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FCVT vs. CSSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCVT vs. CSSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust SSI Strategic Convertible Securities ETF (FCVT) and Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCVT achieves a 23.75% return, which is significantly higher than CSSD's 2.86% return.


FCVT

1D
-0.80%
1M
2.17%
YTD
23.75%
6M
21.67%
1Y
41.58%
3Y*
20.32%
5Y*
6.54%
10Y*
11.97%

CSSD

1D
0.14%
1M
0.82%
YTD
2.86%
6M
2.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCVT vs. CSSD - Yearly Performance Comparison


Correlation

The correlation between FCVT and CSSD is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.35

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Return for Risk

FCVT vs. CSSD — Risk / Return Rank

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

FCVT
FCVT Risk / Return Rank: 8484
Overall Rank
FCVT Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FCVT Sortino Ratio Rank: 7878
Sortino Ratio Rank
FCVT Omega Ratio Rank: 7878
Omega Ratio Rank
FCVT Calmar Ratio Rank: 9090
Calmar Ratio Rank
FCVT Martin Ratio Rank: 8989
Martin Ratio Rank

CSSD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FCVT vs. CSSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust SSI Strategic Convertible Securities ETF (FCVT) and Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCVTCSSDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

4.93

Martin ratioReturn relative to average drawdown

17.37

FCVT vs. CSSD - Sharpe Ratio Comparison


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Drawdowns

FCVT vs. CSSD - Drawdown Comparison

The maximum FCVT drawdown since its inception was -31.79%, which is greater than CSSD's maximum drawdown of -2.32%. Use the drawdown chart below to compare losses from any high point for FCVT and CSSD.


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Drawdown Indicators


FCVTCSSDDifference

Max Drawdown

Largest peak-to-trough decline

-31.79%

-2.32%

-29.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-15.06%

Max Drawdown (5Y)

Largest decline over 5 years

-30.43%

Max Drawdown (10Y)

Largest decline over 10 years

-31.79%

Current Drawdown

Current decline from peak

-3.07%

-0.06%

-3.01%

Average Drawdown

Average peak-to-trough decline

-10.32%

-0.29%

-10.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

Volatility

FCVT vs. CSSD - Volatility Comparison


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Volatility by Period


FCVTCSSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

3.07%

+14.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

3.07%

+11.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

3.07%

+11.92%

FCVT vs. CSSD - Expense Ratio Comparison

FCVT has a 0.95% expense ratio, which is higher than CSSD's 0.49% expense ratio.


Dividends

FCVT vs. CSSD - Dividend Comparison

FCVT's dividend yield for the trailing twelve months is around 1.21%, less than CSSD's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
CSSD
Cohen & Steers Short Duration Preferred and Income Active ETF
2.62%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCVT
First Trust SSI Strategic Convertible Securities ETF
1.21%1.98%1.30%1.76%3.71%23.07%1.72%1.60%1.85%2.18%1.88%0.59%

Frequently Asked Questions


FCVT and CSSD have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSSD is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSSD is cheaper with a 0.49% expense ratio, compared with 0.95% for FCVT.

CSSD has the higher dividend yield at 2.62%, compared with 1.21% for FCVT.

They also come from different issuers: First Trust and Cohen & Steers. Their fees differ too: 0.95% for FCVT and 0.49% for CSSD.

Portfolio Optimizer

Find the right allocation for FCVT and CSSD

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