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PIMCO Preferred and Capital Securities Fund (PFINX) Sharpe Ratio: 2.46

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

The investment seeks maximum total return, consistent with prudent investment management. The fund invests at least 80% of its assets in a diversified portfolio of preferred securities and Capital Securities. "Capital Securities" include securities issued by U.S. and non-U.S. financial institutions that can be used to satisfy their regulatory capital requirements. It will invest under normal circumstances at least 25% of its net assets in preferred securities. The fund may invest up to 20% of its total assets in common stock. It may also invest in contingent convertible securities.

PFINX's Sharpe Ratio of 2.46 indicates that for each unit of volatility, it generates 2.46 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

PFINX Sharpe Ratio Rank

PFINX Sharpe Ratio Rank: 81.682
Exceptional

PFINX ranks above 81.6% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

PFINX Sharpe Ratio Market Positioning

The chart shows PFINX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.31+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares PIMCO Preferred and Capital Securities Fund's Sharpe Ratio with other mutual funds in the Preferred Stock/Convertible Bonds category across multiple time periods, showing how PFINX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DPIIXDestra Flaherty & Crumrine Preferred and Income Fund3.42
PISHXCohen & Steers Preferred Securities and Income SMA Shares3.37
PCSFXPrincipal Capital Securities Fund3.14
CPXIXCohen & Steers Preferred Securities and Income Fund, Inc.3.09
LPXZXCohen & Steers Low Duration Preferred and Income Fund3.09
CICVXCalamos Convertible Fund2.89
CCVIXCalamos Convertible Fund2.88
FIQVXFidelity Advisor Convertible Securities Fund Class Z2.67
FICVXFidelity Advisor Convertible Securities Fund Class I2.66
NPSRXNuveen Preferred Securities & Income Fund2.65
PFINXPIMCO Preferred and Capital Securities Fund2.46

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows PFINX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PFINX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does PFINX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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