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SPFF vs. PGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPFF and PGX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

SPFF vs. PGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperIncome Preferred ETF (SPFF) and Invesco Preferred ETF (PGX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
35.54%
57.28%
SPFF
PGX

Key characteristics

Sharpe Ratio

SPFF:

0.19

PGX:

0.19

Sortino Ratio

SPFF:

0.35

PGX:

0.34

Omega Ratio

SPFF:

1.05

PGX:

1.04

Calmar Ratio

SPFF:

0.16

PGX:

0.14

Martin Ratio

SPFF:

0.58

PGX:

0.45

Ulcer Index

SPFF:

3.57%

PGX:

4.14%

Daily Std Dev

SPFF:

10.60%

PGX:

9.79%

Max Drawdown

SPFF:

-35.92%

PGX:

-66.40%

Current Drawdown

SPFF:

-8.76%

PGX:

-10.13%

Returns By Period

In the year-to-date period, SPFF achieves a -3.92% return, which is significantly lower than PGX's -1.98% return. Over the past 10 years, SPFF has underperformed PGX with an annualized return of 1.35%, while PGX has yielded a comparatively higher 2.76% annualized return.


SPFF

YTD

-3.92%

1M

-3.28%

6M

-5.92%

1Y

3.01%

5Y*

3.17%

10Y*

1.35%

PGX

YTD

-1.98%

1M

-2.23%

6M

-6.47%

1Y

3.03%

5Y*

1.00%

10Y*

2.76%

*Annualized

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SPFF vs. PGX - Expense Ratio Comparison

SPFF has a 0.58% expense ratio, which is higher than PGX's 0.52% expense ratio.


Expense ratio chart for SPFF: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPFF: 0.58%
Expense ratio chart for PGX: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PGX: 0.52%

Risk-Adjusted Performance

SPFF vs. PGX — Risk-Adjusted Performance Rank

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

SPFF
The Risk-Adjusted Performance Rank of SPFF is 3232
Overall Rank
The Sharpe Ratio Rank of SPFF is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SPFF is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SPFF is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SPFF is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SPFF is 3232
Martin Ratio Rank

PGX
The Risk-Adjusted Performance Rank of PGX is 3030
Overall Rank
The Sharpe Ratio Rank of PGX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of PGX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of PGX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of PGX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of PGX is 2929
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.

SPFF vs. PGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperIncome Preferred ETF (SPFF) and Invesco Preferred ETF (PGX). 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 chart of Sharpe ratio for SPFF, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.00
SPFF: 0.19
PGX: 0.19
The chart of Sortino ratio for SPFF, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
SPFF: 0.35
PGX: 0.34
The chart of Omega ratio for SPFF, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
SPFF: 1.05
PGX: 1.04
The chart of Calmar ratio for SPFF, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.00
SPFF: 0.16
PGX: 0.14
The chart of Martin ratio for SPFF, currently valued at 0.58, compared to the broader market0.0020.0040.0060.00
SPFF: 0.58
PGX: 0.45

The current SPFF Sharpe Ratio is 0.19, which is comparable to the PGX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of SPFF and PGX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.19
0.19
SPFF
PGX

Dividends

SPFF vs. PGX - Dividend Comparison

SPFF's dividend yield for the trailing twelve months is around 6.81%, more than PGX's 6.18% yield.


TTM20242023202220212020201920182017201620152014
SPFF
Global X SuperIncome Preferred ETF
6.81%6.39%6.64%7.15%5.78%5.75%5.96%7.60%7.24%7.04%7.50%6.78%
PGX
Invesco Preferred ETF
6.18%5.95%6.42%6.29%4.82%4.89%5.31%6.09%5.66%6.02%5.84%5.98%

Drawdowns

SPFF vs. PGX - Drawdown Comparison

The maximum SPFF drawdown since its inception was -35.92%, smaller than the maximum PGX drawdown of -66.40%. Use the drawdown chart below to compare losses from any high point for SPFF and PGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.76%
-10.13%
SPFF
PGX

Volatility

SPFF vs. PGX - Volatility Comparison

Global X SuperIncome Preferred ETF (SPFF) has a higher volatility of 6.68% compared to Invesco Preferred ETF (PGX) at 3.87%. This indicates that SPFF's price experiences larger fluctuations and is considered to be riskier than PGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.68%
3.87%
SPFF
PGX