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PCSFX vs. PTA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCSFX vs. PTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Capital Securities Fund (PCSFX) and Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund (PTA). The values are adjusted to include any dividend payments, if applicable.

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PCSFX vs. PTA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PCSFX
Principal Capital Securities Fund
-1.00%8.96%12.15%6.82%-11.35%3.74%3.99%
PTA
Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund
0.35%9.04%15.82%11.58%-20.50%-0.95%4.53%

Returns By Period

In the year-to-date period, PCSFX achieves a -1.00% return, which is significantly lower than PTA's 0.35% return.


PCSFX

1D
0.42%
1M
-2.16%
YTD
-1.00%
6M
0.77%
1Y
6.02%
3Y*
9.96%
5Y*
3.45%
10Y*
5.48%

PTA

1D
1.28%
1M
-3.42%
YTD
0.35%
6M
-4.62%
1Y
5.12%
3Y*
11.03%
5Y*
2.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCSFX vs. PTA - Expense Ratio Comparison


Return for Risk

PCSFX vs. PTA — Risk / Return Rank

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

PCSFX
PCSFX Risk / Return Rank: 8888
Overall Rank
PCSFX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PCSFX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PCSFX Omega Ratio Rank: 9696
Omega Ratio Rank
PCSFX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PCSFX Martin Ratio Rank: 8181
Martin Ratio Rank

PTA
PTA Risk / Return Rank: 1111
Overall Rank
PTA Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PTA Sortino Ratio Rank: 99
Sortino Ratio Rank
PTA Omega Ratio Rank: 1010
Omega Ratio Rank
PTA Calmar Ratio Rank: 1414
Calmar Ratio Rank
PTA 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.

PCSFX vs. PTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Capital Securities Fund (PCSFX) and Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund (PTA). 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.


PCSFXPTADifference

Sharpe ratio

Return per unit of total volatility

2.25

0.37

+1.88

Sortino ratio

Return per unit of downside risk

2.83

0.60

+2.24

Omega ratio

Gain probability vs. loss probability

1.58

1.09

+0.49

Calmar ratio

Return relative to maximum drawdown

2.03

0.59

+1.44

Martin ratio

Return relative to average drawdown

8.88

1.57

+7.31

PCSFX vs. PTA - Sharpe Ratio Comparison

The current PCSFX Sharpe Ratio is 2.25, which is higher than the PTA Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of PCSFX and PTA, 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


PCSFXPTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

0.37

+1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.20

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.20

+0.89

Correlation

The correlation between PCSFX and PTA is 0.33, 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. PTA - Dividend Comparison

PCSFX's dividend yield for the trailing twelve months is around 5.61%, less than PTA's 8.47% yield.


TTM20252024202320222021202020192018201720162015
PCSFX
Principal Capital Securities Fund
5.61%5.80%5.50%5.75%5.68%4.57%4.88%5.43%6.07%5.14%5.08%5.78%
PTA
Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund
8.47%8.33%8.37%8.93%8.83%7.10%0.50%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PCSFX vs. PTA - Drawdown Comparison

The maximum PCSFX drawdown since its inception was -22.42%, smaller than the maximum PTA drawdown of -28.71%. Use the drawdown chart below to compare losses from any high point for PCSFX and PTA.


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Drawdown Indicators


PCSFXPTADifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-28.71%

+6.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-10.21%

+7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

-28.71%

+10.04%

Max Drawdown (10Y)

Largest decline over 10 years

-22.42%

Current Drawdown

Current decline from peak

-2.56%

-5.30%

+2.74%

Average Drawdown

Average peak-to-trough decline

-2.50%

-9.21%

+6.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

3.80%

-3.12%

Volatility

PCSFX vs. PTA - Volatility Comparison

The current volatility for Principal Capital Securities Fund (PCSFX) is 1.27%, while Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund (PTA) has a volatility of 6.14%. This indicates that PCSFX experiences smaller price fluctuations and is considered to be less risky than PTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCSFXPTADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

6.14%

-4.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

8.14%

-6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.69%

13.75%

-11.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

14.54%

-10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

14.15%

-9.11%