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

Correlation

The correlation between QPFF and PFFV is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

QPFF vs. PFFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Quality Preferred ETF (QPFF) and Global X Variable Rate Preferred ETF (PFFV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

QPFF:

0.31

PFFV:

0.65

Sortino Ratio

QPFF:

0.45

PFFV:

0.96

Omega Ratio

QPFF:

1.06

PFFV:

1.13

Calmar Ratio

QPFF:

0.23

PFFV:

0.78

Martin Ratio

QPFF:

0.60

PFFV:

2.75

Ulcer Index

QPFF:

3.63%

PFFV:

1.72%

Daily Std Dev

QPFF:

7.83%

PFFV:

7.21%

Max Drawdown

QPFF:

-15.22%

PFFV:

-19.02%

Current Drawdown

QPFF:

-5.95%

PFFV:

-2.98%

Returns By Period

In the year-to-date period, QPFF achieves a -1.68% return, which is significantly lower than PFFV's -0.06% return.


QPFF

YTD

-1.68%

1M

0.88%

6M

-4.78%

1Y

2.39%

3Y*

3.54%

5Y*

N/A

10Y*

N/A

PFFV

YTD

-0.06%

1M

-0.39%

6M

-2.13%

1Y

4.64%

3Y*

4.24%

5Y*

N/A

10Y*

N/A

*Annualized

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QPFF vs. PFFV - Expense Ratio Comparison

QPFF has a 0.33% expense ratio, which is higher than PFFV's 0.25% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

QPFF vs. PFFV — Risk-Adjusted Performance Rank

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

QPFF
The Risk-Adjusted Performance Rank of QPFF is 2727
Overall Rank
The Sharpe Ratio Rank of QPFF is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of QPFF is 2525
Sortino Ratio Rank
The Omega Ratio Rank of QPFF is 2525
Omega Ratio Rank
The Calmar Ratio Rank of QPFF is 2929
Calmar Ratio Rank
The Martin Ratio Rank of QPFF is 2525
Martin Ratio Rank

PFFV
The Risk-Adjusted Performance Rank of PFFV is 6060
Overall Rank
The Sharpe Ratio Rank of PFFV is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFV is 5555
Sortino Ratio Rank
The Omega Ratio Rank of PFFV is 5252
Omega Ratio Rank
The Calmar Ratio Rank of PFFV is 7171
Calmar Ratio Rank
The Martin Ratio Rank of PFFV is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QPFF vs. PFFV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Preferred ETF (QPFF) and Global X Variable Rate Preferred ETF (PFFV). 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.


The current QPFF Sharpe Ratio is 0.31, which is lower than the PFFV Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of QPFF and PFFV, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

QPFF vs. PFFV - Dividend Comparison

QPFF's dividend yield for the trailing twelve months is around 6.20%, less than PFFV's 7.61% yield.


TTM20242023202220212020
QPFF
American Century Quality Preferred ETF
6.20%6.27%5.94%5.77%4.13%0.00%
PFFV
Global X Variable Rate Preferred ETF
7.61%7.33%7.19%6.60%5.15%2.67%

Drawdowns

QPFF vs. PFFV - Drawdown Comparison

The maximum QPFF drawdown since its inception was -15.22%, smaller than the maximum PFFV drawdown of -19.02%. Use the drawdown chart below to compare losses from any high point for QPFF and PFFV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

QPFF vs. PFFV - Volatility Comparison

American Century Quality Preferred ETF (QPFF) has a higher volatility of 2.67% compared to Global X Variable Rate Preferred ETF (PFFV) at 1.83%. This indicates that QPFF's price experiences larger fluctuations and is considered to be riskier than PFFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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