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PTA vs. HPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTA vs. HPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund (PTA) and John Hancock Preferred Income Fund (HPI). The values are adjusted to include any dividend payments, if applicable.

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PTA vs. HPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PTA
Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund
-0.92%9.04%15.82%11.58%-20.50%-0.95%4.53%
HPI
John Hancock Preferred Income Fund
-1.60%6.54%14.95%8.34%-15.79%13.16%10.76%

Returns By Period

In the year-to-date period, PTA achieves a -0.92% return, which is significantly higher than HPI's -1.60% return.


PTA

1D
3.31%
1M
-4.44%
YTD
-0.92%
6M
-4.35%
1Y
4.65%
3Y*
10.56%
5Y*
2.56%
10Y*

HPI

1D
2.48%
1M
-1.92%
YTD
-1.60%
6M
-5.45%
1Y
3.58%
3Y*
8.87%
5Y*
3.10%
10Y*
5.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTA vs. HPI - Expense Ratio Comparison


Return for Risk

PTA vs. HPI — Risk / Return Rank

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

PTA
PTA Risk / Return Rank: 1313
Overall Rank
PTA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PTA Sortino Ratio Rank: 1111
Sortino Ratio Rank
PTA Omega Ratio Rank: 1212
Omega Ratio Rank
PTA Calmar Ratio Rank: 1515
Calmar Ratio Rank
PTA Martin Ratio Rank: 1313
Martin Ratio Rank

HPI
HPI Risk / Return Rank: 1111
Overall Rank
HPI Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
HPI Sortino Ratio Rank: 99
Sortino Ratio Rank
HPI Omega Ratio Rank: 1111
Omega Ratio Rank
HPI Calmar Ratio Rank: 1212
Calmar Ratio Rank
HPI Martin Ratio Rank: 1111
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.

PTA vs. HPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund (PTA) and John Hancock Preferred Income Fund (HPI). 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.


PTAHPIDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.29

+0.05

Sortino ratio

Return per unit of downside risk

0.55

0.44

+0.11

Omega ratio

Gain probability vs. loss probability

1.08

1.07

+0.01

Calmar ratio

Return relative to maximum drawdown

0.46

0.33

+0.12

Martin ratio

Return relative to average drawdown

1.23

0.91

+0.32

PTA vs. HPI - Sharpe Ratio Comparison

The current PTA Sharpe Ratio is 0.34, which is comparable to the HPI Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of PTA and HPI, 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


PTAHPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.29

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.20

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.25

-0.06

Correlation

The correlation between PTA and HPI 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

PTA vs. HPI - Dividend Comparison

PTA's dividend yield for the trailing twelve months is around 8.58%, less than HPI's 9.45% yield.


TTM20252024202320222021202020192018201720162015
PTA
Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund
8.58%8.33%8.37%8.93%8.83%7.10%0.50%0.00%0.00%0.00%0.00%0.00%
HPI
John Hancock Preferred Income Fund
9.45%9.15%8.91%9.39%9.23%7.14%7.53%7.69%8.92%7.84%8.26%7.69%

Drawdowns

PTA vs. HPI - Drawdown Comparison

The maximum PTA drawdown since its inception was -28.71%, smaller than the maximum HPI drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for PTA and HPI.


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Drawdown Indicators


PTAHPIDifference

Max Drawdown

Largest peak-to-trough decline

-28.71%

-67.67%

+38.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-10.02%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-28.71%

-30.10%

+1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-57.99%

Current Drawdown

Current decline from peak

-6.50%

-7.10%

+0.60%

Average Drawdown

Average peak-to-trough decline

-9.22%

-8.49%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

3.68%

+0.11%

Volatility

PTA vs. HPI - Volatility Comparison

Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund (PTA) has a higher volatility of 5.99% compared to John Hancock Preferred Income Fund (HPI) at 5.36%. This indicates that PTA's price experiences larger fluctuations and is considered to be riskier than HPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTAHPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

5.36%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

6.81%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

12.50%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.52%

15.82%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

24.32%

-10.18%