CSSD vs. PFXF
CSSD (Cohen & Steers Short Duration Preferred and Income Active ETF) and PFXF (VanEck Preferred Securities ex Financials ETF) are both Preferred Stock funds. CSSD is actively managed, while PFXF is passively managed. Their 0.46 correlation means their historical movements had little consistent relationship. CSSD charges 0.49%/yr vs 0.40%/yr for PFXF.
Performance
CSSD vs. PFXF - Performance Comparison
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Returns By Period
In the year-to-date period, CSSD achieves a 3.03% return, which is significantly higher than PFXF's 2.28% return.
CSSD
- 1D
- 0.16%
- 1M
- -0.07%
- 6M
- 1.93%
- YTD
- 3.03%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
PFXF
- 1D
- -0.17%
- 1M
- -0.96%
- 6M
- -1.19%
- YTD
- 2.28%
- 1Y
- 7.52%
- 3Y*
- 7.62%
- 5Y*
- 2.77%
- 10Y*
- 4.56%
- ALL TIME*
- 5.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $135.14K | $635.62K | $292.35K | |
| $13.22M | $13.44M | $17.06M |
CSSD vs. PFXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 3.03% | 0.49% |
PFXF VanEck Preferred Securities ex Financials ETF | 2.28% | 1.10% |
Correlation
The correlation between CSSD and PFXF is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025 | 0.46 |
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Return for Risk
CSSD vs. PFXF — Risk / Return Rank
CSSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PFXF
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 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.
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.
| CSSD | PFXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.13 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.87 | — |
| Martin ratioReturn relative to average drawdown | — | 2.56 | — |
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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
| CSSD | PFXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.32% | -35.49% | +33.17% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.04% | — |
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 DrawdownCurrent decline from peak | -0.25% | -6.66% | +6.41% |
Average DrawdownAverage peak-to-trough decline | -0.28% | -3.92% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.73% | — |
Volatility
CSSD vs. PFXF - Volatility Comparison
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Volatility by Period
| CSSD | PFXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.70% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.98% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.96% | 9.94% | -6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.96% | 11.11% | -8.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.96% | 13.29% | -10.33% |
CSSD vs. PFXF - Expense Ratio Comparison
CSSD has a 0.49% expense ratio, which is higher than PFXF's 0.40% expense ratio.
Dividends
CSSD vs. PFXF - Dividend Comparison
CSSD's dividend yield for the trailing twelve months is around 3.63%, less than PFXF's 6.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 3.63% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFXF VanEck Preferred Securities ex Financials ETF | 6.16% | 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 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PFXF is cheaper with a 0.40% expense ratio, compared with 0.49% for CSSD.
PFXF has the higher dividend yield at 6.16%, compared with 3.63% for CSSD.
They also come from different issuers: Cohen & Steers and VanEck. Their fees differ too: 0.49% for CSSD and 0.40% for PFXF.
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