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LDP vs. HPS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LDP vs. HPS - Performance Comparison

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

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LDP vs. HPS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LDP
Cohen and Steers Limited Duration Preferred and Income Fund
-3.89%13.04%18.49%5.79%-22.31%7.81%9.49%29.72%-9.69%14.56%
HPS
John Hancock Preferred Income Fund III
1.08%4.86%15.65%7.66%-16.56%16.44%-3.00%31.43%-8.37%14.32%

Returns By Period

In the year-to-date period, LDP achieves a -3.89% return, which is significantly lower than HPS's 1.08% return. Over the past 10 years, LDP has outperformed HPS with an annualized return of 6.62%, while HPS has yielded a comparatively lower 5.59% annualized return.


LDP

1D
3.20%
1M
-5.73%
YTD
-3.89%
6M
-4.38%
1Y
5.74%
3Y*
12.47%
5Y*
2.65%
10Y*
6.62%

HPS

1D
2.96%
1M
-2.92%
YTD
1.08%
6M
-3.58%
1Y
3.89%
3Y*
8.40%
5Y*
3.44%
10Y*
5.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LDP vs. HPS - Expense Ratio Comparison

LDP has a 0.01% expense ratio, which is higher than HPS'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

LDP vs. HPS — Risk / Return Rank

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

LDP
LDP Risk / Return Rank: 1818
Overall Rank
LDP Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LDP Sortino Ratio Rank: 1414
Sortino Ratio Rank
LDP Omega Ratio Rank: 1818
Omega Ratio Rank
LDP Calmar Ratio Rank: 1919
Calmar Ratio Rank
LDP Martin Ratio Rank: 2020
Martin Ratio Rank

HPS
HPS Risk / Return Rank: 1111
Overall Rank
HPS Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HPS Sortino Ratio Rank: 1010
Sortino Ratio Rank
HPS Omega Ratio Rank: 1111
Omega Ratio Rank
HPS Calmar Ratio Rank: 1313
Calmar Ratio Rank
HPS Martin Ratio Rank: 1111
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.

LDP vs. HPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen and Steers Limited Duration Preferred and Income Fund (LDP) and John Hancock Preferred Income Fund III (HPS). 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.


LDPHPSDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.31

+0.17

Sortino ratio

Return per unit of downside risk

0.69

0.49

+0.20

Omega ratio

Gain probability vs. loss probability

1.11

1.07

+0.04

Calmar ratio

Return relative to maximum drawdown

0.59

0.35

+0.25

Martin ratio

Return relative to average drawdown

2.22

0.93

+1.29

LDP vs. HPS - Sharpe Ratio Comparison

The current LDP Sharpe Ratio is 0.48, which is higher than the HPS Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of LDP and HPS, 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


LDPHPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.31

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.22

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.26

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.24

+0.11

Correlation

The correlation between LDP and HPS is 0.45, 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

LDP vs. HPS - Dividend Comparison

LDP's dividend yield for the trailing twelve months is around 7.87%, less than HPS's 9.27% yield.


TTM20252024202320222021202020192018201720162015
LDP
Cohen and Steers Limited Duration Preferred and Income Fund
7.87%7.43%7.78%8.66%8.52%7.99%6.74%7.14%8.58%7.56%7.67%8.31%
HPS
John Hancock Preferred Income Fund III
9.27%9.16%8.78%9.34%9.15%7.04%7.63%7.41%9.26%7.82%8.27%7.53%

Drawdowns

LDP vs. HPS - Drawdown Comparison

The maximum LDP drawdown since its inception was -49.59%, smaller than the maximum HPS drawdown of -70.04%. Use the drawdown chart below to compare losses from any high point for LDP and HPS.


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Drawdown Indicators


LDPHPSDifference

Max Drawdown

Largest peak-to-trough decline

-49.59%

-70.04%

+20.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-10.04%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-32.12%

-29.39%

-2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-49.59%

-52.12%

+2.53%

Current Drawdown

Current decline from peak

-6.48%

-5.69%

-0.79%

Average Drawdown

Average peak-to-trough decline

-6.62%

-8.41%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

3.76%

-1.24%

Volatility

LDP vs. HPS - Volatility Comparison

Cohen and Steers Limited Duration Preferred and Income Fund (LDP) has a higher volatility of 5.49% compared to John Hancock Preferred Income Fund III (HPS) at 5.07%. This indicates that LDP's price experiences larger fluctuations and is considered to be riskier than HPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDPHPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

5.07%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

7.61%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

12.67%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

15.68%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.08%

21.46%

-1.38%