PortfoliosLab logoPortfoliosLab logo
DPIIX vs. PPSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPIIX vs. PPSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destra Flaherty & Crumrine Preferred and Income Fund (DPIIX) and Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DPIIX vs. PPSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPIIX
Destra Flaherty & Crumrine Preferred and Income Fund
-1.05%7.85%11.39%5.94%-13.68%4.89%5.82%18.60%-5.62%11.88%
PPSIX
Principal Spectrum Preferred and Capital Securities Income Fund
-1.61%7.86%9.82%5.88%-10.67%3.03%5.47%16.45%-4.54%10.51%

Returns By Period

In the year-to-date period, DPIIX achieves a -1.05% return, which is significantly higher than PPSIX's -1.61% return. Over the past 10 years, DPIIX has outperformed PPSIX with an annualized return of 4.71%, while PPSIX has yielded a comparatively lower 4.34% annualized return.


DPIIX

1D
0.02%
1M
-1.90%
YTD
-1.05%
6M
0.23%
1Y
6.00%
3Y*
8.75%
5Y*
2.54%
10Y*
4.71%

PPSIX

1D
0.00%
1M
-2.98%
YTD
-1.61%
6M
-0.58%
1Y
4.72%
3Y*
8.02%
5Y*
2.57%
10Y*
4.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DPIIX vs. PPSIX - Expense Ratio Comparison

DPIIX has a 1.20% expense ratio, which is higher than PPSIX's 0.79% expense ratio.


Return for Risk

DPIIX vs. PPSIX — Risk / Return Rank

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

DPIIX
DPIIX Risk / Return Rank: 8787
Overall Rank
DPIIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DPIIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DPIIX Omega Ratio Rank: 9494
Omega Ratio Rank
DPIIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
DPIIX Martin Ratio Rank: 7979
Martin Ratio Rank

PPSIX
PPSIX Risk / Return Rank: 7777
Overall Rank
PPSIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PPSIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
PPSIX Omega Ratio Rank: 8989
Omega Ratio Rank
PPSIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PPSIX Martin Ratio Rank: 6868
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.

DPIIX vs. PPSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destra Flaherty & Crumrine Preferred and Income Fund (DPIIX) and Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX). 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.


DPIIXPPSIXDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.66

+0.41

Sortino ratio

Return per unit of downside risk

2.63

2.10

+0.53

Omega ratio

Gain probability vs. loss probability

1.48

1.39

+0.09

Calmar ratio

Return relative to maximum drawdown

1.82

1.45

+0.37

Martin ratio

Return relative to average drawdown

7.73

6.47

+1.26

DPIIX vs. PPSIX - Sharpe Ratio Comparison

The current DPIIX Sharpe Ratio is 2.07, which is comparable to the PPSIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DPIIX and PPSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DPIIXPPSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.66

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.61

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.82

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.58

+0.18

Correlation

The correlation between DPIIX and PPSIX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DPIIX vs. PPSIX - Dividend Comparison

DPIIX's dividend yield for the trailing twelve months is around 5.55%, more than PPSIX's 5.39% yield.


TTM20252024202320222021202020192018201720162015
DPIIX
Destra Flaherty & Crumrine Preferred and Income Fund
5.55%5.03%3.98%5.17%4.89%3.87%4.55%4.81%6.27%4.92%4.68%4.52%
PPSIX
Principal Spectrum Preferred and Capital Securities Income Fund
5.39%5.59%5.34%4.82%5.54%4.39%4.44%4.87%5.79%5.04%5.86%6.09%

Drawdowns

DPIIX vs. PPSIX - Drawdown Comparison

The maximum DPIIX drawdown since its inception was -29.92%, smaller than the maximum PPSIX drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for DPIIX and PPSIX.


Loading graphics...

Drawdown Indicators


DPIIXPPSIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.92%

-52.75%

+22.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-3.18%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-19.76%

-17.37%

-2.39%

Max Drawdown (10Y)

Largest decline over 10 years

-29.92%

-22.82%

-7.10%

Current Drawdown

Current decline from peak

-2.37%

-3.18%

+0.81%

Average Drawdown

Average peak-to-trough decline

-2.78%

-3.30%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.71%

+0.02%

Volatility

DPIIX vs. PPSIX - Volatility Comparison

The current volatility for Destra Flaherty & Crumrine Preferred and Income Fund (DPIIX) is 0.94%, while Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX) has a volatility of 1.29%. This indicates that DPIIX experiences smaller price fluctuations and is considered to be less risky than PPSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DPIIXPPSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

1.29%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

1.81%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

2.80%

2.86%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.12%

4.20%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.81%

5.34%

+2.47%