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PRFD vs. CSSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRFD vs. CSSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Preferred And Capital Securities Active Exchange-Traded Fund (PRFD) and Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRFD achieves a 1.77% return, which is significantly lower than CSSD's 2.72% return.


PRFD

1D
0.04%
1M
0.83%
YTD
1.77%
6M
1.91%
1Y
7.06%
3Y*
9.34%
5Y*
10Y*

CSSD

1D
-0.12%
1M
0.68%
YTD
2.72%
6M
2.91%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRFD vs. CSSD - Yearly Performance Comparison


Correlation

The correlation between PRFD and CSSD is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.49

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Return for Risk

PRFD vs. CSSD — Risk / Return Rank

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

PRFD
PRFD Risk / Return Rank: 6767
Overall Rank
PRFD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PRFD Sortino Ratio Rank: 7575
Sortino Ratio Rank
PRFD Omega Ratio Rank: 8282
Omega Ratio Rank
PRFD Calmar Ratio Rank: 4646
Calmar Ratio Rank
PRFD Martin Ratio Rank: 5454
Martin Ratio Rank

CSSD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

PRFD vs. CSSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Preferred And Capital Securities Active Exchange-Traded Fund (PRFD) and Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD). 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.


PRFDCSSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

2.16

Martin ratioReturn relative to average drawdown

8.82

PRFD vs. CSSD - Sharpe Ratio Comparison


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Drawdowns

PRFD vs. CSSD - Drawdown Comparison

The maximum PRFD drawdown since its inception was -11.93%, which is greater than CSSD's maximum drawdown of -2.32%. Use the drawdown chart below to compare losses from any high point for PRFD and CSSD.


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Drawdown Indicators


PRFDCSSDDifference

Max Drawdown

Largest peak-to-trough decline

-11.93%

-2.32%

-9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-6.28%

Current Drawdown

Current decline from peak

-0.25%

-0.20%

-0.05%

Average Drawdown

Average peak-to-trough decline

-2.20%

-0.29%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

Volatility

PRFD vs. CSSD - Volatility Comparison


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Volatility by Period


PRFDCSSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

3.18%

3.08%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

3.08%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

3.08%

+1.77%

PRFD vs. CSSD - Expense Ratio Comparison

PRFD has a 0.74% expense ratio, which is higher than CSSD's 0.49% expense ratio.


Dividends

PRFD vs. CSSD - Dividend Comparison

PRFD's dividend yield for the trailing twelve months is around 5.75%, more than CSSD's 2.63% yield.


Frequently Asked Questions


PRFD and CSSD have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSSD is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSSD is cheaper with a 0.49% expense ratio, compared with 0.74% for PRFD.

PRFD has the higher dividend yield at 5.75%, compared with 2.63% for CSSD.

They also come from different issuers: PIMCO and Cohen & Steers. Their fees differ too: 0.74% for PRFD and 0.49% for CSSD.

Portfolio Optimizer

Find the right allocation for PRFD and CSSD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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