See what your fund actually adds
PIMCO Preferred and Capital Securities Active Exchange-Traded Fund PRFD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PRFD | Replication |
|---|---|---|
| Annualized growth | 5.1% | 5.0% |
| Annualized volatility | 5.9% | 4.8% |
| Sharpe ratio | 0.87 | 1.03 |
| Maximum drawdown | 10.9% | 4.3% |
| Replication fit (R²) | 0.68 · Tracking error 3.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model PRFD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 48.8% |
| PFF | FI · Preferred | 22.1% |
| MUB | FI · Municipal | 13.7% |
| SCHP | FI · TIPS | 10.1% |
| VWOB | FI · EM Bonds USD | 5.4% |