XPMIX vs. PFH
XPMIX (StepStone Private Markets Fund Class I) is Multistrategy fund actively managed by StepStone, while PFH (Prudential Financial, Inc. 4.125% Junior Subordinated Notes due 2060) is a stock. Over the past 5 years, XPMIX returned 12.74%/yr vs -4.70%/yr for PFH. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
XPMIX vs. PFH - Performance Comparison
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Returns By Period
In the year-to-date period, XPMIX achieves a 5.26% return, which is significantly higher than PFH's -5.13% return.
XPMIX
- 1D
- -0.25%
- 1M
- -0.22%
- 6M
- 3.65%
- YTD
- 5.26%
- 1Y
- 9.58%
- 3Y*
- 10.93%
- 5Y*
- 12.74%
- 10Y*
- —
- ALL TIME*
- 18.10%
PFH
- 1D
- -0.13%
- 1M
- -3.23%
- 6M
- -8.17%
- YTD
- -5.13%
- 1Y
- -3.92%
- 3Y*
- -2.28%
- 5Y*
- -4.70%
- 10Y*
- —
- ALL TIME*
- -3.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $541.16K | $529.61K | $634.62K | |
| $0.00 | $0.00 | $0.00 |
XPMIX vs. PFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPMIX StepStone Private Markets Fund Class I | 5.26% | 11.78% | 12.97% | 12.21% | 8.77% | 30.00% | 24.92% |
PFH Prudential Financial, Inc. 4.125% Junior Subordinated Notes due 2060 | -5.13% | -1.37% | 0.92% | 12.32% | -26.78% | 2.36% | 4.05% |
Correlation
The correlation between XPMIX and PFH is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2020 | 0.21 |
Over the past year, XPMIX and PFH have become more correlated (0.47) than their long-term average of 0.21, meaning their price movements have been converging.
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Return for Risk
XPMIX vs. PFH — Risk / Return Rank
XPMIX
PFH
XPMIX vs. PFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for StepStone Private Markets Fund Class I (XPMIX) and Prudential Financial, Inc. 4.125% Junior Subordinated Notes due 2060 (PFH). 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.
| XPMIX | PFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.67 | ||
| Sortino ratioReturn per unit of downside risk | +4.19 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.94 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | -0.36 | +4.03 |
| Martin ratioReturn relative to average drawdown | 14.12 | -0.70 | +14.82 |
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Drawdowns
XPMIX vs. PFH - Drawdown Comparison
The maximum XPMIX drawdown since its inception was -3.71%, smaller than the maximum PFH drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for XPMIX and PFH.
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Drawdown Indicators
| XPMIX | PFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.71% | -28.58% | +24.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.59% | -10.94% | +8.35% |
Max Drawdown (3Y)Largest decline over 3 years | -3.13% | -18.90% | +15.77% |
Max Drawdown (5Y)Largest decline over 5 years | -3.13% | -28.58% | +25.45% |
Current DrawdownCurrent decline from peak | -0.65% | -22.37% | +21.72% |
Average DrawdownAverage peak-to-trough decline | -0.43% | -13.46% | +13.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 5.62% | -4.94% |
Volatility
XPMIX vs. PFH - Volatility Comparison
The current volatility for StepStone Private Markets Fund Class I (XPMIX) is 0.81%, while Prudential Financial, Inc. 4.125% Junior Subordinated Notes due 2060 (PFH) has a volatility of 1.96%. This indicates that XPMIX experiences smaller price fluctuations and is considered to be less risky than PFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPMIX | PFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 1.96% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 3.43% | 6.37% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.25% | 9.11% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.92% | 13.91% | -7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.86% | 13.00% | -3.14% |
Dividends
XPMIX vs. PFH - Dividend Comparison
XPMIX's dividend yield for the trailing twelve months is around 0.79%, less than PFH's 6.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
PFH Prudential Financial, Inc. 4.125% Junior Subordinated Notes due 2060 | 6.49% | 5.98% | 5.57% | 5.33% | 5.65% | 3.96% |
XPMIX StepStone Private Markets Fund Class I | 0.79% | 0.85% | 1.31% | 0.33% | 0.00% | 0.00% |
Frequently Asked Questions
XPMIX and PFH have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFH has higher volatility (1.96%) compared to XPMIX (0.81%). In terms of maximum drawdown, XPMIX dropped -3.71% vs PFH's -28.58%.
XPMIX currently has the higher Sharpe Ratio (2.24 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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