFD's dividend yield for the trailing twelve months is around 5.74%, while QPFF has not paid dividends to shareholders.


Drawdowns

PRFD vs. QPFF - Drawdown Comparison

The maximum PRFD drawdown since its inception was -11.93%, which is greater than QPFF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PRFD and QPFF.


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Drawdown Indicators


PRFDQPFFDifference

Max Drawdown

Largest peak-to-trough decline

-11.93%

0.00%

-11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

Current Drawdown

Current decline from peak

-2.65%

0.00%

-2.65%

Average Drawdown

Average peak-to-trough decline

-2.30%

0.00%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

PRFD vs. QPFF - Volatility Comparison


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Volatility by Period


PRFDQPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.55%

0.00%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.94%

0.00%

+4.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.94%

0.00%

+4.94%