PFFD vs PFF: returns, Sharpe ratio and drawdown

Over the past year, PFF returned -2.68% against -4.23% for PFFD. Over five years, PFF averaged -0.43% a year, compared with -2.10% for PFFD. PFF had the higher Sharpe ratio over the past year (-0.75 vs -0.93), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.57% for PFF and -9.40% for PFFD. Dividends over the past year came to 7.02% of PFFD's price, against 5.72% for PFF. Their daily returns had a correlation of 0.93 over the past year, which is very high.

PFFD charges 0.23% a year and PFF 0.45%. Over five years, reinvested dividends added 5.92 points a year to PFFD's return and 5.76 to PFF's.