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ISIN
US00764C1099
CUSIP
00764C109
Inception Date
Apr 29, 2003
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

AVK Performance Chart

Advent Convertible and Income Fund (AVK) is up 9.0% since the beginning of the year. AVK is currently trading at $13 per share. Investors who bought $1,000 worth of AVK shares 5 years ago would now be looking at an investment worth $1,284.


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S&P 500 Index

Returns By Period

Advent Convertible and Income Fund (AVK) has returned 8.96% so far this year and 24.35% over the past 12 months. Over the last ten years, AVK has returned 11.03% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Advent Convertible and Income Fund

1D
0.00%
1M
2.67%
YTD
8.96%
6M
8.96%
1Y
24.35%
3Y*
18.80%
5Y*
5.13%
10Y*
11.03%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVK Monthly Returns History

Based on dividend-adjusted daily data since Apr 30, 2003, AVK's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +17.8%, while the worst month was Mar 2020 at -25.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, AVK closed higher 53% of trading days. The best single day was Mar 19, 2020 with a return of +20.7%, while the worst single day was Mar 18, 2020 at -23.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.04%-0.34%-9.99%13.07%5.52%-0.24%8.96%
20254.77%-1.19%-2.52%-2.51%5.45%5.33%2.55%2.17%3.69%2.49%-1.55%-0.09%19.66%
20243.78%2.12%2.00%-2.14%3.95%1.06%8.85%0.23%-4.59%-4.24%10.52%-2.45%19.42%
202316.46%-2.30%-4.03%2.66%-5.26%7.44%3.07%-3.90%-6.84%-8.59%10.99%10.61%18.16%
2022-9.54%-4.73%0.61%-7.32%-0.91%-14.01%13.47%-2.39%-18.25%11.38%5.12%-9.69%-34.45%
20211.12%4.37%3.43%4.86%6.56%-0.53%0.28%-0.19%-5.09%7.62%-6.25%11.95%30.18%

Benchmark Metrics

Advent Convertible and Income Fund has an annualized alpha of 1.28%, beta of 0.75, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since April 30, 2003.

  • This fund participated in 120.29% of S&P 500 Index downside but only 109.39% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.39 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.28%
Beta
0.75
0.39
Upside Capture
109.39%
Downside Capture
120.29%

Expense Ratio

AVK has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

AVK ranks 36 for risk / return — below 36% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


AVK Risk / Return Rank: 3636
Overall Rank
AVK Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AVK Sortino Ratio Rank: 3535
Sortino Ratio Rank
AVK Omega Ratio Rank: 4040
Omega Ratio Rank
AVK Calmar Ratio Rank: 2525
Calmar Ratio Rank
AVK Martin Ratio Rank: 4040
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Advent Convertible and Income Fund (AVK) and compare them to S&P 500 Index.

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.


AVKBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

1.72

2.78

-1.07

Martin ratioReturn relative to average drawdown

8.29

12.44

-4.15

Dividends

Dividend History

Advent Convertible and Income Fund provided a 10.89% dividend yield over the last twelve months, with an annual payout of $1.41 per share. The fund has been increasing its distributions for 3 consecutive years.


8.00%10.00%12.00%14.00%16.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.41$1.41$1.38$1.37$1.37$2.72$1.37$1.37$1.37$1.25$1.10$1.10

Dividend yield

10.89%11.22%11.71%12.36%12.90%15.13%8.51%9.04%11.21%8.10%7.68%8.33%

Monthly Dividends

The table displays the monthly dividend distributions for Advent Convertible and Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.12$0.12$0.12$0.12$0.12$0.12$0.70
2025$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.41
2024$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.12$0.12$0.12$1.38
2023$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$1.37
2022$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$1.37
2021$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$1.47$2.72

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Advent Convertible and Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Advent Convertible and Income Fund was 67.49%, occurring on Dec 15, 2008. Recovery took 553 trading sessions.

The current Advent Convertible and Income Fund drawdown is 1.29%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-67.49%Dec 2008
1y 5mo2y 2mo
3y 7moJul 2007 - Feb 2011
COVID crash2020
-49.82%Mar 2020
26d8mo 4d
9moFeb 2020 - Nov 2020
Bear market2022
-38.50%Oct 2022
9mo 14d2y 8mo
3y 5moJan 2022 - Jun 2025
2016 bear market2016
-36.54%Feb 2016
1y 5mo1y 2mo
2y 8moAug 2014 - May 2017
2011 bear market2011
-31.13%Oct 2011
7mo 1d1y 6mo
2y 1moMar 2011 - Apr 2013

Drawdown Indicators


AVKBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-67.49%

-56.78%

-10.71%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-9.10%

-5.15%

Max Drawdown (3Y)

Largest decline over 3 years

-19.98%

-18.90%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-38.50%

-25.43%

-13.07%

Max Drawdown (10Y)

Largest decline over 10 years

-49.82%

-33.92%

-15.90%

Current Drawdown

Current decline from peak

-1.29%

-1.80%

+0.51%

Average Drawdown

Average peak-to-trough decline

-11.68%

-10.71%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.03%

+0.92%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with AVK

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