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PFINX vs. DPIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFINX vs. DPIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Preferred and Capital Securities Fund (PFINX) and Destra Flaherty & Crumrine Preferred and Income Fund (DPIIX). The values are adjusted to include any dividend payments, if applicable.

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PFINX vs. DPIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFINX
PIMCO Preferred and Capital Securities Fund
-0.89%8.73%10.84%7.03%-12.82%4.61%6.73%20.78%-4.17%13.28%
DPIIX
Destra Flaherty & Crumrine Preferred and Income Fund
-1.05%7.85%11.39%5.94%-13.68%4.89%5.82%18.60%-5.62%11.88%

Returns By Period

In the year-to-date period, PFINX achieves a -0.89% return, which is significantly higher than DPIIX's -1.05% return. Over the past 10 years, PFINX has outperformed DPIIX with an annualized return of 6.08%, while DPIIX has yielded a comparatively lower 4.71% annualized return.


PFINX

1D
0.11%
1M
-2.89%
YTD
-0.89%
6M
0.45%
1Y
6.27%
3Y*
9.96%
5Y*
2.92%
10Y*
6.08%

DPIIX

1D
0.02%
1M
-1.90%
YTD
-1.05%
6M
0.23%
1Y
6.00%
3Y*
8.75%
5Y*
2.54%
10Y*
4.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFINX vs. DPIIX - Expense Ratio Comparison

PFINX has a 0.79% expense ratio, which is lower than DPIIX's 1.20% expense ratio.


Return for Risk

PFINX vs. DPIIX — Risk / Return Rank

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

PFINX
PFINX Risk / Return Rank: 8282
Overall Rank
PFINX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PFINX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PFINX Omega Ratio Rank: 9191
Omega Ratio Rank
PFINX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PFINX Martin Ratio Rank: 7474
Martin Ratio Rank

DPIIX
DPIIX Risk / Return Rank: 8787
Overall Rank
DPIIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DPIIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DPIIX Omega Ratio Rank: 9494
Omega Ratio Rank
DPIIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
DPIIX Martin Ratio Rank: 7979
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.

PFINX vs. DPIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Preferred and Capital Securities Fund (PFINX) 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.


PFINXDPIIXDifference

Sharpe ratio

Return per unit of total volatility

1.63

2.07

-0.44

Sortino ratio

Return per unit of downside risk

2.14

2.63

-0.49

Omega ratio

Gain probability vs. loss probability

1.41

1.48

-0.07

Calmar ratio

Return relative to maximum drawdown

1.79

1.82

-0.03

Martin ratio

Return relative to average drawdown

7.08

7.73

-0.65

PFINX vs. DPIIX - Sharpe Ratio Comparison

The current PFINX Sharpe Ratio is 1.63, which is comparable to the DPIIX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of PFINX and DPIIX, 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


PFINXDPIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

2.07

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.50

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

0.61

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.76

+0.13

Correlation

The correlation between PFINX and DPIIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PFINX vs. DPIIX - Dividend Comparison

PFINX's dividend yield for the trailing twelve months is around 3.87%, less than DPIIX's 5.55% yield.


TTM20252024202320222021202020192018201720162015
PFINX
PIMCO Preferred and Capital Securities Fund
3.87%3.74%5.30%6.26%8.54%5.79%3.06%6.40%6.43%7.08%6.19%2.34%
DPIIX
Destra Flaherty & Crumrine Preferred and Income Fund
5.55%5.03%3.98%5.17%4.89%3.87%4.55%4.81%6.27%4.92%4.68%4.52%

Drawdowns

PFINX vs. DPIIX - Drawdown Comparison

The maximum PFINX drawdown since its inception was -23.93%, smaller than the maximum DPIIX drawdown of -29.92%. Use the drawdown chart below to compare losses from any high point for PFINX and DPIIX.


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Drawdown Indicators


PFINXDPIIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-29.92%

+5.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-3.05%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

-19.76%

-2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-29.92%

+5.99%

Current Drawdown

Current decline from peak

-2.98%

-2.37%

-0.61%

Average Drawdown

Average peak-to-trough decline

-3.50%

-2.78%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.73%

+0.14%

Volatility

PFINX vs. DPIIX - Volatility Comparison

PIMCO Preferred and Capital Securities Fund (PFINX) has a higher volatility of 1.31% compared to Destra Flaherty & Crumrine Preferred and Income Fund (DPIIX) at 0.94%. This indicates that PFINX's price experiences larger fluctuations and is considered to be riskier than DPIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFINXDPIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.94%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

1.49%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

2.80%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.49%

5.12%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.12%

7.81%

-1.69%