CNSDX vs. HICSX
Compare and contrast key facts about Invesco Convertible Securities Fund (CNSDX) and Harbor Convertible Securities Fund (HICSX).
CNSDX is managed by Invesco. It was launched on Jul 27, 1997. HICSX is managed by Harbor. It was launched on May 1, 2011.
Performance
CNSDX vs. HICSX - Performance Comparison
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CNSDX vs. HICSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
HICSX Harbor Convertible Securities Fund | 0.67% | 19.99% | 12.36% | 10.37% | -15.55% | 2.07% | 31.41% | 17.89% | -0.65% | 7.93% |
Returns By Period
In the year-to-date period, CNSDX achieves a -0.47% return, which is significantly lower than HICSX's 0.67% return. Over the past 10 years, CNSDX has outperformed HICSX with an annualized return of 9.66%, while HICSX has yielded a comparatively lower 8.54% annualized return.
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%
HICSX
- 1D
- -1.75%
- 1M
- -5.41%
- YTD
- 0.67%
- 6M
- 3.67%
- 1Y
- 23.20%
- 3Y*
- 13.71%
- 5Y*
- 4.92%
- 10Y*
- 8.54%
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CNSDX vs. HICSX - Expense Ratio Comparison
CNSDX has a 0.68% expense ratio, which is lower than HICSX's 1.12% expense ratio.
Return for Risk
CNSDX vs. HICSX — Risk / Return Rank
CNSDX
HICSX
CNSDX vs. HICSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Convertible Securities Fund (CNSDX) and Harbor Convertible Securities Fund (HICSX). 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.
| CNSDX | HICSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.62 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.69 | 2.22 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 3.07 | -0.96 |
Martin ratioReturn relative to average drawdown | 7.07 | 12.11 | -5.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNSDX | HICSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.62 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.45 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.81 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.74 | -0.08 |
Correlation
The correlation between CNSDX and HICSX is 0.94, 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.
Dividends
CNSDX vs. HICSX - Dividend Comparison
CNSDX's dividend yield for the trailing twelve months is around 11.83%, more than HICSX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HICSX Harbor Convertible Securities Fund | 1.58% | 1.95% | 3.22% | 2.91% | 0.44% | 14.09% | 9.57% | 3.61% | 6.45% | 10.65% | 0.98% | 3.95% |
Drawdowns
CNSDX vs. HICSX - Drawdown Comparison
The maximum CNSDX drawdown since its inception was -39.33%, which is greater than HICSX's maximum drawdown of -23.68%. Use the drawdown chart below to compare losses from any high point for CNSDX and HICSX.
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Drawdown Indicators
| CNSDX | HICSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -23.68% | -15.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.09% | -6.92% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -22.73% | -22.03% | -0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -24.19% | -23.68% | -0.51% |
Current DrawdownCurrent decline from peak | -8.09% | -6.92% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -4.82% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 1.75% | +0.66% |
Volatility
CNSDX vs. HICSX - Volatility Comparison
Invesco Convertible Securities Fund (CNSDX) and Harbor Convertible Securities Fund (HICSX) have volatilities of 6.25% and 6.02%, 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.
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Volatility by Period
| CNSDX | HICSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 6.02% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 11.54% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 14.15% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.98% | 11.02% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.60% | 10.61% | +1.99% |