PISHX vs. PFINX
PISHX (Cohen & Steers Preferred Securities and Income SMA Shares) and PFINX (PIMCO Preferred and Capital Securities Fund) are both Preferred Stock funds. Over the past 5 years, PISHX returned 3.83%/yr vs 2.75%/yr for PFINX. Their correlation of 0.84 means they have usually moved in the same direction. PISHX charges 0.00%/yr vs 0.79%/yr for PFINX.
Performance
PISHX vs. PFINX - Performance Comparison
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Returns By Period
In the year-to-date period, PISHX achieves a 2.24% return, which is significantly higher than PFINX's 1.70% return.
PISHX
- 1D
- 0.00%
- 1M
- -0.57%
- 6M
- 1.55%
- YTD
- 2.24%
- 1Y
- 5.97%
- 3Y*
- 10.31%
- 5Y*
- 3.83%
- 10Y*
- —
- ALL TIME*
- 5.90%
PFINX
- 1D
- 0.00%
- 1M
- -0.92%
- 6M
- 0.67%
- YTD
- 1.70%
- 1Y
- 5.49%
- 3Y*
- 9.29%
- 5Y*
- 2.75%
- 10Y*
- 5.70%
- ALL TIME*
- 5.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PISHX vs. PFINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PISHX Cohen & Steers Preferred Securities and Income SMA Shares | 2.24% | 9.65% | 12.50% | 7.91% | -11.73% | 4.30% | 8.57% | 12.46% |
PFINX PIMCO Preferred and Capital Securities Fund | 1.70% | 8.73% | 10.84% | 7.03% | -12.82% | 4.61% | 6.73% | 14.05% |
Correlation
The correlation between PISHX and PFINX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2019 | 0.84 |
The correlation between PISHX and PFINX has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
PISHX vs. PFINX — Risk / Return Rank
PISHX
PFINX
PISHX vs. PFINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Preferred Securities and Income SMA Shares (PISHX) and PIMCO Preferred and Capital Securities Fund (PFINX). 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.
| PISHX | PFINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.41 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.87 | +0.31 |
| Martin ratioReturn relative to average drawdown | 9.74 | 7.30 | +2.45 |
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Drawdowns
PISHX vs. PFINX - Drawdown Comparison
The maximum PISHX drawdown since its inception was -27.12%, which is greater than PFINX's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for PISHX and PFINX.
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Drawdown Indicators
| PISHX | PFINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.12% | -23.93% | -3.19% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -3.09% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -3.90% | -3.93% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.14% | -22.11% | +2.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.93% | — |
Current DrawdownCurrent decline from peak | -0.67% | -1.03% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -3.41% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 0.79% | -0.16% |
Volatility
PISHX vs. PFINX - Volatility Comparison
The current volatility for Cohen & Steers Preferred Securities and Income SMA Shares (PISHX) is 0.50%, while PIMCO Preferred and Capital Securities Fund (PFINX) has a volatility of 0.66%. This indicates that PISHX experiences smaller price fluctuations and is considered to be less risky than PFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PISHX | PFINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 0.66% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.08% | 2.32% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.43% | 3.30% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.57% | 5.53% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.28% | 6.09% | +1.19% |
PISHX vs. PFINX - Expense Ratio Comparison
PISHX has a 0.00% expense ratio, which is lower than PFINX's 0.79% expense ratio.
Dividends
PISHX vs. PFINX - Dividend Comparison
PISHX's dividend yield for the trailing twelve months is around 5.15%, more than PFINX's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFINX PIMCO Preferred and Capital Securities Fund | 3.90% | 3.74% | 5.30% | 6.26% | 8.54% | 5.79% | 3.06% | 6.40% | 6.43% | 7.08% | 6.19% | 2.34% |
PISHX Cohen & Steers Preferred Securities and Income SMA Shares | 5.15% | 5.52% | 5.89% | 5.92% | 5.45% | 4.25% | 4.59% | 3.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PISHX and PFINX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFINX has higher volatility (0.66%) compared to PISHX (0.50%). In terms of maximum drawdown, PISHX dropped -27.12% vs PFINX's -23.93%.
PISHX currently has the higher Sharpe Ratio (2.53 vs 1.74), 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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