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CSSD vs. GPRF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSSD vs. GPRF - 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 Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSSD achieves a 2.72% return, which is significantly higher than GPRF's 1.29% return.


CSSD

1D
-0.12%
1M
0.68%
YTD
2.72%
6M
2.91%
1Y
3Y*
5Y*
10Y*

GPRF

1D
0.12%
1M
0.33%
YTD
1.29%
6M
1.49%
1Y
5.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSD vs. GPRF - Yearly Performance Comparison


Correlation

The correlation between CSSD and GPRF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.33

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Return for Risk

CSSD vs. GPRF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSSD

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


GPRF
GPRF Risk / Return Rank: 4343
Overall Rank
GPRF Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GPRF Sortino Ratio Rank: 4545
Sortino Ratio Rank
GPRF Omega Ratio Rank: 5454
Omega Ratio Rank
GPRF Calmar Ratio Rank: 2828
Calmar Ratio Rank
GPRF Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSSD vs. GPRF - 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 Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF). 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.


CSSDGPRFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

1.30

Martin ratioReturn relative to average drawdown

6.08

CSSD vs. GPRF - Sharpe Ratio Comparison


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Drawdowns

CSSD vs. GPRF - Drawdown Comparison

The maximum CSSD drawdown since its inception was -2.32%, smaller than the maximum GPRF drawdown of -4.36%. Use the drawdown chart below to compare losses from any high point for CSSD and GPRF.


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Drawdown Indicators


CSSDGPRFDifference

Max Drawdown

Largest peak-to-trough decline

-2.32%

-4.36%

+2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

Current Drawdown

Current decline from peak

-0.20%

-0.82%

+0.62%

Average Drawdown

Average peak-to-trough decline

-0.29%

-0.89%

+0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

CSSD vs. GPRF - Volatility Comparison


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Volatility by Period


CSSDGPRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.08%

3.72%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

3.91%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.08%

3.91%

-0.83%

CSSD vs. GPRF - Expense Ratio Comparison

CSSD has a 0.49% expense ratio, which is higher than GPRF's 0.45% expense ratio.


Dividends

CSSD vs. GPRF - Dividend Comparison

CSSD's dividend yield for the trailing twelve months is around 2.63%, less than GPRF's 5.65% yield.


Frequently Asked Questions


CSSD and GPRF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GPRF is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GPRF is cheaper with a 0.45% expense ratio, compared with 0.49% for CSSD.

GPRF has the higher dividend yield at 5.65%, compared with 2.63% for CSSD.

They also come from different issuers: Cohen & Steers and Goldman Sachs. Their fees differ too: 0.49% for CSSD and 0.45% for GPRF.

Portfolio Optimizer

Find the right allocation for CSSD and GPRF

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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