PortfoliosLab logoPortfoliosLab logo
FPF vs. LDP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPF vs. LDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Intermediate Duration Preferred and Income Fund (FPF) and Cohen and Steers Limited Duration Preferred and Income Fund (LDP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FPF vs. LDP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPF
First Trust Intermediate Duration Preferred and Income Fund
-3.28%13.14%20.90%5.31%-25.83%9.12%9.67%28.24%-11.97%15.99%
LDP
Cohen and Steers Limited Duration Preferred and Income Fund
-2.16%13.04%18.49%5.79%-22.31%7.81%9.49%29.72%-9.69%14.56%

Returns By Period

In the year-to-date period, FPF achieves a -3.28% return, which is significantly lower than LDP's -2.16% return. Over the past 10 years, FPF has underperformed LDP with an annualized return of 5.76%, while LDP has yielded a comparatively higher 6.81% annualized return.


FPF

1D
0.79%
1M
-5.89%
YTD
-3.28%
6M
-2.91%
1Y
5.33%
3Y*
13.75%
5Y*
2.14%
10Y*
5.76%

LDP

1D
1.80%
1M
-3.98%
YTD
-2.16%
6M
-2.70%
1Y
7.38%
3Y*
13.14%
5Y*
3.02%
10Y*
6.81%
*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.


FPF vs. LDP - Expense Ratio Comparison

FPF has a 0.02% expense ratio, which is higher than LDP's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FPF vs. LDP — Risk / Return Rank

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

FPF
FPF Risk / Return Rank: 1212
Overall Rank
FPF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FPF Sortino Ratio Rank: 1010
Sortino Ratio Rank
FPF Omega Ratio Rank: 1313
Omega Ratio Rank
FPF Calmar Ratio Rank: 1313
Calmar Ratio Rank
FPF Martin Ratio Rank: 1212
Martin Ratio Rank

LDP
LDP Risk / Return Rank: 1818
Overall Rank
LDP Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LDP Sortino Ratio Rank: 1515
Sortino Ratio Rank
LDP Omega Ratio Rank: 1919
Omega Ratio Rank
LDP Calmar Ratio Rank: 1919
Calmar Ratio Rank
LDP Martin Ratio Rank: 2020
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.

FPF vs. LDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Intermediate Duration Preferred and Income Fund (FPF) and Cohen and Steers Limited Duration Preferred and Income Fund (LDP). 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.


FPFLDPDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.61

-0.16

Sortino ratio

Return per unit of downside risk

0.62

0.86

-0.24

Omega ratio

Gain probability vs. loss probability

1.11

1.14

-0.03

Calmar ratio

Return relative to maximum drawdown

0.55

0.81

-0.27

Martin ratio

Return relative to average drawdown

1.65

3.02

-1.37

FPF vs. LDP - Sharpe Ratio Comparison

The current FPF Sharpe Ratio is 0.44, which is comparable to the LDP Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FPF and LDP, 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


FPFLDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.61

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.23

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.34

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.36

-0.12

Correlation

The correlation between FPF and LDP is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FPF vs. LDP - Dividend Comparison

FPF's dividend yield for the trailing twelve months is around 9.36%, more than LDP's 7.73% yield.


TTM20252024202320222021202020192018201720162015
FPF
First Trust Intermediate Duration Preferred and Income Fund
9.36%8.85%9.17%8.31%8.62%6.75%6.55%7.08%8.79%7.63%9.31%9.16%
LDP
Cohen and Steers Limited Duration Preferred and Income Fund
7.73%7.43%7.78%8.66%8.52%7.99%6.74%7.14%8.58%7.56%7.67%8.31%

Drawdowns

FPF vs. LDP - Drawdown Comparison

The maximum FPF drawdown since its inception was -53.78%, which is greater than LDP's maximum drawdown of -49.59%. Use the drawdown chart below to compare losses from any high point for FPF and LDP.


Loading graphics...

Drawdown Indicators


FPFLDPDifference

Max Drawdown

Largest peak-to-trough decline

-53.78%

-49.59%

-4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

-9.39%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-37.06%

-32.12%

-4.94%

Max Drawdown (10Y)

Largest decline over 10 years

-53.78%

-49.59%

-4.19%

Current Drawdown

Current decline from peak

-7.27%

-4.79%

-2.48%

Average Drawdown

Average peak-to-trough decline

-8.49%

-6.62%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.53%

+0.83%

Volatility

FPF vs. LDP - Volatility Comparison

The current volatility for First Trust Intermediate Duration Preferred and Income Fund (FPF) is 5.25%, while Cohen and Steers Limited Duration Preferred and Income Fund (LDP) has a volatility of 5.82%. This indicates that FPF experiences smaller price fluctuations and is considered to be less risky than LDP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FPFLDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

5.82%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

7.35%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

12.16%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

13.45%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.00%

20.08%

+4.92%