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PPSIX vs. JPDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPSIX vs. JPDIX - Performance Comparison

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

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PPSIX vs. JPDIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

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

JPDIX
JPDIX Risk / Return Rank: 8484
Overall Rank
JPDIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
JPDIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
JPDIX Omega Ratio Rank: 9292
Omega Ratio Rank
JPDIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
JPDIX Martin Ratio Rank: 7878
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.

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.


PPSIXJPDIXDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.77

-0.11

Sortino ratio

Return per unit of downside risk

2.10

2.41

-0.32

Omega ratio

Gain probability vs. loss probability

1.39

1.44

-0.05

Calmar ratio

Return relative to maximum drawdown

1.45

1.75

-0.30

Martin ratio

Return relative to average drawdown

6.47

7.51

-1.04

PPSIX vs. JPDIX - Sharpe Ratio Comparison

The current PPSIX Sharpe Ratio is 1.66, which is comparable to the JPDIX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of PPSIX and JPDIX, 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


PPSIXJPDIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


PPSIXJPDIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.18%

-2.92%

-0.26%

Average Drawdown

Average peak-to-trough decline

-3.30%

-3.60%

+0.30%

Ulcer Index

Depth 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


PPSIXJPDIXDifference

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%