PortfoliosLab logoPortfoliosLab logo
CNSDX vs. GCV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNSDX vs. GCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Convertible Securities Fund (CNSDX) and The Gabelli Convertible and Income Securities Fund Inc (GCV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CNSDX vs. GCV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNSDX
Invesco Convertible Securities Fund
-0.47%16.24%9.95%8.18%-15.51%4.69%44.68%21.25%-1.60%10.68%
GCV
The Gabelli Convertible and Income Securities Fund Inc
6.04%22.86%19.93%-15.58%-23.95%19.99%16.97%45.72%-19.03%37.30%

Returns By Period

In the year-to-date period, CNSDX achieves a -0.47% return, which is significantly lower than GCV's 6.04% return. Both investments have delivered pretty close results over the past 10 years, with CNSDX having a 9.66% annualized return and GCV not far behind at 9.54%.


CNSDX

1D
-1.80%
1M
-6.14%
YTD
-0.47%
6M
0.05%
1Y
19.21%
3Y*
10.61%
5Y*
3.97%
10Y*
9.66%

GCV

1D
2.39%
1M
-1.33%
YTD
6.04%
6M
9.63%
1Y
28.78%
3Y*
11.57%
5Y*
3.68%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


CNSDX vs. GCV - Expense Ratio Comparison

CNSDX has a 0.68% expense ratio, which is higher than GCV's 0.01% expense ratio.


Return for Risk

CNSDX vs. GCV — Risk / Return Rank

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

CNSDX
CNSDX Risk / Return Rank: 7070
Overall Rank
CNSDX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CNSDX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CNSDX Omega Ratio Rank: 5757
Omega Ratio Rank
CNSDX Calmar Ratio Rank: 8484
Calmar Ratio Rank
CNSDX Martin Ratio Rank: 7474
Martin Ratio Rank

GCV
GCV Risk / Return Rank: 8080
Overall Rank
GCV Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GCV Sortino Ratio Rank: 7979
Sortino Ratio Rank
GCV Omega Ratio Rank: 7676
Omega Ratio Rank
GCV Calmar Ratio Rank: 8181
Calmar Ratio Rank
GCV Martin Ratio Rank: 8484
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.

CNSDX vs. GCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Convertible Securities Fund (CNSDX) and The Gabelli Convertible and Income Securities Fund Inc (GCV). 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.


CNSDXGCVDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.50

-0.28

Sortino ratio

Return per unit of downside risk

1.69

2.03

-0.35

Omega ratio

Gain probability vs. loss probability

1.23

1.30

-0.07

Calmar ratio

Return relative to maximum drawdown

2.11

1.97

+0.14

Martin ratio

Return relative to average drawdown

7.07

8.62

-1.55

CNSDX vs. GCV - Sharpe Ratio Comparison

The current CNSDX Sharpe Ratio is 1.22, which is comparable to the GCV Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CNSDX and GCV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CNSDXGCVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.50

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.17

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.41

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.17

+0.49

Correlation

The correlation between CNSDX and GCV is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CNSDX vs. GCV - Dividend Comparison

CNSDX's dividend yield for the trailing twelve months is around 11.83%, more than GCV's 11.21% yield.


TTM20252024202320222021202020192018201720162015
CNSDX
Invesco Convertible Securities Fund
11.83%11.77%3.46%1.46%3.97%28.36%10.96%5.21%12.65%4.57%3.74%2.74%
GCV
The Gabelli Convertible and Income Securities Fund Inc
11.21%11.57%12.60%13.33%10.00%8.14%7.68%8.21%10.93%8.14%8.72%10.04%

Drawdowns

CNSDX vs. GCV - Drawdown Comparison

The maximum CNSDX drawdown since its inception was -39.33%, smaller than the maximum GCV drawdown of -55.67%. Use the drawdown chart below to compare losses from any high point for CNSDX and GCV.


Loading graphics...

Drawdown Indicators


CNSDXGCVDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-55.67%

+16.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-13.47%

+5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-45.90%

+23.17%

Max Drawdown (10Y)

Largest decline over 10 years

-24.19%

-45.90%

+21.71%

Current Drawdown

Current decline from peak

-8.09%

-3.82%

-4.27%

Average Drawdown

Average peak-to-trough decline

-6.94%

-12.63%

+5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

3.08%

-0.67%

Volatility

CNSDX vs. GCV - Volatility Comparison

The current volatility for Invesco Convertible Securities Fund (CNSDX) is 6.25%, while The Gabelli Convertible and Income Securities Fund Inc (GCV) has a volatility of 7.83%. This indicates that CNSDX experiences smaller price fluctuations and is considered to be less risky than GCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CNSDXGCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

7.83%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

12.52%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

19.38%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.98%

21.18%

-9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.60%

23.49%

-10.89%