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FFC vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFC and SCHD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FFC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
6.96%
5.08%
FFC
SCHD

Key characteristics

Sharpe Ratio

FFC:

2.04

SCHD:

1.27

Sortino Ratio

FFC:

2.87

SCHD:

1.87

Omega Ratio

FFC:

1.37

SCHD:

1.22

Calmar Ratio

FFC:

0.80

SCHD:

1.82

Martin Ratio

FFC:

8.11

SCHD:

4.66

Ulcer Index

FFC:

2.73%

SCHD:

3.11%

Daily Std Dev

FFC:

10.89%

SCHD:

11.39%

Max Drawdown

FFC:

-77.73%

SCHD:

-33.37%

Current Drawdown

FFC:

-10.44%

SCHD:

-3.20%

Returns By Period

In the year-to-date period, FFC achieves a 4.34% return, which is significantly higher than SCHD's 3.66% return. Over the past 10 years, FFC has underperformed SCHD with an annualized return of 5.01%, while SCHD has yielded a comparatively higher 11.25% annualized return.


FFC

YTD

4.34%

1M

0.89%

6M

6.96%

1Y

21.80%

5Y*

0.24%

10Y*

5.01%

SCHD

YTD

3.66%

1M

0.35%

6M

5.08%

1Y

14.02%

5Y*

11.76%

10Y*

11.25%

*Annualized

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Risk-Adjusted Performance

FFC vs. SCHD — Risk-Adjusted Performance Rank

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

FFC
The Risk-Adjusted Performance Rank of FFC is 8787
Overall Rank
The Sharpe Ratio Rank of FFC is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FFC is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FFC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FFC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FFC is 8888
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 5252
Overall Rank
The Sharpe Ratio Rank of SCHD is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for FFC, currently valued at 2.04, compared to the broader market-2.000.002.002.041.27
The chart of Sortino ratio for FFC, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.006.002.871.87
The chart of Omega ratio for FFC, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.22
The chart of Calmar ratio for FFC, currently valued at 0.80, compared to the broader market0.002.004.006.000.801.82
The chart of Martin ratio for FFC, currently valued at 8.11, compared to the broader market-10.000.0010.0020.0030.008.114.65
FFC
SCHD

The current FFC Sharpe Ratio is 2.04, which is higher than the SCHD Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FFC and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.04
1.27
FFC
SCHD

Dividends

FFC vs. SCHD - Dividend Comparison

FFC's dividend yield for the trailing twelve months is around 6.85%, more than SCHD's 3.51% yield.


TTM20242023202220212020201920182017201620152014
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
6.85%6.99%7.55%9.11%7.05%6.18%6.27%8.21%7.29%8.62%8.14%8.57%
SCHD
Schwab US Dividend Equity ETF
3.51%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

FFC vs. SCHD - Drawdown Comparison

The maximum FFC drawdown since its inception was -77.73%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FFC and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.44%
-3.20%
FFC
SCHD

Volatility

FFC vs. SCHD - Volatility Comparison

The current volatility for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) is 1.74%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.06%. This indicates that FFC experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
1.74%
3.06%
FFC
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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