CPXIX vs. VMBSX
Compare and contrast key facts about Cohen & Steers Preferred Securities and Income Fund, Inc. (CPXIX) and Vanguard Mortgage-Backed Securities Index Fund Admiral Shares (VMBSX).
CPXIX is managed by Cohen & Steers. It was launched on May 2, 2010. VMBSX is managed by Vanguard. It was launched on Dec 3, 2009.
Performance
CPXIX vs. VMBSX - Performance Comparison
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CPXIX vs. VMBSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPXIX Cohen & Steers Preferred Securities and Income Fund, Inc. | -1.38% | 8.44% | 10.39% | 6.38% | -12.37% | 2.75% | 6.47% | 18.11% | -4.65% | 10.88% |
VMBSX Vanguard Mortgage-Backed Securities Index Fund Admiral Shares | 0.20% | 8.43% | 1.76% | 4.99% | -11.56% | -1.35% | 3.74% | 11.47% | 0.87% | 2.32% |
Returns By Period
In the year-to-date period, CPXIX achieves a -1.38% return, which is significantly lower than VMBSX's 0.20% return. Over the past 10 years, CPXIX has outperformed VMBSX with an annualized return of 4.63%, while VMBSX has yielded a comparatively lower 1.86% annualized return.
CPXIX
- 1D
- -0.08%
- 1M
- -2.69%
- YTD
- -1.38%
- 6M
- -0.05%
- 1Y
- 5.92%
- 3Y*
- 9.11%
- 5Y*
- 2.53%
- 10Y*
- 4.63%
VMBSX
- 1D
- 0.48%
- 1M
- -1.81%
- YTD
- 0.20%
- 6M
- 1.79%
- 1Y
- 5.42%
- 3Y*
- 4.25%
- 5Y*
- 0.48%
- 10Y*
- 1.86%
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CPXIX vs. VMBSX - Expense Ratio Comparison
CPXIX has a 0.84% expense ratio, which is higher than VMBSX's 0.07% expense ratio.
Return for Risk
CPXIX vs. VMBSX — Risk / Return Rank
CPXIX
VMBSX
CPXIX vs. VMBSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Preferred Securities and Income Fund, Inc. (CPXIX) and Vanguard Mortgage-Backed Securities Index Fund Admiral Shares (VMBSX). 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.
| CPXIX | VMBSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 1.31 | +0.52 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.87 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.24 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.39 | -0.74 |
Martin ratioReturn relative to average drawdown | 6.77 | 6.79 | -0.02 |
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
| CPXIX | VMBSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.31 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.08 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.39 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.14 | 0.58 | +0.56 |
Correlation
The correlation between CPXIX and VMBSX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CPXIX vs. VMBSX - Dividend Comparison
CPXIX's dividend yield for the trailing twelve months is around 5.26%, more than VMBSX's 3.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPXIX Cohen & Steers Preferred Securities and Income Fund, Inc. | 5.26% | 5.54% | 5.52% | 5.76% | 5.40% | 4.89% | 5.17% | 5.30% | 5.88% | 5.01% | 5.75% | 5.91% |
VMBSX Vanguard Mortgage-Backed Securities Index Fund Admiral Shares | 3.87% | 4.18% | 4.24% | 3.28% | 2.31% | 0.99% | 2.00% | 7.48% | 2.72% | 2.16% | 1.98% | 2.01% |
Drawdowns
CPXIX vs. VMBSX - Drawdown Comparison
The maximum CPXIX drawdown since its inception was -25.56%, which is greater than VMBSX's maximum drawdown of -17.44%. Use the drawdown chart below to compare losses from any high point for CPXIX and VMBSX.
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Drawdown Indicators
| CPXIX | VMBSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.56% | -17.44% | -8.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -2.59% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -20.00% | -17.12% | -2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -25.56% | -17.44% | -8.12% |
Current DrawdownCurrent decline from peak | -3.00% | -1.81% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -2.72% | -2.49% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.82% | 0.91% | -0.09% |
Volatility
CPXIX vs. VMBSX - Volatility Comparison
The current volatility for Cohen & Steers Preferred Securities and Income Fund, Inc. (CPXIX) is 1.22%, while Vanguard Mortgage-Backed Securities Index Fund Admiral Shares (VMBSX) has a volatility of 1.68%. This indicates that CPXIX experiences smaller price fluctuations and is considered to be less risky than VMBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPXIX | VMBSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 1.68% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 1.76% | 2.50% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.16% | 4.33% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.67% | 6.36% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.15% | 4.83% | +1.32% |