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DPIIX vs. FTCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPIIX vs. FTCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destra Flaherty & Crumrine Preferred and Income Fund (DPIIX) and Fidelity Advisor Convertible Securities Fund Class M (FTCVX). The values are adjusted to include any dividend payments, if applicable.

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DPIIX vs. FTCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPIIX
Destra Flaherty & Crumrine Preferred and Income Fund
-1.05%7.85%11.39%5.94%-13.68%4.89%5.82%18.60%-5.62%11.88%
FTCVX
Fidelity Advisor Convertible Securities Fund Class M
1.27%17.67%7.70%12.42%-15.82%9.35%41.70%27.83%-1.88%8.54%

Returns By Period

In the year-to-date period, DPIIX achieves a -1.05% return, which is significantly lower than FTCVX's 1.27% return. Over the past 10 years, DPIIX has underperformed FTCVX with an annualized return of 4.71%, while FTCVX has yielded a comparatively higher 10.70% annualized return.


DPIIX

1D
0.02%
1M
-1.90%
YTD
-1.05%
6M
0.23%
1Y
6.00%
3Y*
8.75%
5Y*
2.54%
10Y*
4.71%

FTCVX

1D
-1.69%
1M
-5.65%
YTD
1.27%
6M
2.27%
1Y
23.90%
3Y*
11.56%
5Y*
5.06%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DPIIX vs. FTCVX - Expense Ratio Comparison

DPIIX has a 1.20% expense ratio, which is lower than FTCVX's 1.23% expense ratio.


Return for Risk

DPIIX vs. FTCVX — Risk / Return Rank

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

DPIIX
DPIIX Risk / Return Rank: 8787
Overall Rank
DPIIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DPIIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DPIIX Omega Ratio Rank: 9494
Omega Ratio Rank
DPIIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
DPIIX Martin Ratio Rank: 7979
Martin Ratio Rank

FTCVX
FTCVX Risk / Return Rank: 8383
Overall Rank
FTCVX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FTCVX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FTCVX Omega Ratio Rank: 7373
Omega Ratio Rank
FTCVX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FTCVX Martin Ratio Rank: 9191
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.

DPIIX vs. FTCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destra Flaherty & Crumrine Preferred and Income Fund (DPIIX) and Fidelity Advisor Convertible Securities Fund Class M (FTCVX). 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.


DPIIXFTCVXDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.51

+0.56

Sortino ratio

Return per unit of downside risk

2.63

2.06

+0.56

Omega ratio

Gain probability vs. loss probability

1.48

1.28

+0.20

Calmar ratio

Return relative to maximum drawdown

1.82

2.79

-0.97

Martin ratio

Return relative to average drawdown

7.73

10.49

-2.76

DPIIX vs. FTCVX - Sharpe Ratio Comparison

The current DPIIX Sharpe Ratio is 2.07, which is higher than the FTCVX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of DPIIX and FTCVX, 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


DPIIXFTCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.51

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.38

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.79

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.91

-0.15

Correlation

The correlation between DPIIX and FTCVX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DPIIX vs. FTCVX - Dividend Comparison

DPIIX's dividend yield for the trailing twelve months is around 5.55%, less than FTCVX's 10.76% yield.


TTM20252024202320222021202020192018201720162015
DPIIX
Destra Flaherty & Crumrine Preferred and Income Fund
5.55%5.03%3.98%5.17%4.89%3.87%4.55%4.81%6.27%4.92%4.68%4.52%
FTCVX
Fidelity Advisor Convertible Securities Fund Class M
10.76%10.89%1.66%3.03%3.18%20.07%10.32%2.74%9.06%3.78%4.32%9.73%

Drawdowns

DPIIX vs. FTCVX - Drawdown Comparison

The maximum DPIIX drawdown since its inception was -29.92%, which is greater than FTCVX's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for DPIIX and FTCVX.


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Drawdown Indicators


DPIIXFTCVXDifference

Max Drawdown

Largest peak-to-trough decline

-29.92%

-25.10%

-4.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-7.76%

+4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-19.76%

-24.45%

+4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-29.92%

-25.10%

-4.82%

Current Drawdown

Current decline from peak

-2.37%

-6.82%

+4.45%

Average Drawdown

Average peak-to-trough decline

-2.78%

-5.90%

+3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.06%

-1.33%

Volatility

DPIIX vs. FTCVX - Volatility Comparison

The current volatility for Destra Flaherty & Crumrine Preferred and Income Fund (DPIIX) is 0.94%, while Fidelity Advisor Convertible Securities Fund Class M (FTCVX) has a volatility of 6.33%. This indicates that DPIIX experiences smaller price fluctuations and is considered to be less risky than FTCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPIIXFTCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

6.33%

-5.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

12.09%

-10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.80%

15.66%

-12.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.12%

13.38%

-8.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.81%

13.51%

-5.70%