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LPXZX vs. PCSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LPXZX vs. PCSFX - 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 Principal Capital Securities Fund (PCSFX). The values are adjusted to include any dividend payments, if applicable.

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LPXZX vs. PCSFX - 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%
PCSFX
Principal Capital Securities Fund
-1.42%8.96%12.15%6.82%-11.35%3.74%7.71%17.41%-4.61%11.57%

Returns By Period

In the year-to-date period, LPXZX achieves a -0.77% return, which is significantly higher than PCSFX's -1.42% return. Over the past 10 years, LPXZX has underperformed PCSFX with an annualized return of 4.14%, while PCSFX has yielded a comparatively higher 5.44% 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%

PCSFX

1D
0.00%
1M
-2.77%
YTD
-1.42%
6M
0.35%
1Y
5.58%
3Y*
9.80%
5Y*
3.38%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LPXZX vs. PCSFX - Expense Ratio Comparison

LPXZX has a 0.60% expense ratio, which is higher than PCSFX's 0.00% expense ratio.


Return for Risk

LPXZX vs. PCSFX — 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

PCSFX
PCSFX Risk / Return Rank: 8888
Overall Rank
PCSFX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PCSFX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PCSFX Omega Ratio Rank: 9595
Omega Ratio Rank
PCSFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PCSFX Martin Ratio Rank: 8383
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. PCSFX - 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 Principal Capital Securities Fund (PCSFX). 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.


LPXZXPCSFXDifference

Sharpe ratio

Return per unit of total volatility

2.05

2.11

-0.06

Sortino ratio

Return per unit of downside risk

2.58

2.63

-0.05

Omega ratio

Gain probability vs. loss probability

1.52

1.54

-0.02

Calmar ratio

Return relative to maximum drawdown

2.11

1.88

+0.23

Martin ratio

Return relative to average drawdown

8.95

8.47

+0.48

LPXZX vs. PCSFX - Sharpe Ratio Comparison

The current LPXZX Sharpe Ratio is 2.05, which is comparable to the PCSFX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of LPXZX and PCSFX, 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


LPXZXPCSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.11

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.80

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

1.08

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.08

-0.03

Correlation

The correlation between LPXZX and PCSFX is 0.71, 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

LPXZX vs. PCSFX - Dividend Comparison

LPXZX's dividend yield for the trailing twelve months is around 4.59%, less than PCSFX's 5.63% 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%
PCSFX
Principal Capital Securities Fund
5.63%5.80%5.50%5.75%5.68%4.57%4.88%5.43%6.07%5.14%5.08%5.78%

Drawdowns

LPXZX vs. PCSFX - Drawdown Comparison

The maximum LPXZX drawdown since its inception was -18.13%, smaller than the maximum PCSFX drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for LPXZX and PCSFX.


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Drawdown Indicators


LPXZXPCSFXDifference

Max Drawdown

Largest peak-to-trough decline

-18.13%

-22.42%

+4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-2.97%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-9.69%

-18.67%

+8.98%

Max Drawdown (10Y)

Largest decline over 10 years

-18.13%

-22.42%

+4.29%

Current Drawdown

Current decline from peak

-2.14%

-2.97%

+0.83%

Average Drawdown

Average peak-to-trough decline

-1.50%

-2.50%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.66%

-0.16%

Volatility

LPXZX vs. PCSFX - Volatility Comparison

The current volatility for Cohen & Steers Low Duration Preferred and Income Fund (LPXZX) is 0.87%, while Principal Capital Securities Fund (PCSFX) has a volatility of 1.15%. This indicates that LPXZX experiences smaller price fluctuations and is considered to be less risky than PCSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LPXZXPCSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

1.15%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

1.60%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.23%

2.66%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

4.26%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.77%

5.04%

-1.27%