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QTPI vs. QPFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QTPI vs. QPFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in North Square RCIM Tax-Advantaged Preferred and Income Securities ETF (QTPI) and American Century Quality Preferred ETF (QPFF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QTPI

1D
-0.59%
1M
0.10%
YTD
0.84%
6M
1.41%
1Y
5.09%
3Y*
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)

QTPI vs. QPFF - Yearly Performance Comparison


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Return for Risk

QTPI vs. QPFF — Risk / Return Rank

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

QTPI
QTPI Risk / Return Rank: 4242
Overall Rank
QTPI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
QTPI Sortino Ratio Rank: 3434
Sortino Ratio Rank
QTPI Omega Ratio Rank: 3333
Omega Ratio Rank
QTPI Calmar Ratio Rank: 5050
Calmar Ratio Rank
QTPI Martin Ratio Rank: 5757
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.

QTPI vs. QPFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for North Square RCIM Tax-Advantaged Preferred and Income Securities ETF (QTPI) 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.


QTPIQPFFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

2.42

Martin ratioReturn relative to average drawdown

9.97

QTPI vs. QPFF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QTPIQPFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

Drawdowns

QTPI vs. QPFF - Drawdown Comparison

The maximum QTPI drawdown since its inception was -4.08%, which is greater than QPFF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for QTPI and QPFF.


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Drawdown Indicators


QTPIQPFFDifference

Max Drawdown

Largest peak-to-trough decline

-4.08%

0.00%

-4.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

Current Drawdown

Current decline from peak

-0.68%

0.00%

-0.68%

Average Drawdown

Average peak-to-trough decline

-0.40%

0.00%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

Volatility

QTPI vs. QPFF - Volatility Comparison


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Volatility by Period


QTPIQPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.55%

0.00%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

0.00%

+4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

0.00%

+4.98%

QTPI vs. QPFF - Expense Ratio Comparison

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


Dividends

QTPI vs. QPFF - Dividend Comparison

QTPI's dividend yield for the trailing twelve months is around 4.44%, while QPFF has not paid dividends to shareholders.


Frequently Asked Questions


On fees, QPFF is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QPFF is cheaper with a 0.33% expense ratio, compared with 0.60% for QTPI.

QTPI has the higher dividend yield at 4.44%, compared with 0.00% for QPFF.

They also come from different issuers: North Square and American Century. Their fees differ too: 0.60% for QTPI and 0.33% for QPFF.

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