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HPF vs. LPXZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HPF vs. LPXZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Preferred Income Fund II (HPF) and Cohen & Steers Low Duration Preferred and Income Fund (LPXZX). The values are adjusted to include any dividend payments, if applicable.

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HPF vs. LPXZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HPF
John Hancock Preferred Income Fund II
-0.59%6.34%14.41%10.78%-18.44%17.90%-7.67%27.95%-5.38%14.74%
LPXZX
Cohen & Steers Low Duration Preferred and Income Fund
-0.77%6.89%8.75%6.91%-5.78%2.08%4.27%11.38%-1.44%5.82%

Returns By Period

In the year-to-date period, HPF achieves a -0.59% return, which is significantly higher than LPXZX's -0.77% return. Over the past 10 years, HPF has outperformed LPXZX with an annualized return of 5.46%, while LPXZX has yielded a comparatively lower 4.14% annualized return.


HPF

1D
3.17%
1M
-2.59%
YTD
-0.59%
6M
-3.05%
1Y
2.97%
3Y*
9.81%
5Y*
2.71%
10Y*
5.46%

LPXZX

1D
0.00%
1M
-1.88%
YTD
-0.77%
6M
-0.06%
1Y
4.51%
3Y*
7.62%
5Y*
3.40%
10Y*
4.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HPF vs. LPXZX - Expense Ratio Comparison

HPF has a 0.01% expense ratio, which is lower than LPXZX's 0.60% expense ratio.


Return for Risk

HPF vs. LPXZX — Risk / Return Rank

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

HPF
HPF Risk / Return Rank: 1010
Overall Rank
HPF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HPF Sortino Ratio Rank: 88
Sortino Ratio Rank
HPF Omega Ratio Rank: 1010
Omega Ratio Rank
HPF Calmar Ratio Rank: 1111
Calmar Ratio Rank
HPF Martin Ratio Rank: 1010
Martin Ratio Rank

LPXZX
LPXZX Risk / Return Rank: 9090
Overall Rank
LPXZX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LPXZX Sortino Ratio Rank: 9090
Sortino Ratio Rank
LPXZX Omega Ratio Rank: 9595
Omega Ratio Rank
LPXZX Calmar Ratio Rank: 8585
Calmar Ratio Rank
LPXZX Martin Ratio Rank: 8686
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.

HPF vs. LPXZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Preferred Income Fund II (HPF) and Cohen & Steers Low Duration Preferred and Income Fund (LPXZX). 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.


HPFLPXZXDifference

Sharpe ratio

Return per unit of total volatility

0.25

2.05

-1.80

Sortino ratio

Return per unit of downside risk

0.41

2.58

-2.17

Omega ratio

Gain probability vs. loss probability

1.07

1.52

-0.45

Calmar ratio

Return relative to maximum drawdown

0.26

2.11

-1.85

Martin ratio

Return relative to average drawdown

0.76

8.95

-8.18

HPF vs. LPXZX - Sharpe Ratio Comparison

The current HPF Sharpe Ratio is 0.25, which is lower than the LPXZX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of HPF and LPXZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HPFLPXZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

2.05

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

1.28

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

1.10

-0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.05

-0.79

Correlation

The correlation between HPF and LPXZX is 0.34, 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.


Dividends

HPF vs. LPXZX - Dividend Comparison

HPF's dividend yield for the trailing twelve months is around 9.49%, more than LPXZX's 4.59% yield.


TTM20252024202320222021202020192018201720162015
HPF
John Hancock Preferred Income Fund II
9.49%9.22%8.95%9.39%9.45%7.10%7.80%7.32%8.96%7.82%8.30%7.85%
LPXZX
Cohen & Steers Low Duration Preferred and Income Fund
4.59%4.84%5.10%4.92%4.45%4.21%4.36%4.51%4.71%3.78%4.10%0.00%

Drawdowns

HPF vs. LPXZX - Drawdown Comparison

The maximum HPF drawdown since its inception was -66.73%, which is greater than LPXZX's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for HPF and LPXZX.


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Drawdown Indicators


HPFLPXZXDifference

Max Drawdown

Largest peak-to-trough decline

-66.73%

-18.13%

-48.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-2.14%

-7.27%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-9.69%

-21.55%

Max Drawdown (10Y)

Largest decline over 10 years

-54.76%

-18.13%

-36.63%

Current Drawdown

Current decline from peak

-5.89%

-2.14%

-3.75%

Average Drawdown

Average peak-to-trough decline

-8.56%

-1.50%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

0.50%

+2.65%

Volatility

HPF vs. LPXZX - Volatility Comparison

John Hancock Preferred Income Fund II (HPF) has a higher volatility of 4.52% compared to Cohen & Steers Low Duration Preferred and Income Fund (LPXZX) at 0.87%. This indicates that HPF's price experiences larger fluctuations and is considered to be riskier than LPXZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPFLPXZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

0.87%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

1.40%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

2.23%

+9.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.54%

2.68%

+12.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

3.77%

+18.33%