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FCVSX vs. PPSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCVSX vs. PPSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Convertible Securities Fund (FCVSX) and Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX). The values are adjusted to include any dividend payments, if applicable.

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FCVSX vs. PPSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCVSX
Fidelity Convertible Securities Fund
1.37%8.52%13.91%11.42%-15.33%9.95%42.52%28.58%-1.29%9.03%
PPSIX
Principal Spectrum Preferred and Capital Securities Income Fund
-1.61%7.86%9.82%5.88%-10.67%3.03%5.47%16.45%-4.54%10.51%

Returns By Period

In the year-to-date period, FCVSX achieves a 1.37% return, which is significantly higher than PPSIX's -1.61% return. Over the past 10 years, FCVSX has outperformed PPSIX with an annualized return of 10.76%, while PPSIX has yielded a comparatively lower 4.34% annualized return.


FCVSX

1D
-1.70%
1M
-5.62%
YTD
1.37%
6M
-5.95%
1Y
14.23%
3Y*
10.31%
5Y*
4.58%
10Y*
10.76%

PPSIX

1D
0.00%
1M
-2.98%
YTD
-1.61%
6M
-0.58%
1Y
4.72%
3Y*
8.02%
5Y*
2.57%
10Y*
4.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCVSX vs. PPSIX - Expense Ratio Comparison

FCVSX has a 0.67% expense ratio, which is lower than PPSIX's 0.79% expense ratio.


Return for Risk

FCVSX vs. PPSIX — Risk / Return Rank

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

FCVSX
FCVSX Risk / Return Rank: 3535
Overall Rank
FCVSX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FCVSX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FCVSX Omega Ratio Rank: 3636
Omega Ratio Rank
FCVSX Calmar Ratio Rank: 4343
Calmar Ratio Rank
FCVSX Martin Ratio Rank: 3131
Martin Ratio Rank

PPSIX
PPSIX Risk / Return Rank: 7777
Overall Rank
PPSIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PPSIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
PPSIX Omega Ratio Rank: 8989
Omega Ratio Rank
PPSIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PPSIX Martin Ratio Rank: 6868
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.

FCVSX vs. PPSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Convertible Securities Fund (FCVSX) and Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX). 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.


FCVSXPPSIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.66

-0.89

Sortino ratio

Return per unit of downside risk

1.04

2.10

-1.05

Omega ratio

Gain probability vs. loss probability

1.17

1.39

-0.23

Calmar ratio

Return relative to maximum drawdown

1.08

1.45

-0.37

Martin ratio

Return relative to average drawdown

3.26

6.47

-3.21

FCVSX vs. PPSIX - Sharpe Ratio Comparison

The current FCVSX Sharpe Ratio is 0.77, which is lower than the PPSIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FCVSX and PPSIX, 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


FCVSXPPSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.66

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.61

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.82

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.58

+0.12

Correlation

The correlation between FCVSX and PPSIX is 0.31, 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

FCVSX vs. PPSIX - Dividend Comparison

FCVSX's dividend yield for the trailing twelve months is around 2.18%, less than PPSIX's 5.39% yield.


TTM20252024202320222021202020192018201720162015
FCVSX
Fidelity Convertible Securities Fund
2.18%2.21%7.47%2.13%3.78%20.64%10.75%3.28%9.86%4.11%4.90%10.41%
PPSIX
Principal Spectrum Preferred and Capital Securities Income Fund
5.39%5.59%5.34%4.82%5.54%4.39%4.44%4.87%5.79%5.04%5.86%6.09%

Drawdowns

FCVSX vs. PPSIX - Drawdown Comparison

The maximum FCVSX drawdown since its inception was -58.76%, which is greater than PPSIX's maximum drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for FCVSX and PPSIX.


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Drawdown Indicators


FCVSXPPSIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.76%

-52.75%

-6.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-3.18%

-7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-24.18%

-17.37%

-6.81%

Max Drawdown (10Y)

Largest decline over 10 years

-25.08%

-22.82%

-2.26%

Current Drawdown

Current decline from peak

-9.45%

-3.18%

-6.27%

Average Drawdown

Average peak-to-trough decline

-7.25%

-3.30%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

0.71%

+2.83%

Volatility

FCVSX vs. PPSIX - Volatility Comparison

Fidelity Convertible Securities Fund (FCVSX) has a higher volatility of 6.33% compared to Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX) at 1.29%. This indicates that FCVSX's price experiences larger fluctuations and is considered to be riskier than PPSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCVSXPPSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

1.29%

+5.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.41%

1.81%

+13.60%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

2.86%

+15.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

4.20%

+9.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.72%

5.34%

+8.38%