PPSIX vs. JPDIX
Compare and contrast key facts about Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX) and JPMorgan Preferred and Income Securities Fund (JPDIX).
PPSIX is managed by Principal. It was launched on Apr 30, 2002. JPDIX is managed by JPMorgan. It was launched on Mar 30, 2022.
Performance
PPSIX vs. JPDIX - Performance Comparison
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PPSIX vs. JPDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PPSIX Principal Spectrum Preferred and Capital Securities Income Fund | -1.61% | 7.86% | 9.82% | 5.88% | -5.95% |
JPDIX JPMorgan Preferred and Income Securities Fund | -1.64% | 8.64% | 10.59% | 7.02% | -8.33% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PPSIX having a -1.61% return and JPDIX slightly lower at -1.64%.
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%
JPDIX
- 1D
- -0.10%
- 1M
- -2.92%
- YTD
- -1.64%
- 6M
- -0.11%
- 1Y
- 5.53%
- 3Y*
- 8.92%
- 5Y*
- —
- 10Y*
- —
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PPSIX vs. JPDIX - Expense Ratio Comparison
PPSIX has a 0.79% expense ratio, which is higher than JPDIX's 0.59% expense ratio.
Return for Risk
PPSIX vs. JPDIX — Risk / Return Rank
PPSIX
JPDIX
PPSIX vs. JPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX) and JPMorgan Preferred and Income Securities Fund (JPDIX). 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.
| PPSIX | JPDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 1.77 | -0.11 |
Sortino ratioReturn per unit of downside risk | 2.10 | 2.41 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.44 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.75 | -0.30 |
Martin ratioReturn relative to average drawdown | 6.47 | 7.51 | -1.04 |
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
| PPSIX | JPDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.77 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.73 | -0.15 |
Correlation
The correlation between PPSIX and JPDIX 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
PPSIX vs. JPDIX - Dividend Comparison
PPSIX's dividend yield for the trailing twelve months is around 5.39%, more than JPDIX's 5.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JPDIX JPMorgan Preferred and Income Securities Fund | 5.25% | 5.53% | 4.97% | 4.45% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PPSIX vs. JPDIX - Drawdown Comparison
The maximum PPSIX drawdown since its inception was -52.75%, which is greater than JPDIX's maximum drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for PPSIX and JPDIX.
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Drawdown Indicators
| PPSIX | JPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.75% | -14.56% | -38.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -3.32% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -22.82% | — | — |
Current DrawdownCurrent decline from peak | -3.18% | -2.92% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -3.60% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.77% | -0.06% |
Volatility
PPSIX vs. JPDIX - Volatility Comparison
Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX) has a higher volatility of 1.29% compared to JPMorgan Preferred and Income Securities Fund (JPDIX) at 1.17%. This indicates that PPSIX's price experiences larger fluctuations and is considered to be riskier than JPDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PPSIX | JPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 1.17% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 1.81% | 2.03% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.86% | 3.35% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.20% | 5.23% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.34% | 5.23% | +0.11% |