PCSFX vs. PSF
Compare and contrast key facts about Principal Capital Securities Fund (PCSFX) and Cohen & Steers Select Preferred and Income Fund (PSF).
PCSFX is managed by Principal. It was launched on Mar 13, 2014. PSF is managed by Cohen & Steers.
Performance
PCSFX vs. PSF - Performance Comparison
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PCSFX vs. PSF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PSF Cohen & Steers Select Preferred and Income Fund | -2.58% | 10.63% | 12.84% | 9.88% | -24.55% | 3.89% | -3.78% | 42.60% | -9.01% | 16.79% |
Returns By Period
In the year-to-date period, PCSFX achieves a -1.42% return, which is significantly higher than PSF's -2.58% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: PCSFX at 5.44% and PSF at 5.44%.
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%
PSF
- 1D
- 2.21%
- 1M
- -4.29%
- YTD
- -2.58%
- 6M
- -3.17%
- 1Y
- 4.58%
- 3Y*
- 10.65%
- 5Y*
- 0.77%
- 10Y*
- 5.44%
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PCSFX vs. PSF - Expense Ratio Comparison
PCSFX has a 0.00% expense ratio, which is lower than PSF's 4.28% expense ratio.
Return for Risk
PCSFX vs. PSF — Risk / Return Rank
PCSFX
PSF
PCSFX vs. PSF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Capital Securities Fund (PCSFX) and Cohen & Steers Select Preferred and Income Fund (PSF). 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.
| PCSFX | PSF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 0.41 | +1.70 |
Sortino ratioReturn per unit of downside risk | 2.63 | 0.59 | +2.04 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.10 | +0.44 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 0.45 | +1.42 |
Martin ratioReturn relative to average drawdown | 8.47 | 1.78 | +6.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PCSFX | PSF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 0.41 | +1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.05 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.26 | +0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.37 | +0.71 |
Correlation
The correlation between PCSFX and PSF is 0.29, 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
PCSFX vs. PSF - Dividend Comparison
PCSFX's dividend yield for the trailing twelve months is around 5.63%, less than PSF's 7.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PSF Cohen & Steers Select Preferred and Income Fund | 7.80% | 7.46% | 7.65% | 8.29% | 8.65% | 9.08% | 7.02% | 6.55% | 8.68% | 7.70% | 9.35% | 8.81% |
Drawdowns
PCSFX vs. PSF - Drawdown Comparison
The maximum PCSFX drawdown since its inception was -22.42%, smaller than the maximum PSF drawdown of -55.01%. Use the drawdown chart below to compare losses from any high point for PCSFX and PSF.
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Drawdown Indicators
| PCSFX | PSF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -55.01% | +32.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -9.42% | +6.45% |
Max Drawdown (5Y)Largest decline over 5 years | -18.67% | -40.80% | +22.13% |
Max Drawdown (10Y)Largest decline over 10 years | -22.42% | -55.01% | +32.59% |
Current DrawdownCurrent decline from peak | -2.97% | -11.45% | +8.48% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -10.00% | +7.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 2.40% | -1.74% |
Volatility
PCSFX vs. PSF - Volatility Comparison
The current volatility for Principal Capital Securities Fund (PCSFX) is 1.15%, while Cohen & Steers Select Preferred and Income Fund (PSF) has a volatility of 4.65%. This indicates that PCSFX experiences smaller price fluctuations and is considered to be less risky than PSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCSFX | PSF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 4.65% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 6.23% | -4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.66% | 11.19% | -8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.26% | 14.57% | -10.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.04% | 21.11% | -16.07% |