PCSFX vs. DPIIX
PCSFX (Principal Capital Securities Fund) and DPIIX (Destra Flaherty & Crumrine Preferred and Income Fund) are both Preferred Stock/Convertible Bonds funds. Over the past 10 years, PCSFX returned 5.54%/yr vs 4.63%/yr for DPIIX. A 0.61 correlation means they provide meaningful diversification when combined. PCSFX charges 0.00%/yr vs 1.20%/yr for DPIIX.
Performance
PCSFX vs. DPIIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with PCSFX having a 1.58% return and DPIIX slightly lower at 1.53%. Over the past 10 years, PCSFX has outperformed DPIIX with an annualized return of 5.54%, while DPIIX has yielded a comparatively lower 4.63% annualized return.
PCSFX
- 1D
- 0.10%
- 1M
- 0.82%
- YTD
- 1.58%
- 6M
- 1.85%
- 1Y
- 6.59%
- 3Y*
- 10.36%
- 5Y*
- 3.52%
- 10Y*
- 5.54%
DPIIX
- 1D
- -0.06%
- 1M
- 0.37%
- YTD
- 1.53%
- 6M
- 1.80%
- 1Y
- 6.98%
- 3Y*
- 9.53%
- 5Y*
- 2.46%
- 10Y*
- 4.63%
PCSFX vs. DPIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCSFX Principal Capital Securities Fund | 1.58% | 8.96% | 12.15% | 6.82% | -11.35% | 3.74% | 7.71% | 17.41% | -4.61% | 11.57% |
DPIIX Destra Flaherty & Crumrine Preferred and Income Fund | 1.53% | 7.85% | 11.39% | 5.94% | -13.68% | 4.89% | 5.82% | 18.60% | -5.62% | 11.88% |
Correlation
The correlation between PCSFX and DPIIX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2014 | 0.61 |
The correlation between PCSFX and DPIIX shifts across timeframes, from 0.61 (all time) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PCSFX vs. DPIIX — Risk / Return Rank
PCSFX
DPIIX
PCSFX vs. DPIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Capital Securities Fund (PCSFX) and Destra Flaherty & Crumrine Preferred and Income Fund (DPIIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PCSFX | DPIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.77 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.01 | -0.75 |
| Martin ratioReturn relative to average drawdown | 10.14 | 12.87 | -2.73 |
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Drawdowns
PCSFX vs. DPIIX - Drawdown Comparison
The maximum PCSFX drawdown since its inception was -22.42%, smaller than the maximum DPIIX drawdown of -29.92%. Use the drawdown chart below to compare losses from any high point for PCSFX and DPIIX.
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Drawdown Indicators
| PCSFX | DPIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -29.92% | +7.50% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -2.39% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -2.97% | -4.26% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.67% | -19.76% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -22.42% | -29.92% | +7.50% |
Current DrawdownCurrent decline from peak | -0.02% | -0.12% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -2.74% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 0.56% | +0.10% |
Volatility
PCSFX vs. DPIIX - Volatility Comparison
Principal Capital Securities Fund (PCSFX) and Destra Flaherty & Crumrine Preferred and Income Fund (DPIIX) have volatilities of 0.55% and 0.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCSFX | DPIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.55% | 0.53% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.90% | 1.74% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.15% | 2.15% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.29% | 5.13% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.04% | 7.81% | -2.77% |
PCSFX vs. DPIIX - Expense Ratio Comparison
PCSFX has a 0.00% expense ratio, which is lower than DPIIX's 1.20% expense ratio.
Dividends
PCSFX vs. DPIIX - Dividend Comparison
PCSFX's dividend yield for the trailing twelve months is around 5.67%, more than DPIIX's 5.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPIIX Destra Flaherty & Crumrine Preferred and Income Fund | 5.57% | 5.03% | 3.98% | 5.17% | 4.89% | 3.87% | 4.55% | 4.81% | 6.27% | 4.92% | 4.68% | 4.52% |
PCSFX Principal Capital Securities Fund | 5.67% | 5.80% | 5.50% | 5.75% | 5.68% | 4.57% | 4.88% | 5.43% | 6.07% | 5.14% | 5.08% | 5.78% |
Frequently Asked Questions
PCSFX and DPIIX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCSFX has higher volatility (0.55%) compared to DPIIX (0.53%). In terms of maximum drawdown, PCSFX dropped -22.42% vs DPIIX's -29.92%.
DPIIX currently has the higher Sharpe Ratio (3.35 vs 3.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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