XFLT vs. PGZ
XFLT (XAI Octagon Floating Rate & Alternative Income Term Trust) and PGZ (Principal Real Estate Income Fund) are both stocks. Both are in the Financial Services sector — XFLT in Capital Markets, PGZ in Asset Management. Over the past 5 years, XFLT returned -4.13%/yr vs 1.51%/yr for PGZ. At a 0.21 correlation, their price movements are largely independent.
Performance
XFLT vs. PGZ - Performance Comparison
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Returns By Period
In the year-to-date period, XFLT achieves a -18.37% return, which is significantly lower than PGZ's 3.99% return.
XFLT
- 1D
- 1.00%
- 1M
- -3.89%
- YTD
- -18.37%
- 6M
- -13.32%
- 1Y
- -24.64%
- 3Y*
- -4.19%
- 5Y*
- -4.13%
- 10Y*
- —
PGZ
- 1D
- -0.15%
- 1M
- -1.08%
- YTD
- 3.99%
- 6M
- 4.98%
- 1Y
- 6.00%
- 3Y*
- 14.43%
- 5Y*
- 1.51%
- 10Y*
- 3.73%
XFLT vs. PGZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | -18.37% | -15.35% | 7.37% | 30.40% | -20.30% | 31.30% | 5.13% | 22.05% | -15.10% | -5.55% |
PGZ Principal Real Estate Income Fund | 3.99% | 14.50% | 17.99% | 4.05% | -27.98% | 38.70% | -36.50% | 36.77% | 3.92% | -1.51% |
Correlation
The correlation between XFLT and PGZ is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2017 | 0.21 |
The correlation between XFLT and PGZ shifts across timeframes, from 0.09 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
Fundamentals
XFLT:
$1.39B
PGZ:
$66.17M
XFLT:
$0.77
PGZ:
$4.06
XFLT:
23.61
PGZ:
2.43
XFLT:
0.46
PGZ:
0.09
XFLT:
9.53
PGZ:
6.27
XFLT:
3.12
PGZ:
0.87
XFLT:
$145.51M
PGZ:
$10.56M
XFLT:
$71.02M
PGZ:
$3.00M
XFLT:
$94.88M
PGZ:
$31.08M
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Return for Risk
XFLT vs. PGZ — Risk / Return Rank
XFLT
PGZ
XFLT vs. PGZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) and Principal Real Estate Income Fund (PGZ). 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.
| XFLT | PGZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.12 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 0.61 | -1.22 |
| Martin ratioReturn relative to average drawdown | -1.28 | 2.32 | -3.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XFLT | PGZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.21 | 0.60 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.10 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.21 | -0.19 |
Drawdowns
XFLT vs. PGZ - Drawdown Comparison
The maximum XFLT drawdown since its inception was -55.43%, roughly equal to the maximum PGZ drawdown of -53.58%. Use the drawdown chart below to compare losses from any high point for XFLT and PGZ.
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Drawdown Indicators
| XFLT | PGZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -53.58% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -40.67% | -9.82% | -30.85% |
Max Drawdown (3Y)Largest decline over 3 years | -47.04% | -10.56% | -36.48% |
Max Drawdown (5Y)Largest decline over 5 years | -47.04% | -35.34% | -11.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.58% | — |
Current DrawdownCurrent decline from peak | -35.10% | -11.41% | -23.69% |
Average DrawdownAverage peak-to-trough decline | -14.40% | -16.13% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.31% | 2.59% | +16.72% |
Volatility
XFLT vs. PGZ - Volatility Comparison
XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) has a higher volatility of 3.46% compared to Principal Real Estate Income Fund (PGZ) at 2.51%. This indicates that XFLT's price experiences larger fluctuations and is considered to be riskier than PGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XFLT | PGZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.51% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 18.38% | 8.63% | +9.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.47% | 10.06% | +10.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 14.91% | +6.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.17% | 21.81% | +4.36% |
Dividends
XFLT vs. PGZ - Dividend Comparison
XFLT's dividend yield for the trailing twelve months is around 20.82%, more than PGZ's 12.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGZ Principal Real Estate Income Fund | 12.75% | 12.59% | 12.75% | 13.33% | 11.86% | 6.32% | 10.34% | 6.25% | 7.98% | 9.51% | 10.90% | 10.40% |
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | 20.82% | 18.23% | 15.24% | 13.61% | 13.86% | 9.82% | 10.64% | 10.63% | 11.33% | 1.47% | 0.00% | 0.00% |
Financials
XFLT vs. PGZ - Financials Comparison
This section allows you to compare key financial metrics between XAI Octagon Floating Rate & Alternative Income Term Trust and Principal Real Estate Income Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
XFLT and PGZ have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XFLT has higher volatility (3.46%) compared to PGZ (2.51%). In terms of maximum drawdown, XFLT dropped -55.43% vs PGZ's -53.58%.
PGZ currently has the higher Sharpe Ratio (0.60 vs -1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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