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CNSDX vs. LCFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNSDX vs. LCFYX - Performance Comparison

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

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CNSDX vs. LCFYX - 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%
LCFYX
Lord Abbett Convertible Fund
1.76%22.27%13.91%7.25%-23.24%1.34%64.36%24.25%-5.76%16.78%

Returns By Period

In the year-to-date period, CNSDX achieves a -0.47% return, which is significantly lower than LCFYX's 1.76% return. Over the past 10 years, CNSDX has underperformed LCFYX with an annualized return of 9.66%, while LCFYX has yielded a comparatively higher 11.72% 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%

LCFYX

1D
-1.64%
1M
-5.44%
YTD
1.76%
6M
4.87%
1Y
26.25%
3Y*
14.16%
5Y*
3.09%
10Y*
11.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNSDX vs. LCFYX - Expense Ratio Comparison

CNSDX has a 0.68% expense ratio, which is lower than LCFYX's 0.86% expense ratio.


Return for Risk

CNSDX vs. LCFYX — 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

LCFYX
LCFYX Risk / Return Rank: 9090
Overall Rank
LCFYX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LCFYX Sortino Ratio Rank: 8989
Sortino Ratio Rank
LCFYX Omega Ratio Rank: 8282
Omega Ratio Rank
LCFYX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LCFYX Martin Ratio Rank: 9494
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. LCFYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Convertible Securities Fund (CNSDX) and Lord Abbett Convertible Fund (LCFYX). 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.


CNSDXLCFYXDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.81

-0.59

Sortino ratio

Return per unit of downside risk

1.69

2.45

-0.76

Omega ratio

Gain probability vs. loss probability

1.23

1.33

-0.10

Calmar ratio

Return relative to maximum drawdown

2.11

3.48

-1.37

Martin ratio

Return relative to average drawdown

7.07

12.50

-5.43

CNSDX vs. LCFYX - Sharpe Ratio Comparison

The current CNSDX Sharpe Ratio is 1.22, which is lower than the LCFYX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of CNSDX and LCFYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CNSDXLCFYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.81

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.24

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.87

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.70

-0.04

Correlation

The correlation between CNSDX and LCFYX is 0.95, 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. LCFYX - Dividend Comparison

CNSDX's dividend yield for the trailing twelve months is around 11.83%, more than LCFYX's 1.53% 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%
LCFYX
Lord Abbett Convertible Fund
1.53%1.88%2.31%2.06%2.73%18.40%16.22%8.76%4.99%2.54%3.72%3.48%

Drawdowns

CNSDX vs. LCFYX - Drawdown Comparison

The maximum CNSDX drawdown since its inception was -39.33%, roughly equal to the maximum LCFYX drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for CNSDX and LCFYX.


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Drawdown Indicators


CNSDXLCFYXDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-39.17%

-0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-7.06%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-30.74%

+8.01%

Max Drawdown (10Y)

Largest decline over 10 years

-24.19%

-33.42%

+9.23%

Current Drawdown

Current decline from peak

-8.09%

-7.06%

-1.03%

Average Drawdown

Average peak-to-trough decline

-6.94%

-8.46%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

1.96%

+0.45%

Volatility

CNSDX vs. LCFYX - Volatility Comparison

Invesco Convertible Securities Fund (CNSDX) and Lord Abbett Convertible Fund (LCFYX) have volatilities of 6.25% and 5.99%, 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


CNSDXLCFYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

5.99%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

12.08%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

14.41%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.98%

12.85%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.60%

13.49%

-0.89%