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PISHX vs. PPSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PISHX vs. PPSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Preferred Securities and Income SMA Shares (PISHX) and Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX). The values are adjusted to include any dividend payments, if applicable.

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PISHX vs. PPSIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PISHX
Cohen & Steers Preferred Securities and Income SMA Shares
-1.14%9.65%12.50%7.91%-11.73%4.30%8.57%12.46%
PPSIX
Principal Spectrum Preferred and Capital Securities Income Fund
-1.61%7.86%9.82%5.88%-10.67%3.03%5.47%10.33%

Returns By Period

In the year-to-date period, PISHX achieves a -1.14% return, which is significantly higher than PPSIX's -1.61% return.


PISHX

1D
0.00%
1M
-2.56%
YTD
-1.14%
6M
0.08%
1Y
6.86%
3Y*
10.90%
5Y*
4.03%
10Y*

PPSIX

1D
0.00%
1M
-2.98%
YTD
-1.61%
6M
-0.58%
1Y
4.72%
3Y*
8.02%
5Y*
2.57%
10Y*
4.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PISHX vs. PPSIX - Expense Ratio Comparison

PISHX has a 0.00% expense ratio, which is lower than PPSIX's 0.79% expense ratio.


Return for Risk

PISHX vs. PPSIX — Risk / Return Rank

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

PISHX
PISHX Risk / Return Rank: 8989
Overall Rank
PISHX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PISHX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PISHX Omega Ratio Rank: 9595
Omega Ratio Rank
PISHX Calmar Ratio Rank: 8181
Calmar Ratio Rank
PISHX Martin Ratio Rank: 8585
Martin Ratio Rank

PPSIX
PPSIX Risk / Return Rank: 7777
Overall Rank
PPSIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PPSIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
PPSIX Omega Ratio Rank: 8989
Omega Ratio Rank
PPSIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PPSIX Martin Ratio Rank: 6868
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.

PISHX vs. PPSIX - 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 Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX). 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.


PISHXPPSIXDifference

Sharpe ratio

Return per unit of total volatility

2.13

1.66

+0.47

Sortino ratio

Return per unit of downside risk

2.66

2.10

+0.57

Omega ratio

Gain probability vs. loss probability

1.54

1.39

+0.14

Calmar ratio

Return relative to maximum drawdown

1.93

1.45

+0.48

Martin ratio

Return relative to average drawdown

8.68

6.47

+2.21

PISHX vs. PPSIX - Sharpe Ratio Comparison

The current PISHX Sharpe Ratio is 2.13, which is comparable to the PPSIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of PISHX and PPSIX, 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


PISHXPPSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.66

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.61

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.58

+0.19

Correlation

The correlation between PISHX and PPSIX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PISHX vs. PPSIX - Dividend Comparison

PISHX's dividend yield for the trailing twelve months is around 5.12%, less than PPSIX's 5.39% yield.


TTM20252024202320222021202020192018201720162015
PISHX
Cohen & Steers Preferred Securities and Income SMA Shares
5.12%5.52%5.89%5.92%5.45%4.25%4.59%3.38%0.00%0.00%0.00%0.00%
PPSIX
Principal Spectrum Preferred and Capital Securities Income Fund
5.39%5.59%5.34%4.82%5.54%4.39%4.44%4.87%5.79%5.04%5.86%6.09%

Drawdowns

PISHX vs. PPSIX - Drawdown Comparison

The maximum PISHX drawdown since its inception was -27.12%, smaller than the maximum PPSIX drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for PISHX and PPSIX.


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Drawdown Indicators


PISHXPPSIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.12%

-52.75%

+25.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-3.18%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-19.14%

-17.37%

-1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-22.82%

Current Drawdown

Current decline from peak

-2.83%

-3.18%

+0.35%

Average Drawdown

Average peak-to-trough decline

-4.03%

-3.30%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.71%

+0.06%

Volatility

PISHX vs. PPSIX - Volatility Comparison

The current volatility for Cohen & Steers Preferred Securities and Income SMA Shares (PISHX) is 1.22%, while Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX) has a volatility of 1.29%. This indicates that PISHX experiences smaller price fluctuations and is considered to be less risky than PPSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PISHXPPSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.29%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

1.81%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

2.86%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.54%

4.20%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.43%

5.34%

+2.09%