FPEIX vs. PFINX
Compare and contrast key facts about First Trust Preferred Securities and Income Fund (FPEIX) and PIMCO Preferred and Capital Securities Fund (PFINX).
FPEIX is managed by First Trust. It was launched on Jan 10, 2011. PFINX is managed by PIMCO. It was launched on Apr 12, 2015.
Performance
FPEIX vs. PFINX - Performance Comparison
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FPEIX vs. PFINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FPEIX First Trust Preferred Securities and Income Fund | -2.48% | 9.48% | 10.99% | 5.32% | -11.60% | 4.85% | 6.01% | 16.93% | -4.31% | 11.57% |
PFINX PIMCO Preferred and Capital Securities Fund | -0.89% | 8.73% | 10.84% | 7.03% | -12.82% | 4.61% | 6.73% | 20.78% | -4.17% | 13.28% |
Returns By Period
In the year-to-date period, FPEIX achieves a -2.48% return, which is significantly lower than PFINX's -0.89% return. Over the past 10 years, FPEIX has underperformed PFINX with an annualized return of 4.99%, while PFINX has yielded a comparatively higher 6.08% annualized return.
FPEIX
- 1D
- -0.05%
- 1M
- -3.53%
- YTD
- -2.48%
- 6M
- -0.57%
- 1Y
- 5.97%
- 3Y*
- 9.41%
- 5Y*
- 2.84%
- 10Y*
- 4.99%
PFINX
- 1D
- 0.11%
- 1M
- -2.89%
- YTD
- -0.89%
- 6M
- 0.45%
- 1Y
- 6.27%
- 3Y*
- 9.96%
- 5Y*
- 2.92%
- 10Y*
- 6.08%
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FPEIX vs. PFINX - Expense Ratio Comparison
FPEIX has a 1.00% expense ratio, which is higher than PFINX's 0.79% expense ratio.
Return for Risk
FPEIX vs. PFINX — Risk / Return Rank
FPEIX
PFINX
FPEIX vs. PFINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Preferred Securities and Income Fund (FPEIX) and PIMCO Preferred and Capital Securities Fund (PFINX). 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.
| FPEIX | PFINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 1.63 | +0.11 |
Sortino ratioReturn per unit of downside risk | 2.24 | 2.14 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.79 | -0.14 |
Martin ratioReturn relative to average drawdown | 6.10 | 7.08 | -0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FPEIX | PFINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.63 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.54 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 1.00 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.89 | -0.07 |
Correlation
The correlation between FPEIX and PFINX is 0.73, 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
FPEIX vs. PFINX - Dividend Comparison
FPEIX's dividend yield for the trailing twelve months is around 4.64%, more than PFINX's 3.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPEIX First Trust Preferred Securities and Income Fund | 4.64% | 5.40% | 5.60% | 5.17% | 5.30% | 4.70% | 4.88% | 5.36% | 5.93% | 5.36% | 5.66% | 5.56% |
PFINX PIMCO Preferred and Capital Securities Fund | 3.87% | 3.74% | 5.30% | 6.26% | 8.54% | 5.79% | 3.06% | 6.40% | 6.43% | 7.08% | 6.19% | 2.34% |
Drawdowns
FPEIX vs. PFINX - Drawdown Comparison
The maximum FPEIX drawdown since its inception was -27.83%, which is greater than PFINX's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for FPEIX and PFINX.
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Drawdown Indicators
| FPEIX | PFINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.83% | -23.93% | -3.90% |
Max Drawdown (1Y)Largest decline over 1 year | -3.62% | -3.43% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -19.66% | -22.11% | +2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -27.83% | -23.93% | -3.90% |
Current DrawdownCurrent decline from peak | -3.62% | -2.98% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -3.50% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.87% | +0.11% |
Volatility
FPEIX vs. PFINX - Volatility Comparison
First Trust Preferred Securities and Income Fund (FPEIX) and PIMCO Preferred and Capital Securities Fund (PFINX) have volatilities of 1.28% and 1.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FPEIX | PFINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 1.31% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.26% | 2.69% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 3.82% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.22% | 5.49% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.52% | 6.12% | +0.40% |