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CSSD vs. PFXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSSD vs. PFXF - 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 VanEck Vectors Preferred Securities ex Financials ETF (PFXF). 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 2.48% return, which is significantly lower than PFXF's 8.59% return.


CSSD

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

PFXF

1D
0.05%
1M
1.54%
YTD
8.59%
6M
9.97%
1Y
18.20%
3Y*
10.39%
5Y*
4.49%
10Y*
5.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSD vs. PFXF - Yearly Performance Comparison


Correlation

The correlation between CSSD and PFXF is 0.46, 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

0.46

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Return for Risk

CSSD vs. PFXF — Risk / Return Rank

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

CSSD

PFXF
PFXF Risk / Return Rank: 6363
Overall Rank
PFXF Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PFXF Sortino Ratio Rank: 6565
Sortino Ratio Rank
PFXF Omega Ratio Rank: 6262
Omega Ratio Rank
PFXF Calmar Ratio Rank: 6464
Calmar Ratio Rank
PFXF Martin Ratio Rank: 6262
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. PFXF - 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 VanEck Vectors Preferred Securities ex Financials ETF (PFXF). 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.

CSSD vs. PFXF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CSSDPFXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

2.03

0.49

+1.54

Drawdowns

CSSD vs. PFXF - Drawdown Comparison

The maximum CSSD drawdown since its inception was -2.32%, smaller than the maximum PFXF drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for CSSD and PFXF.


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Drawdown Indicators


CSSDPFXFDifference

Max Drawdown

Largest peak-to-trough decline

-2.32%

-35.49%

+33.17%

Max Drawdown (1Y)

Largest decline over 1 year

-5.83%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

Current Drawdown

Current decline from peak

-0.08%

-0.90%

+0.82%

Average Drawdown

Average peak-to-trough decline

-0.31%

-3.91%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

Volatility

CSSD vs. PFXF - Volatility Comparison


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Volatility by Period


CSSDPFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

Volatility (6M)

Calculated over the trailing 6-month period

6.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.17%

8.93%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.17%

10.91%

-7.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.17%

13.21%

-10.04%

CSSD vs. PFXF - Expense Ratio Comparison

CSSD has a 0.49% expense ratio, which is higher than PFXF's 0.41% expense ratio.


Dividends

CSSD vs. PFXF - Dividend Comparison

CSSD's dividend yield for the trailing twelve months is around 2.63%, less than PFXF's 6.08% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
6.08%6.72%7.82%7.88%6.74%4.66%5.19%5.35%6.56%5.93%5.81%5.99%

Frequently Asked Questions


CSSD and PFXF have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PFXF is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PFXF is cheaper with a 0.41% expense ratio, compared with 0.49% for CSSD.

PFXF has the higher dividend yield at 6.08%, compared with 2.63% for CSSD.

They also come from different issuers: Cohen & Steers and VanEck. Their fees differ too: 0.49% for CSSD and 0.41% for PFXF.

Portfolio Optimizer

Find the right allocation for CSSD and PFXF

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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