FFC vs. FDHY

In the year-to-date period, FFC achieves a 3.91% return, which is significantly higher than FDHY's 3.29% return.

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This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and Fidelity High Yield Factor ETF (FDHY). 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.

The current FFC Sharpe Ratio is 1.28, which is comparable to the FDHY Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FFC and FDHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FFC's dividend yield for the trailing twelve months is around 7.18%, more than FDHY's 6.60% yield.

The maximum FFC drawdown since its inception was -77.72%, which is greater than FDHY's maximum drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for FFC and FDHY.

Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) has a higher volatility of 2.42% compared to Fidelity High Yield Factor ETF (FDHY) at 1.55%. This indicates that FFC's price experiences larger fluctuations and is considered to be riskier than FDHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.