PortfoliosLab logoPortfoliosLab logo
PSF vs. PFFA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSF vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Select Preferred and Income Fund (PSF) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PSF vs. PFFA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PSF
Cohen & Steers Select Preferred and Income Fund
-2.58%10.63%12.84%9.88%-24.55%3.89%-3.78%42.60%-4.08%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
-3.22%8.22%16.11%26.45%-20.91%23.53%-7.87%31.99%-7.10%

Returns By Period

In the year-to-date period, PSF achieves a -2.58% return, which is significantly higher than PFFA's -3.22% 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%

PFFA

1D
0.10%
1M
-4.25%
YTD
-3.22%
6M
-1.63%
1Y
5.66%
3Y*
12.09%
5Y*
5.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PSF vs. PFFA - Expense Ratio Comparison

PSF has a 4.28% expense ratio, which is higher than PFFA's 1.47% expense ratio.


Return for Risk

PSF vs. PFFA — Risk / Return Rank

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

PSF
PSF Risk / Return Rank: 1515
Overall Rank
PSF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PSF Sortino Ratio Rank: 1212
Sortino Ratio Rank
PSF Omega Ratio Rank: 1515
Omega Ratio Rank
PSF Calmar Ratio Rank: 1616
Calmar Ratio Rank
PSF Martin Ratio Rank: 1717
Martin Ratio Rank

PFFA
PFFA Risk / Return Rank: 3030
Overall Rank
PFFA Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 2828
Sortino Ratio Rank
PFFA Omega Ratio Rank: 3232
Omega Ratio Rank
PFFA Calmar Ratio Rank: 2727
Calmar Ratio Rank
PFFA Martin Ratio Rank: 2828
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.

PSF vs. PFFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Select Preferred and Income Fund (PSF) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


PSFPFFADifference

Sharpe ratio

Return per unit of total volatility

0.41

0.57

-0.16

Sortino ratio

Return per unit of downside risk

0.59

0.78

-0.19

Omega ratio

Gain probability vs. loss probability

1.10

1.12

-0.02

Calmar ratio

Return relative to maximum drawdown

0.45

0.58

-0.12

Martin ratio

Return relative to average drawdown

1.78

2.04

-0.26

PSF vs. PFFA - Sharpe Ratio Comparison

The current PSF Sharpe Ratio is 0.41, which is comparable to the PFFA Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of PSF and PFFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PSFPFFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.57

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.51

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.22

+0.15

Correlation

The correlation between PSF and PFFA is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PSF vs. PFFA - Dividend Comparison

PSF's dividend yield for the trailing twelve months is around 7.80%, less than PFFA's 10.06% yield.


TTM20252024202320222021202020192018201720162015
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%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
10.06%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%0.00%0.00%0.00%

Drawdowns

PSF vs. PFFA - Drawdown Comparison

The maximum PSF drawdown since its inception was -55.01%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for PSF and PFFA.


Loading graphics...

Drawdown Indicators


PSFPFFADifference

Max Drawdown

Largest peak-to-trough decline

-55.01%

-70.52%

+15.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-8.54%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-40.80%

-22.70%

-18.10%

Max Drawdown (10Y)

Largest decline over 10 years

-55.01%

Current Drawdown

Current decline from peak

-11.45%

-6.07%

-5.38%

Average Drawdown

Average peak-to-trough decline

-10.00%

-6.77%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.41%

-0.01%

Volatility

PSF vs. PFFA - Volatility Comparison

Cohen & Steers Select Preferred and Income Fund (PSF) has a higher volatility of 4.65% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 3.26%. This indicates that PSF's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PSFPFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

3.26%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

6.23%

5.25%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

9.98%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

11.49%

+3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

32.17%

-11.06%