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FACVX vs. PSF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FACVX vs. PSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Convertible Securities Fund Class A (FACVX) and Cohen & Steers Select Preferred and Income Fund (PSF). The values are adjusted to include any dividend payments, if applicable.

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FACVX vs. PSF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FACVX
Fidelity Advisor Convertible Securities Fund Class A
1.33%17.95%7.92%11.06%-15.59%9.63%42.09%28.21%-1.59%8.77%
PSF
Cohen & Steers Select Preferred and Income Fund
-2.58%10.63%12.84%9.88%-24.55%3.89%-3.78%42.60%-9.01%16.79%

Returns By Period

In the year-to-date period, FACVX achieves a 1.33% return, which is significantly higher than PSF's -2.58% return. Over the past 10 years, FACVX has outperformed PSF with an annualized return of 10.83%, while PSF has yielded a comparatively lower 5.44% annualized return.


FACVX

1D
-1.69%
1M
-5.61%
YTD
1.33%
6M
2.42%
1Y
24.20%
3Y*
11.28%
5Y*
5.01%
10Y*
10.83%

PSF

1D
2.21%
1M
-4.29%
YTD
-2.58%
6M
-3.17%
1Y
4.58%
3Y*
10.65%
5Y*
0.77%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FACVX vs. PSF - Expense Ratio Comparison

FACVX has a 0.97% expense ratio, which is lower than PSF's 4.28% expense ratio.


Return for Risk

FACVX vs. PSF — Risk / Return Rank

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

FACVX
FACVX Risk / Return Rank: 8484
Overall Rank
FACVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FACVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FACVX Omega Ratio Rank: 7575
Omega Ratio Rank
FACVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FACVX Martin Ratio Rank: 9191
Martin Ratio Rank

PSF
PSF Risk / Return Rank: 1515
Overall Rank
PSF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PSF Sortino Ratio Rank: 1212
Sortino Ratio Rank
PSF Omega Ratio Rank: 1515
Omega Ratio Rank
PSF Calmar Ratio Rank: 1616
Calmar Ratio Rank
PSF Martin Ratio Rank: 1717
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.

FACVX vs. PSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Convertible Securities Fund Class A (FACVX) and Cohen & Steers Select Preferred and Income Fund (PSF). 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.


FACVXPSFDifference

Sharpe ratio

Return per unit of total volatility

1.53

0.41

+1.12

Sortino ratio

Return per unit of downside risk

2.09

0.59

+1.51

Omega ratio

Gain probability vs. loss probability

1.28

1.10

+0.18

Calmar ratio

Return relative to maximum drawdown

2.83

0.45

+2.38

Martin ratio

Return relative to average drawdown

10.69

1.78

+8.91

FACVX vs. PSF - Sharpe Ratio Comparison

The current FACVX Sharpe Ratio is 1.53, which is higher than the PSF Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FACVX and PSF, 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


FACVXPSFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.41

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.05

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.26

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.37

+0.55

Correlation

The correlation between FACVX and PSF is 0.34, 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

FACVX vs. PSF - Dividend Comparison

FACVX's dividend yield for the trailing twelve months is around 11.04%, more than PSF's 7.80% yield.


TTM20252024202320222021202020192018201720162015
FACVX
Fidelity Advisor Convertible Securities Fund Class A
11.04%11.18%1.85%1.86%3.48%20.42%10.56%3.04%9.55%3.89%4.62%10.02%
PSF
Cohen & Steers Select Preferred and Income Fund
7.80%7.46%7.65%8.29%8.65%9.08%7.02%6.55%8.68%7.70%9.35%8.81%

Drawdowns

FACVX vs. PSF - Drawdown Comparison

The maximum FACVX drawdown since its inception was -25.09%, smaller than the maximum PSF drawdown of -55.01%. Use the drawdown chart below to compare losses from any high point for FACVX and PSF.


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Drawdown Indicators


FACVXPSFDifference

Max Drawdown

Largest peak-to-trough decline

-25.09%

-55.01%

+29.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.75%

-9.42%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

-40.80%

+16.48%

Max Drawdown (10Y)

Largest decline over 10 years

-25.09%

-55.01%

+29.92%

Current Drawdown

Current decline from peak

-6.79%

-11.45%

+4.66%

Average Drawdown

Average peak-to-trough decline

-5.81%

-10.00%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.40%

-0.35%

Volatility

FACVX vs. PSF - Volatility Comparison

Fidelity Advisor Convertible Securities Fund Class A (FACVX) has a higher volatility of 6.32% compared to Cohen & Steers Select Preferred and Income Fund (PSF) at 4.65%. This indicates that FACVX's price experiences larger fluctuations and is considered to be riskier than PSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FACVXPSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

4.65%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

6.23%

+5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

11.19%

+4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.36%

14.57%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.51%

21.11%

-7.60%