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RPXIX vs. PFFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

RPXIX vs. PFFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverPark Large Growth Fund (RPXIX) and ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.00%
8.33%
RPXIX
PFFL

Returns By Period

In the year-to-date period, RPXIX achieves a 22.79% return, which is significantly higher than PFFL's 11.39% return.


RPXIX

YTD

22.79%

1M

2.17%

6M

13.00%

1Y

31.69%

5Y (annualized)

5.41%

10Y (annualized)

4.78%

PFFL

YTD

11.39%

1M

-7.92%

6M

8.32%

1Y

20.77%

5Y (annualized)

-7.18%

10Y (annualized)

N/A

Key characteristics


RPXIXPFFL
Sharpe Ratio2.160.98
Sortino Ratio2.851.43
Omega Ratio1.381.19
Calmar Ratio0.820.44
Martin Ratio12.844.80
Ulcer Index2.59%4.32%
Daily Std Dev15.42%21.07%
Max Drawdown-59.98%-80.68%
Current Drawdown-21.24%-35.89%

Compare stocks, funds, or ETFs

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RPXIX vs. PFFL - Expense Ratio Comparison

RPXIX has a 0.91% expense ratio, which is higher than PFFL's 0.85% expense ratio.


RPXIX
RiverPark Large Growth Fund
Expense ratio chart for RPXIX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for PFFL: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Correlation

-0.50.00.51.00.5

The correlation between RPXIX and PFFL is 0.50, 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.

Risk-Adjusted Performance

RPXIX vs. PFFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverPark Large Growth Fund (RPXIX) and ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL). 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.


Sharpe ratio
The chart of Sharpe ratio for RPXIX, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.005.002.160.98
The chart of Sortino ratio for RPXIX, currently valued at 2.85, compared to the broader market0.005.0010.002.851.43
The chart of Omega ratio for RPXIX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.19
The chart of Calmar ratio for RPXIX, currently valued at 0.82, compared to the broader market0.005.0010.0015.0020.0025.000.820.44
The chart of Martin ratio for RPXIX, currently valued at 12.84, compared to the broader market0.0020.0040.0060.0080.00100.0012.844.80
RPXIX
PFFL

The current RPXIX Sharpe Ratio is 2.16, which is higher than the PFFL Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RPXIX and PFFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.16
0.98
RPXIX
PFFL

Dividends

RPXIX vs. PFFL - Dividend Comparison

RPXIX has not paid dividends to shareholders, while PFFL's dividend yield for the trailing twelve months is around 12.21%.


TTM20232022202120202019201820172016201520142013
RPXIX
RiverPark Large Growth Fund
0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.04%0.66%0.15%0.26%0.20%
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
12.21%13.72%13.91%8.81%9.76%12.04%2.02%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RPXIX vs. PFFL - Drawdown Comparison

The maximum RPXIX drawdown since its inception was -59.98%, smaller than the maximum PFFL drawdown of -80.68%. Use the drawdown chart below to compare losses from any high point for RPXIX and PFFL. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-21.24%
-35.89%
RPXIX
PFFL

Volatility

RPXIX vs. PFFL - Volatility Comparison

The current volatility for RiverPark Large Growth Fund (RPXIX) is 4.35%, while ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) has a volatility of 6.91%. This indicates that RPXIX experiences smaller price fluctuations and is considered to be less risky than PFFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
4.35%
6.91%
RPXIX
PFFL