VCLN vs. PFFA

Last updated Apr 1, 2026

Compare and contrast key facts about Virtus Duff & Phelps Clean Energy ETF (VCLN) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA).

VCLN and PFFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VCLN is an actively managed fund by Virtus Investment Partners. It was launched on Aug 3, 2021. PFFA is an actively managed fund by Virtus Investment Partners. It was launched on May 15, 2018.

Performance

VCLN vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Clean Energy ETF (VCLN) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

VCLN vs. PFFA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VCLN Virtus Duff & Phelps Clean Energy ETF	9.96%	55.75%	-6.69%	-17.54%	-7.87%	-5.00%
PFFA Virtus InfraCap U.S. Preferred Stock ETF	-3.22%	8.22%	16.11%	26.45%	-20.91%	2.60%

Returns By Period

In the year-to-date period, VCLN achieves a 9.96% return, which is significantly higher than PFFA's -3.22% return.

VCLN

• 1D: 4.26%
• 1M: -0.55%
• YTD: 9.96%
• 6M: 19.57%
• 1Y: 72.36%
• 3Y*: 9.48%
• 5Y*: —
• 10Y*: —

PFFA

• 1D: 0.10%
• 1M: -4.25%
• YTD: -3.22%
• 6M: -1.63%
• 1Y: 5.66%
• 3Y*: 12.09%
• 5Y*: 5.84%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VCLN vs. PFFA - Expense Ratio Comparison

VCLN has a 0.59% expense ratio, which is lower than PFFA's 1.47% expense ratio.

PFFA

Virtus InfraCap U.S. Preferred Stock ETF

VCLN

Virtus Duff & Phelps Clean Energy ETF

Return for Risk

VCLN vs. PFFA — Risk / Return Rank

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

VCLN

VCLN Risk / Return Rank: 96
VCLN Sharpe Ratio Rank: 95
VCLN Sortino Ratio Rank: 95
VCLN Omega Ratio Rank: 92
VCLN Calmar Ratio Rank: 98
VCLN Martin Ratio Rank: 97

PFFA

PFFA Risk / Return Rank: 30
PFFA Sharpe Ratio Rank: 33
PFFA Sortino Ratio Rank: 28
PFFA Omega Ratio Rank: 32
PFFA Calmar Ratio Rank: 27
PFFA Martin Ratio Rank: 28

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.

VCLN vs. PFFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Clean Energy ETF (VCLN) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.

	VCLN	PFFA	Difference
Sharpe ratio Return per unit of total volatility	2.44	0.57	+1.87
Sortino ratio Return per unit of downside risk	3.16	0.78	+2.38
Omega ratio Gain probability vs. loss probability	1.40	1.12	+0.28
Calmar ratio Return relative to maximum drawdown	5.64	0.58	+5.07
Martin ratio Return relative to average drawdown	20.86	2.04	+18.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VCLN vs. PFFA - Sharpe Ratio Comparison

The current VCLN Sharpe Ratio is 2.44, which is higher than the PFFA Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VCLN and PFFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VCLN	PFFA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	0.57	+1.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.22	-0.10

Correlation

The correlation between VCLN and PFFA is 0.46, 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.

Dividends

VCLN vs. PFFA - Dividend Comparison

VCLN's dividend yield for the trailing twelve months is around 1.83%, less than PFFA's 10.06% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
VCLN Virtus Duff & Phelps Clean Energy ETF	1.83%	2.01%	1.16%	1.14%	0.65%	0.00%	0.00%	0.00%	0.00%
PFFA Virtus InfraCap U.S. Preferred Stock ETF	10.06%	9.47%	9.18%	9.56%	10.75%	7.64%	8.54%	10.02%	5.15%

Drawdowns

VCLN vs. PFFA - Drawdown Comparison

The maximum VCLN drawdown since its inception was -45.66%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for VCLN and PFFA.

Drawdown Indicators

	VCLN	PFFA	Difference
Max Drawdown Largest peak-to-trough decline	-45.66%	-70.52%	+24.86%
Max Drawdown (1Y) Largest decline over 1 year	-12.58%	-8.54%	-4.04%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.70%	—
Current Drawdown Current decline from peak	-5.48%	-6.07%	+0.59%
Average Drawdown Average peak-to-trough decline	-24.93%	-6.77%	-18.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	2.41%	+0.99%

Volatility

VCLN vs. PFFA - Volatility Comparison

Virtus Duff & Phelps Clean Energy ETF (VCLN) has a higher volatility of 9.99% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 3.26%. This indicates that VCLN's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VCLN	PFFA	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.99%	3.26%	+6.73%
Volatility (6M) Calculated over the trailing 6-month period	21.33%	5.25%	+16.08%
Volatility (1Y) Calculated over the trailing 1-year period	29.85%	9.98%	+19.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.35%	11.49%	+15.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.35%	32.17%	-4.82%