CSSD vs. LPXZX

Last updated Jun 5, 2026

CSSD (Cohen & Steers Short Duration Preferred and Income Active ETF) and LPXZX (Cohen & Steers Low Duration Preferred and Income Fund) are both Preferred Stock/Convertible Bonds funds from Cohen & Steers. At a 0.48 correlation, their price movements are largely independent. CSSD charges 0.49%/yr vs 0.60%/yr for LPXZX.

Performance

CSSD vs. LPXZX - 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 Cohen & Steers Low Duration Preferred and Income Fund (LPXZX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSSD achieves a 2.48% return, which is significantly higher than LPXZX's 1.76% return.

CSSD

• 1D: -0.08%
• 1M: 0.48%
• YTD: 2.48%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LPXZX

• 1D: -0.10%
• 1M: 0.48%
• YTD: 1.76%
• 6M: 1.65%
• 1Y: 5.81%
• 3Y*: 7.98%
• 5Y*: 3.68%
• 10Y*: 4.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSD vs. LPXZX - Yearly Performance Comparison

	2026 (YTD)	2025
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF	2.48%	0.51%
LPXZX Cohen & Steers Low Duration Preferred and Income Fund	1.76%	-0.10%

Correlation

The correlation between CSSD and LPXZX is 0.48, 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 11, 2025	0.48

Return for Risk

CSSD vs. LPXZX — Risk / Return Rank

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

LPXZX

LPXZX Risk / Return Rank: 82
LPXZX Sharpe Ratio Rank: 94
LPXZX Sortino Ratio Rank: 93
LPXZX Omega Ratio Rank: 97
LPXZX Calmar Ratio Rank: 57
LPXZX Martin Ratio Rank: 71

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. LPXZX - 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 Cohen & Steers Low Duration Preferred and Income Fund (LPXZX). 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.

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

Sharpe Ratios by Period

	CSSD	LPXZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.29	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.37	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.03	1.11	+0.92

Drawdowns

CSSD vs. LPXZX - Drawdown Comparison

The maximum CSSD drawdown since its inception was -2.32%, smaller than the maximum LPXZX drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for CSSD and LPXZX.

Drawdown Indicators

	CSSD	LPXZX	Difference
Max Drawdown Largest peak-to-trough decline	-2.32%	-18.13%	+15.81%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.14%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-2.14%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-9.69%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.13%	—
Current Drawdown Current decline from peak	-0.08%	-0.10%	+0.02%
Average Drawdown Average peak-to-trough decline	-0.31%	-1.48%	+1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.46%	—

Volatility

Volatility by Period

	CSSD	LPXZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.65%	—
Volatility (1Y) Calculated over the trailing 1-year period	3.17%	1.86%	+1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.17%	2.71%	+0.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.17%	3.78%	-0.61%

CSSD vs. LPXZX - Expense Ratio Comparison

CSSD has a 0.49% expense ratio, which is lower than LPXZX's 0.60% expense ratio.

Dividends

CSSD vs. LPXZX - Dividend Comparison

CSSD's dividend yield for the trailing twelve months is around 2.63%, less than LPXZX's 5.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF	2.63%	0.53%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LPXZX Cohen & Steers Low Duration Preferred and Income Fund	5.15%	4.84%	5.10%	4.92%	4.45%	4.21%	4.36%	4.51%	4.71%	3.78%	4.10%

Frequently Asked Questions

Can I hold both CSSD and LPXZX in my portfolio?

CSSD and LPXZX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.