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CSSD vs. EVPF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSSD vs. EVPF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD) and Eaton Vance Preferred Securities and Income ETF (EVPF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CSSD

1D
-0.08%
1M
0.80%
YTD
2.84%
6M
3.03%
1Y
3Y*
5Y*
10Y*

EVPF

1D
-0.13%
1M
0.64%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSD vs. EVPF - Yearly Performance Comparison


Correlation

The correlation between CSSD and EVPF is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 5, 2026

0.69

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Return for Risk

CSSD vs. EVPF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD) and Eaton Vance Preferred Securities and Income ETF (EVPF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CSSD vs. EVPF - Sharpe Ratio Comparison


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Drawdowns

CSSD vs. EVPF - Drawdown Comparison

The maximum CSSD drawdown since its inception was -2.32%, roughly equal to the maximum EVPF drawdown of -2.36%. Use the drawdown chart below to compare losses from any high point for CSSD and EVPF.


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Drawdown Indicators


CSSDEVPFDifference

Max Drawdown

Largest peak-to-trough decline

-2.32%

-2.36%

+0.04%

Current Drawdown

Current decline from peak

-0.08%

-0.19%

+0.11%

Average Drawdown

Average peak-to-trough decline

-0.29%

-0.47%

+0.18%

Volatility

CSSD vs. EVPF - Volatility Comparison


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Volatility by Period


CSSDEVPFDifference

Volatility (1Y)

Calculated over the trailing 1-year period

3.09%

4.10%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.09%

4.10%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.09%

4.10%

-1.01%

CSSD vs. EVPF - Expense Ratio Comparison

CSSD has a 0.49% expense ratio, which is higher than EVPF's 0.39% expense ratio.


Dividends

CSSD vs. EVPF - Dividend Comparison

CSSD's dividend yield for the trailing twelve months is around 2.63%, more than EVPF's 1.08% yield.


Frequently Asked Questions


CSSD and EVPF have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EVPF is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EVPF is cheaper with a 0.39% expense ratio, compared with 0.49% for CSSD.

CSSD has the higher dividend yield at 2.63%, compared with 1.08% for EVPF.

They also come from different issuers: Cohen & Steers and Eaton Vance. Their fees differ too: 0.49% for CSSD and 0.39% for EVPF.

Portfolio Optimizer

Find the right allocation for CSSD and EVPF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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