PortfoliosLab logo
UTF vs. PCEF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UTF and PCEF is 0.74, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

UTF vs. PCEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Infrastructure Fund, Inc (UTF) and Invesco CEF Income Composite ETF (PCEF). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
451.61%
147.04%
UTF
PCEF

Key characteristics

Sharpe Ratio

UTF:

1.17

PCEF:

0.78

Sortino Ratio

UTF:

1.59

PCEF:

1.10

Omega Ratio

UTF:

1.23

PCEF:

1.19

Calmar Ratio

UTF:

1.61

PCEF:

0.75

Martin Ratio

UTF:

4.61

PCEF:

3.74

Ulcer Index

UTF:

4.18%

PCEF:

2.82%

Daily Std Dev

UTF:

16.29%

PCEF:

13.50%

Max Drawdown

UTF:

-72.62%

PCEF:

-38.64%

Current Drawdown

UTF:

-3.13%

PCEF:

-5.99%

Returns By Period

In the year-to-date period, UTF achieves a 6.36% return, which is significantly higher than PCEF's -1.72% return. Over the past 10 years, UTF has outperformed PCEF with an annualized return of 9.22%, while PCEF has yielded a comparatively lower 5.46% annualized return.


UTF

YTD

6.36%

1M

1.25%

6M

1.71%

1Y

15.53%

5Y*

11.93%

10Y*

9.22%

PCEF

YTD

-1.72%

1M

-2.80%

6M

-1.71%

1Y

11.46%

5Y*

8.57%

10Y*

5.46%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

UTF vs. PCEF — Risk-Adjusted Performance Rank

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

UTF
The Risk-Adjusted Performance Rank of UTF is 8585
Overall Rank
The Sharpe Ratio Rank of UTF is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of UTF is 8080
Sortino Ratio Rank
The Omega Ratio Rank of UTF is 8181
Omega Ratio Rank
The Calmar Ratio Rank of UTF is 9191
Calmar Ratio Rank
The Martin Ratio Rank of UTF is 8686
Martin Ratio Rank

PCEF
The Risk-Adjusted Performance Rank of PCEF is 7575
Overall Rank
The Sharpe Ratio Rank of PCEF is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of PCEF is 6969
Sortino Ratio Rank
The Omega Ratio Rank of PCEF is 7878
Omega Ratio Rank
The Calmar Ratio Rank of PCEF is 7575
Calmar Ratio Rank
The Martin Ratio Rank of PCEF is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UTF vs. PCEF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Infrastructure Fund, Inc (UTF) and Invesco CEF Income Composite ETF (PCEF). 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.


The chart of Sharpe ratio for UTF, currently valued at 1.17, compared to the broader market-2.00-1.000.001.002.003.00
UTF: 1.17
PCEF: 0.78
The chart of Sortino ratio for UTF, currently valued at 1.59, compared to the broader market-6.00-4.00-2.000.002.004.00
UTF: 1.59
PCEF: 1.10
The chart of Omega ratio for UTF, currently valued at 1.23, compared to the broader market0.501.001.502.00
UTF: 1.23
PCEF: 1.19
The chart of Calmar ratio for UTF, currently valued at 1.61, compared to the broader market0.001.002.003.004.005.00
UTF: 1.61
PCEF: 0.75
The chart of Martin ratio for UTF, currently valued at 4.61, compared to the broader market-5.000.005.0010.0015.0020.00
UTF: 4.61
PCEF: 3.74

The current UTF Sharpe Ratio is 1.17, which is higher than the PCEF Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of UTF and PCEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.17
0.78
UTF
PCEF

Dividends

UTF vs. PCEF - Dividend Comparison

UTF's dividend yield for the trailing twelve months is around 7.47%, less than PCEF's 9.03% yield.


TTM20242023202220212020201920182017201620152014
UTF
Cohen & Steers Infrastructure Fund, Inc
7.47%7.74%8.76%7.75%6.53%7.20%7.10%10.12%7.37%10.51%8.39%6.51%
PCEF
Invesco CEF Income Composite ETF
9.03%8.79%9.86%8.93%6.67%7.54%7.12%8.21%6.96%7.72%9.18%8.02%

Drawdowns

UTF vs. PCEF - Drawdown Comparison

The maximum UTF drawdown since its inception was -72.62%, which is greater than PCEF's maximum drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for UTF and PCEF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.13%
-5.99%
UTF
PCEF

Volatility

UTF vs. PCEF - Volatility Comparison

Cohen & Steers Infrastructure Fund, Inc (UTF) and Invesco CEF Income Composite ETF (PCEF) have volatilities of 10.60% and 11.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.60%
11.14%
UTF
PCEF