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QPFF vs. PFFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


QPFFPFFA
YTD Return9.78%16.69%
1Y Return14.93%26.42%
3Y Return (Ann)2.61%6.14%
Sharpe Ratio2.262.57
Daily Std Dev6.69%10.36%
Max Drawdown-15.22%-70.52%
Current Drawdown-0.03%0.00%

Correlation

-0.50.00.51.00.8

The correlation between QPFF and PFFA is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

QPFF vs. PFFA - Performance Comparison

In the year-to-date period, QPFF achieves a 9.78% return, which is significantly lower than PFFA's 16.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
4.81%
11.84%
QPFF
PFFA

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QPFF vs. PFFA - Expense Ratio Comparison

QPFF has a 0.33% expense ratio, which is lower than PFFA's 1.47% expense ratio.


PFFA
Virtus InfraCap U.S. Preferred Stock ETF
Expense ratio chart for PFFA: current value at 1.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.47%
Expense ratio chart for QPFF: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

QPFF vs. PFFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Preferred ETF (QPFF) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


QPFF
Sharpe ratio
The chart of Sharpe ratio for QPFF, currently valued at 2.26, compared to the broader market0.002.004.002.26
Sortino ratio
The chart of Sortino ratio for QPFF, currently valued at 3.38, compared to the broader market-2.000.002.004.006.008.0010.0012.003.38
Omega ratio
The chart of Omega ratio for QPFF, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.003.501.44
Calmar ratio
The chart of Calmar ratio for QPFF, currently valued at 1.26, compared to the broader market0.005.0010.0015.001.26
Martin ratio
The chart of Martin ratio for QPFF, currently valued at 7.89, compared to the broader market0.0020.0040.0060.0080.00100.007.89
PFFA
Sharpe ratio
The chart of Sharpe ratio for PFFA, currently valued at 2.57, compared to the broader market0.002.004.002.57
Sortino ratio
The chart of Sortino ratio for PFFA, currently valued at 3.48, compared to the broader market-2.000.002.004.006.008.0010.0012.003.48
Omega ratio
The chart of Omega ratio for PFFA, currently valued at 1.51, compared to the broader market0.501.001.502.002.503.003.501.51
Calmar ratio
The chart of Calmar ratio for PFFA, currently valued at 1.84, compared to the broader market0.005.0010.0015.001.84
Martin ratio
The chart of Martin ratio for PFFA, currently valued at 13.01, compared to the broader market0.0020.0040.0060.0080.00100.0013.01

QPFF vs. PFFA - Sharpe Ratio Comparison

The current QPFF Sharpe Ratio is 2.26, which roughly equals the PFFA Sharpe Ratio of 2.57. The chart below compares the 12-month rolling Sharpe Ratio of QPFF and PFFA.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
2.26
2.57
QPFF
PFFA

Dividends

QPFF vs. PFFA - Dividend Comparison

QPFF's dividend yield for the trailing twelve months is around 6.10%, less than PFFA's 8.82% yield.


TTM202320222021202020192018
QPFF
American Century Quality Preferred ETF
6.10%5.94%5.77%4.13%0.00%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
8.82%9.56%10.75%7.64%8.54%10.02%5.15%

Drawdowns

QPFF vs. PFFA - Drawdown Comparison

The maximum QPFF drawdown since its inception was -15.22%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for QPFF and PFFA. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-0.03%
0
QPFF
PFFA

Volatility

QPFF vs. PFFA - Volatility Comparison

American Century Quality Preferred ETF (QPFF) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA) have volatilities of 1.27% and 1.33%, 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.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%AprilMayJuneJulyAugustSeptember
1.27%
1.33%
QPFF
PFFA