PortfoliosLab logoPortfoliosLab logo
LPXZX vs. JPC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LPXZX vs. JPC - Performance Comparison

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

Loading graphics...

LPXZX vs. JPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
JPC
Nuveen Preferred and Income Opportunities Fund
-4.85%14.00%27.58%0.75%-19.18%9.75%-2.09%35.25%-12.70%13.35%

Returns By Period

In the year-to-date period, LPXZX achieves a -0.77% return, which is significantly higher than JPC's -4.85% return. Over the past 10 years, LPXZX has underperformed JPC with an annualized return of 4.14%, while JPC has yielded a comparatively higher 6.06% annualized return.


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%

JPC

1D
4.00%
1M
-7.44%
YTD
-4.85%
6M
-3.60%
1Y
4.45%
3Y*
14.81%
5Y*
4.00%
10Y*
6.06%
*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.


LPXZX vs. JPC - Expense Ratio Comparison

LPXZX has a 0.60% expense ratio, which is higher than JPC's 0.01% expense ratio.


Return for Risk

LPXZX vs. JPC — Risk / Return Rank

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

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

JPC
JPC Risk / Return Rank: 1414
Overall Rank
JPC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
JPC Sortino Ratio Rank: 1111
Sortino Ratio Rank
JPC Omega Ratio Rank: 1414
Omega Ratio Rank
JPC Calmar Ratio Rank: 1515
Calmar Ratio Rank
JPC Martin Ratio Rank: 1919
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.

LPXZX vs. JPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Low Duration Preferred and Income Fund (LPXZX) and Nuveen Preferred and Income Opportunities Fund (JPC). 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.


LPXZXJPCDifference

Sharpe ratio

Return per unit of total volatility

2.05

0.30

+1.75

Sortino ratio

Return per unit of downside risk

2.58

0.49

+2.09

Omega ratio

Gain probability vs. loss probability

1.52

1.09

+0.43

Calmar ratio

Return relative to maximum drawdown

2.11

0.44

+1.67

Martin ratio

Return relative to average drawdown

8.95

1.99

+6.96

LPXZX vs. JPC - Sharpe Ratio Comparison

The current LPXZX Sharpe Ratio is 2.05, which is higher than the JPC Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of LPXZX and JPC, 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


LPXZXJPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

0.30

+1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.28

+1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

0.29

+0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.25

+0.80

Correlation

The correlation between LPXZX and JPC is 0.36, 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

LPXZX vs. JPC - Dividend Comparison

LPXZX's dividend yield for the trailing twelve months is around 4.59%, less than JPC's 10.37% yield.


TTM20252024202320222021202020192018201720162015
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%
JPC
Nuveen Preferred and Income Opportunities Fund
10.37%9.79%8.94%8.00%8.74%6.52%6.95%7.00%9.02%7.50%8.14%8.65%

Drawdowns

LPXZX vs. JPC - Drawdown Comparison

The maximum LPXZX drawdown since its inception was -18.13%, smaller than the maximum JPC drawdown of -76.07%. Use the drawdown chart below to compare losses from any high point for LPXZX and JPC.


Loading graphics...

Drawdown Indicators


LPXZXJPCDifference

Max Drawdown

Largest peak-to-trough decline

-18.13%

-76.07%

+57.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-11.43%

+9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-9.69%

-32.26%

+22.57%

Max Drawdown (10Y)

Largest decline over 10 years

-18.13%

-52.53%

+34.40%

Current Drawdown

Current decline from peak

-2.14%

-7.89%

+5.75%

Average Drawdown

Average peak-to-trough decline

-1.50%

-10.00%

+8.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

2.50%

-2.00%

Volatility

LPXZX vs. JPC - Volatility Comparison

The current volatility for Cohen & Steers Low Duration Preferred and Income Fund (LPXZX) is 0.87%, while Nuveen Preferred and Income Opportunities Fund (JPC) has a volatility of 7.36%. This indicates that LPXZX experiences smaller price fluctuations and is considered to be less risky than JPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LPXZXJPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

7.36%

-6.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

9.00%

-7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.23%

14.79%

-12.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

14.32%

-11.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.77%

20.65%

-16.88%