RPXIX vs. PFFL
Compare and contrast key facts about RiverPark Large Growth Fund (RPXIX) and ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL).
RPXIX is managed by RiverPark Funds. It was launched on Sep 30, 2010. PFFL is a passively managed fund by UBS that tracks the performance of the Solactive Preferred Stock ETF Index (+200%). It was launched on Sep 25, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RPXIX or PFFL.
Key characteristics
| RPXIX | PFFL | |
|---|---|---|
| YTD Return | 22.91% | 17.07% |
| 1Y Return | 39.88% | 33.59% |
| 3Y Return (Ann) | -7.15% | -8.13% |
| 5Y Return (Ann) | 5.77% | -6.12% |
| Sharpe Ratio | 2.52 | 1.45 |
| Sortino Ratio | 3.30 | 2.03 |
| Omega Ratio | 1.45 | 1.26 |
| Calmar Ratio | 0.90 | 0.61 |
| Martin Ratio | 15.17 | 7.33 |
| Ulcer Index | 2.58% | 4.17% |
| Daily Std Dev | 15.53% | 21.05% |
| Max Drawdown | -59.98% | -80.68% |
| Current Drawdown | -21.16% | -32.63% |
Correlation
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.
Performance
RPXIX vs. PFFL - Performance Comparison
In the year-to-date period, RPXIX achieves a 22.91% return, which is significantly higher than PFFL's 17.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
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 10.48%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 10.48% | 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.
Volatility
RPXIX vs. PFFL - Volatility Comparison
The current volatility for RiverPark Large Growth Fund (RPXIX) is 4.15%, while ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) has a volatility of 6.03%. 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.