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PPSIX vs. LPXZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPSIX vs. LPXZX - 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 Cohen & Steers Low Duration Preferred and Income Fund (LPXZX). The values are adjusted to include any dividend payments, if applicable.

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PPSIX vs. LPXZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPSIX
Principal Spectrum Preferred and Capital Securities Income Fund
-1.61%7.86%9.82%5.88%-10.67%3.03%5.47%16.45%-4.54%10.51%
LPXZX
Cohen & Steers Low Duration Preferred and Income Fund
-0.77%6.89%8.75%6.91%-5.78%2.08%4.27%11.38%-1.44%5.82%

Returns By Period

In the year-to-date period, PPSIX achieves a -1.61% return, which is significantly lower than LPXZX's -0.77% return. Both investments have delivered pretty close results over the past 10 years, with PPSIX having a 4.34% annualized return and LPXZX not far behind at 4.14%.


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%

LPXZX

1D
0.00%
1M
-1.88%
YTD
-0.77%
6M
-0.06%
1Y
4.51%
3Y*
7.62%
5Y*
3.40%
10Y*
4.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPSIX vs. LPXZX - Expense Ratio Comparison

PPSIX has a 0.79% expense ratio, which is higher than LPXZX's 0.60% expense ratio.


Return for Risk

PPSIX vs. LPXZX — 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

LPXZX
LPXZX Risk / Return Rank: 9090
Overall Rank
LPXZX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LPXZX Sortino Ratio Rank: 9090
Sortino Ratio Rank
LPXZX Omega Ratio Rank: 9595
Omega Ratio Rank
LPXZX Calmar Ratio Rank: 8585
Calmar Ratio Rank
LPXZX Martin Ratio Rank: 8686
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. LPXZX - 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 Cohen & Steers Low Duration Preferred and Income Fund (LPXZX). 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.


PPSIXLPXZXDifference

Sharpe ratio

Return per unit of total volatility

1.66

2.05

-0.39

Sortino ratio

Return per unit of downside risk

2.10

2.58

-0.48

Omega ratio

Gain probability vs. loss probability

1.39

1.52

-0.13

Calmar ratio

Return relative to maximum drawdown

1.45

2.11

-0.66

Martin ratio

Return relative to average drawdown

6.47

8.95

-2.48

PPSIX vs. LPXZX - Sharpe Ratio Comparison

The current PPSIX Sharpe Ratio is 1.66, which is comparable to the LPXZX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PPSIX and LPXZX, 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


PPSIXLPXZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

2.05

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

1.28

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

1.10

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.05

-0.47

Correlation

The correlation between PPSIX and LPXZX is 0.73, 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. LPXZX - Dividend Comparison

PPSIX's dividend yield for the trailing twelve months is around 5.39%, more than LPXZX's 4.59% 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%
LPXZX
Cohen & Steers Low Duration Preferred and Income Fund
4.59%4.84%5.10%4.92%4.45%4.21%4.36%4.51%4.71%3.78%4.10%0.00%

Drawdowns

PPSIX vs. LPXZX - Drawdown Comparison

The maximum PPSIX drawdown since its inception was -52.75%, which is greater than LPXZX's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for PPSIX and LPXZX.


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Drawdown Indicators


PPSIXLPXZXDifference

Max Drawdown

Largest peak-to-trough decline

-52.75%

-18.13%

-34.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-2.14%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.37%

-9.69%

-7.68%

Max Drawdown (10Y)

Largest decline over 10 years

-22.82%

-18.13%

-4.69%

Current Drawdown

Current decline from peak

-3.18%

-2.14%

-1.04%

Average Drawdown

Average peak-to-trough decline

-3.30%

-1.50%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.50%

+0.21%

Volatility

PPSIX vs. LPXZX - Volatility Comparison

Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX) has a higher volatility of 1.29% compared to Cohen & Steers Low Duration Preferred and Income Fund (LPXZX) at 0.87%. This indicates that PPSIX's price experiences larger fluctuations and is considered to be riskier than LPXZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPSIXLPXZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.87%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

1.40%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

2.86%

2.23%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.20%

2.68%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

3.77%

+1.57%