PCM vs EPRF

Comparison between PCM Fund Inc (PCM, ETF) and Innovator S&P Investment Grade Preferred ETF (EPRF, ETF).

5-Year PerformanceEPRF has outperformed PCM, delivering a return of -2.0% compared to -3.1%

PCM vs EPRF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PCM(ETF)	EPRF(ETF)
Net Assets	$69M	$69M
Expense Ratio	N/A	0.47%
Max Drawdown	73.17%	33.47%
Sharpe Ratio	-0.09	-0.70
5Y Beta	0.14	0.31
5Y Dividends CAGR	-4.31%	-1.64%

Net Assets

Winner

PCM

$69M

EPRF

$69M

Expense Ratio

PCM

N/A

EPRF

0.47%

Max Drawdown

PCM

73.17%

Winner

EPRF

33.47%

Sharpe Ratio

Winner

PCM

-0.09

EPRF

-0.70

5Y Beta

Winner

PCM

0.14

EPRF

0.31

5Y Dividends CAGR

PCM

-4.31%

Winner

EPRF

-1.64%

PCM vs EPRF - Historical Returns

Returns include dividend reinvestment.

Period	PCM	EPRF
1 month	+4.24%	+0.02%
3 months	+1.79%	-1.57%
6 months	+0.81%	-4.34%
1 year	+2.36%	-1.31%
5 years(CAGR)	-3.10%	-2.04%
10 years(CAGR)	+4.84%	+1.06%
Max(CAGR)	+7.22%	+1.06%

Winner

PCM

+4.24%

EPRF

+0.02%

Winner

PCM

+1.79%

EPRF

-1.57%

Winner

PCM

+0.81%

EPRF

-4.34%

Winner

PCM

+2.36%

EPRF

-1.31%

5Y(CAGR)

PCM

-3.10%

Winner

EPRF

-2.04%

10Y(CAGR)

Winner

PCM

+4.84%

EPRF

+1.06%

Max(CAGR)

Winner

PCM

+7.22%

EPRF

+1.06%

PCM vs EPRF - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	PCM	EPRF
2026	-0.12%	-3.70%
2025	-10.89%	+0.71%
2024	+10.50%	+3.41%
2023	+6.61%	+8.87%
2022	-19.89%	-20.47%
2021	+7.51%	+1.98%
2020	+3.70%	+6.51%
2019	+21.45%	+18.26%
2018	-5.50%	-5.30%
2017	+26.73%	-0.31%
2016	+25.57%	N/A
2015	-5.76%	N/A
2014	+0.98%	N/A
2013	+5.42%	N/A
2012	+22.62%	N/A
2011	+11.74%	N/A
2010	+51.88%	N/A
2009	+45.17%	N/A
2008	-32.91%	N/A
2007	-22.78%	N/A
2006	+11.03%	N/A
2005	+15.55%	N/A
2004	-0.64%	N/A
2003	+9.91%	N/A
2002	+11.96%	N/A
2001	+23.65%	N/A
2000	+9.82%	N/A
1999	-4.00%	N/A

PCM vs EPRF Drawdown Comparison

The maximum drawdown for PCM was -64.85%, occurring on Mar 9, 2009. Recovery took 803 trading sessions.

The maximum drawdown for EPRF was -26.82%, occurring on Mar 18, 2020. Recovery took 116 trading sessions.

The current PCM drawdown is -19.59%. The current EPRF drawdown is -11.23%.

Rank	PCM	EPRF
#1	-64.85% Feb 5, 2007 - Apr 14, 2010	-26.82% Feb 12, 2020 - Jul 29, 2020
#2	-47.67% Feb 21, 2020 - Jan 12, 2021	-25.25% Nov 5, 2021 - Oct 19, 2023
#3	-29.61% Aug 8, 2023 - Oct 27, 2023	-10.58% Jul 9, 2018 - Mar 13, 2019
#4	-28.19% Aug 12, 2021 - Aug 7, 2023	-5.46% Dec 5, 2017 - Jul 3, 2018
#5	-18.35% Apr 1, 2004 - Nov 3, 2004	-4.15% Dec 31, 2020 - Apr 7, 2021
#6	-17.91% Jul 1, 2014 - Jul 18, 2016	-2.37% Oct 8, 2020 - Nov 16, 2020
#7	-16.04% May 10, 2013 - Jun 10, 2014	-2.00% Sep 1, 2017 - Nov 21, 2017
#8	-14.96% Sep 16, 2002 - Jan 3, 2003	-1.87% Oct 24, 2019 - Dec 17, 2019
#9	-14.39% Aug 16, 2018 - Feb 28, 2019	-1.80% Jul 7, 2021 - Oct 28, 2021
#10	-13.54% Jul 5, 2011 - Nov 11, 2011	-1.63% Sep 4, 2019 - Oct 9, 2019
#11	-12.72% Nov 10, 2017 - May 2, 2018	-1.45% Apr 23, 2021 - Jun 1, 2021
#12	-9.36% Nov 9, 2010 - Nov 26, 2010	-1.43% Sep 15, 2020 - Sep 28, 2020
#13	-9.28% Jun 13, 2003 - Dec 3, 2003	-1.29% Aug 31, 2020 - Sep 15, 2020
#14	-8.92% Nov 12, 1999 - Jul 13, 2000	-1.23% Jul 5, 2017 - Sep 1, 2017
#15	-8.86% Oct 5, 2012 - Jan 3, 2013	-1.04% Aug 2, 2019 - Aug 13, 2019

Correlation

Correlation between PCM and EPRF is 0.59 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.59

-101

Dividend Comparison (2000 - 2026)

PCM vs EPRF dividend yield comparison.

Year	PCM	EPRF
2026	7.93%	3.07%
2025	12.55%	6.03%
2024	12.47%	6.13%
2023	12.06%	5.71%
2022	12.20%	5.67%
2021	8.96%	4.70%
2020	8.95%	4.92%
2019	8.38%	5.01%
2018	9.46%	5.27%
2017	8.47%	2.59%
2016	14.60%	0.00%
2015	10.39%	0.00%
2014	9.85%	0.00%
2013	9.40%	0.00%
2012	9.28%	0.00%
2011	9.84%	0.00%
2010	11.62%	0.00%
2009	12.92%	0.00%
2008	18.76%	0.00%
2007	8.66%	0.00%
2006	7.82%	0.00%
2005	8.02%	0.00%
2004	8.55%	0.00%
2003	7.75%	0.00%
2002	9.83%	0.00%
2001	9.53%	0.00%
2000	5.25%	0.00%