PSF vs. FFC
Compare and contrast key facts about Cohen & Steers Select Preferred and Income Fund (PSF) and Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC).
PSF is managed by Cohen & Steers.
Performance
PSF vs. FFC - Performance Comparison
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PSF vs. FFC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSF Cohen & Steers Select Preferred and Income Fund | -2.58% | 10.63% | 12.84% | 9.88% | -24.55% | 3.89% | -3.78% | 42.60% | -9.01% | 16.79% |
FFC Flaherty & Crumrine Preferred Securities Income Fund Inc. | -4.42% | 14.30% | 20.06% | -0.28% | -25.21% | -0.81% | 15.93% | 38.76% | -11.89% | 16.63% |
Returns By Period
In the year-to-date period, PSF achieves a -2.58% return, which is significantly higher than FFC's -4.42% return. Over the past 10 years, PSF has outperformed FFC with an annualized return of 5.44%, while FFC has yielded a comparatively lower 4.69% annualized return.
PSF
- 1D
- 2.21%
- 1M
- -4.29%
- YTD
- -2.58%
- 6M
- -3.17%
- 1Y
- 4.58%
- 3Y*
- 10.65%
- 5Y*
- 0.77%
- 10Y*
- 5.44%
FFC
- 1D
- 3.20%
- 1M
- -5.91%
- YTD
- -4.42%
- 6M
- -4.70%
- 1Y
- 4.69%
- 3Y*
- 11.71%
- 5Y*
- -1.02%
- 10Y*
- 4.69%
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Return for Risk
PSF vs. FFC — Risk / Return Rank
PSF
FFC
PSF vs. FFC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Select Preferred and Income Fund (PSF) and Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC). 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.
| PSF | FFC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.37 | +0.04 |
Sortino ratioReturn per unit of downside risk | 0.59 | 0.55 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.09 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.46 | 0.00 |
Martin ratioReturn relative to average drawdown | 1.78 | 1.69 | +0.09 |
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
| PSF | FFC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.37 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | -0.07 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.21 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.25 | +0.12 |
Correlation
The correlation between PSF and FFC is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PSF vs. FFC - Dividend Comparison
PSF's dividend yield for the trailing twelve months is around 7.80%, more than FFC's 7.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSF Cohen & Steers Select Preferred and Income Fund | 7.80% | 7.46% | 7.65% | 8.29% | 8.65% | 9.08% | 7.02% | 6.55% | 8.68% | 7.70% | 9.35% | 8.81% |
FFC Flaherty & Crumrine Preferred Securities Income Fund Inc. | 7.71% | 7.08% | 6.97% | 7.54% | 9.11% | 7.03% | 6.18% | 6.27% | 8.21% | 7.29% | 8.62% | 8.14% |
Drawdowns
PSF vs. FFC - Drawdown Comparison
The maximum PSF drawdown since its inception was -55.01%, smaller than the maximum FFC drawdown of -77.72%. Use the drawdown chart below to compare losses from any high point for PSF and FFC.
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Drawdown Indicators
| PSF | FFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.01% | -77.72% | +22.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -10.24% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -40.80% | -39.57% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -55.01% | -54.06% | -0.95% |
Current DrawdownCurrent decline from peak | -11.45% | -7.25% | -4.20% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -10.70% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.77% | -0.37% |
Volatility
PSF vs. FFC - Volatility Comparison
The current volatility for Cohen & Steers Select Preferred and Income Fund (PSF) is 4.65%, while Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) has a volatility of 5.80%. This indicates that PSF experiences smaller price fluctuations and is considered to be less risky than FFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSF | FFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 5.80% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 7.52% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 12.74% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 15.36% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.11% | 22.75% | -1.64% |