FCVT vs. EVPF
FCVT (First Trust SSI Strategic Convertible Securities ETF) and EVPF (Eaton Vance Preferred Securities and Income ETF) are both Preferred Stock/Convertible Bonds funds. Both are actively managed. At a 0.49 correlation, their price movements are largely independent. FCVT charges 0.95%/yr vs 0.39%/yr for EVPF.
Performance
FCVT vs. EVPF - Performance Comparison
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Returns By Period
FCVT
- 1D
- -1.20%
- 1M
- 7.08%
- YTD
- 25.61%
- 6M
- 25.00%
- 1Y
- 47.07%
- 3Y*
- 21.35%
- 5Y*
- 7.58%
- 10Y*
- 12.36%
EVPF
- 1D
- 0.00%
- 1M
- 0.75%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FCVT vs. EVPF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
FCVT First Trust SSI Strategic Convertible Securities ETF | 19.71% |
EVPF Eaton Vance Preferred Securities and Income ETF | 1.16% |
Correlation
The correlation between FCVT and EVPF is 0.49, 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 Mar 6, 2026 | 0.49 |
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Return for Risk
FCVT vs. EVPF — Risk / Return Rank
FCVT
EVPF
FCVT vs. EVPF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust SSI Strategic Convertible Securities ETF (FCVT) and Eaton Vance Preferred Securities and Income ETF (EVPF). 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.
| FCVT | EVPF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.50 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.58 | — | — |
| Martin ratioReturn relative to average drawdown | 20.90 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCVT | EVPF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.97 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 1.13 | -0.44 |
Drawdowns
FCVT vs. EVPF - Drawdown Comparison
The maximum FCVT drawdown since its inception was -31.79%, which is greater than EVPF's maximum drawdown of -2.36%. Use the drawdown chart below to compare losses from any high point for FCVT and EVPF.
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Drawdown Indicators
| FCVT | EVPF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.79% | -2.36% | -29.43% |
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 DrawdownCurrent decline from peak | -1.20% | -0.17% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -0.52% | -9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | — | — |
Volatility
FCVT vs. EVPF - Volatility Comparison
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Volatility by Period
| FCVT | EVPF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.94% | 4.31% | +11.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 4.31% | +9.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.85% | 4.31% | +10.54% |
FCVT vs. EVPF - Expense Ratio Comparison
FCVT has a 0.95% expense ratio, which is higher than EVPF's 0.39% expense ratio.
Dividends
FCVT vs. EVPF - Dividend Comparison
FCVT's dividend yield for the trailing twelve months is around 1.19%, more than EVPF's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVPF Eaton Vance Preferred Securities and Income ETF | 1.08% | 0.00% | 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 | 1.19% | 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 EVPF have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EVPF is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EVPF is cheaper with a 0.39% expense ratio, compared with 0.95% for FCVT.
FCVT has the higher dividend yield at 1.19%, compared with 1.08% for EVPF.
They also come from different issuers: First Trust and Eaton Vance. Their fees differ too: 0.95% for FCVT and 0.39% for EVPF.
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